2839 search results for "twitteR"

Doodling With a Conversation, or Retweet, Data Sketch Around LAK12

May 2, 2012
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Doodling With a Conversation, or Retweet, Data Sketch Around LAK12

How can we represent conversations between a small sample of users, such as the email or SMS converstations between James Murdoch’s political lobbiest and a Government minister’s special adviser (Leveson inquiry evidence), or the pattern of retweet activity around a couple of heavily retweeted individuals using a particular hashtag? I spent a bit of time

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Function to Generate a Random Data Set

May 2, 2012
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Function to Generate a Random Data Set

Often I find myself needing data sets to try functions and code out on or for teaching purposes.  I have a few stand-bys such as the mtcars and CO2 data sets in the base packages of R but sometimes I … Continue reading →

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2nd round of call for chapter proposals for book Data Mining Applications with R: due by 31 May

May 2, 2012
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2nd round of call for chapter proposals for book Data Mining Applications with R: due by 31 May

2nd CALL FOR CHAPTERS: proposals due by 31 May 2012 Data Mining Applications with R A book to be published by Elsevier http://www.RDataMining.com/books/book2 Introduction —————— R is one of the most widely used data mining tools in scientific and business … Continue reading →

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Mining for relations between nominal variables

May 1, 2012
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Mining for relations between nominal variables

The task today was to find what variables had significant relations with an important grouping variable in the big dataset I’ve been working with lately.  The grouping variable has 3 levels, and represents different behaviours of interest.  At first I … Continue reading →

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Volatility Position Sizing to improve Risk Adjusted Performance

April 30, 2012
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Volatility Position Sizing to improve Risk Adjusted Performance

Today I want to show how to use Volatility Position Sizing to improve strategy’s Risk Adjusted Performance. I will use the Average True Range (ATR) as a measure of Volatility and will increase allocation during low Volatility periods and will decrease allocation during high Volatility periods. Following are two good references that explain these strategy

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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 2

April 30, 2012
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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 2

In the Follow-Up Part 1, I explored some of the functions in the quantstrat package that allowed us to drill down trade by trade to explain the difference in performance of the two strategies. By doing this, I found that my choice of a volatility measure may not have been the best choice. Although the … Continue reading...

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The Need for paste2 (part II)

April 29, 2012
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The Need for paste2 (part II)

This is Part II of a multi part blog on the paste2 function… In my first post on the paste2 function I promised a proof of a few practical uses.  The first example I have comes from psychometrics and comes out of … Continue reading →

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mad statistic

April 29, 2012
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mad statistic

In the motivating toy example to our ABC model choice paper, we compare summary statistics, mean, median, variance, and… median absolute deviation (mad). The latest is the only one able to discriminate between our normal and Laplace models (as now discussed on Cross Validated!). When rerunning simulations to produce nicer graphical outcomes (for the revision),

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The Need for paste2 (part I)

April 29, 2012
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The Need for paste2 (part I)

This is Part I of a multi part blog on the paste2 function… I recently generated a new paste function that takes an unspecified list of equal length variables (a column) or multiple columns of a data frame  and pastes … Continue reading →

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Guess who wins: apply() versus for loops in R

April 28, 2012
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Guess who wins: apply() versus for loops in R

Yesterday I tried to do some data processing on my really big data set in MS Excel. Wow, did it not like handling all those data!! Every time I tried to click on a different ribbon, the screen didn’t even … Continue reading →

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