2124 search results for "Twitter"

Alabama is a foreign country

March 7, 2011
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Alabama is a foreign country

Faculty and students of Iowa State University Department of Statistics published online an analysis of the data on 2009 distributions of the US Stimulus funds, aka the Recovery And Reinvestment Act. (The analysis was published in March last year as part of the Design for America competition, but I only recently came across it.) The analyses and associated charts...

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Factor models of variance in finance

March 7, 2011
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Factor models of variance in finance

In “What the hell is a variance matrix?” I talked about the basics of variance matrices and highlighted challenges for estimating them in finance.  Here we look more deeply at the most popular estimation technique. Models for variance matrices The types of variance estimates that are used in finance can be classified as: Sample estimate … Continue reading...

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More on logging the outcome

March 4, 2011
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More on logging the outcome

This one does my head in. I do it fairly regularly, lots of people do, but I find everytime it comes to interpreting the results I have to slow it right down and go step by step. Answer: When you log the outcome, then on the original scale, for all else constant, Y will be

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cut&paste typo in R book

March 2, 2011
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cut&paste typo in R book

A casualty of cut-and-paste in Chapter 3 of Introducing Monte Carlo Methods with R. Brad McNeney from Simon Fraser sent me a nice email about the end of Example 3.6 missing a marginal estimate. Indeed, it does. And it should have been obvious from the “estimates” we derived, 19 and 16, which are not even

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Investing with the Odds

March 2, 2011
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Investing with the Odds

In this previous post, I showed that a look at the correlations in the daily returns of S&P 500 should have lead to a very profitable investing strategy. I also promised to show the results of this strategy in the 80s, but I am not going to do that, because MarketSci has done so in

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Anova – Type I/II/III SS explained

March 2, 2011
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Anova – Type I/II/III SS explained

Not my post, just bookmarking this. It’s from http://goanna.cs.rmit.edu.au/~fscholer/anova.php ANOVA (and R) The ANOVA Controversy ANOVA is a statistical process for analysing the amount of variance that is contributed to a sample by different factors. It was initially derived by R. A. Fisher in 1925, for the case of balanced data (equal numbers of observations

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RStudio – An IDE for the Masses!

March 1, 2011
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RStudio – An IDE for the Masses!

I’ll admit it. There’s one thing that always makes me sad working on a mac. R. How does R make me sad on a mac? I look over at my compatriots in Windows using fun Integrated Development Environments (IDEs) like Tinn-R, and I sigh. On the other hand, I just had the sad little text

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RStudio: a cut above

March 1, 2011
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RStudio: a cut above

As most followers of R-bloggers.com and the Twitter #rstats know by now, RStudio is a new open-source IDE for R that was beta-released yesterday. I have started putting it through its paces within my R workflow, and my impressions are more than favorable. I also tried it out on my home Linux server in server

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Surprising sudoku

March 1, 2011
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Surprising sudoku

> printSudoku(z) +-------+-------+-------+ |   9   |       | 7   5 | |     6 |       |   9   | | 4 5 3 | 1 7   | 2 8   | +-------+-------+-------+ |     5 |     7 |   6   | | 1   9 | 6 8   |       | |   8   |   3   |     1 | +-------+-------+-------+ | 7   2 |

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The RStudio IDE: first impressions are positive

February 28, 2011
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The RStudio IDE: first impressions are positive

Integrated development environments (IDEs) are software development tools, providing an interface that enables you to write, debug, run and view the output of your code. Whether you need an IDE or find them useful depends very much on your own preferences and style of working. In my own case for example, I’ve tried both Eclipse

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