# 2693 search results for "Twitter"

## Multiple Factor Model – Building Fundamental Factors

February 4, 2012
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This is the second post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Fundamental Data, and I will show how to build Fundamental factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha Factor Framework please read

## "R": PLS Regression (Gasoline) – 003

February 3, 2012
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The gasoline data set has the spectra of 60 samples acquired by diffuse reflectance from 900 to 1700 nm. We saw how to plot the spectra in the previous post.Now, following the tutorial of Bjorn-Helge Mevik published in "R-News Volume 6/3, August 2006", we will do the PLS regression:gas1 <- plsr(octane~NIR, ncomp = 10,data = gasoline, validation...

## Monty Hall by simulation in R

February 3, 2012
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(Almost) every introductory course in probability introduces conditional probability using the famous Monte Hall problem. In a nutshell, the problem is one of deciding on a best strategy in a simple game. In the game, the contestant is asked to select one of three doors. Behind one of the doors is a great prize (free

## speed of R, C, &tc.

February 2, 2012
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My Paris colleague (and fellow-runner) Aurélien Garivier has produced an interesting comparison of 4 (or 6 if you consider scilab and octave as different from matlab) computer languages in terms of speed for producing the MLE in a hidden Markov model, using EM and the Baum-Welch algorithms. His conclusions are that matlab is a lot

## "R": Plotting the spectra (Gasoline) – 002

February 2, 2012
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"R" has a package called "ChemometricsWithR", where we can get data from different analytical instruments including Near Infrared (NIR).Follow the steps to plot the spectra of a gasoline data set:In this other case we plot the spectra of the NIR shootout 2002: > data(shootout)> wavelengths<-seq(600, 1898,by=2)> mattplot(wavelengths,shootout\$calibrate.1,xlab="wavelength(nm)",ylab="log1/R)")>...

## R Chart featured in Facebook IPO

February 2, 2012
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Page 7 of Facebook's 213-page S-1 filing for their record-breaking IPO includes the following chart, under the headline: "Our Mission: To make the world more open and connected". This chart was created using the R language and Hadoop by Facebook intern Paul Butler. (Thanks to the blog IOER Tools for first noticing the inclusion of the chart.) And speaking...

## tenured research position with ABC skills!

February 2, 2012
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I just received this announcement for the opening of a (tenured/civil servant) position in the national research institute in biostatistics, genetics, and agronomy, INRA: Position opening with profile Approximate inference techniques in complex systems Key activities and required skills: You will develop methodological research in the field of statistical inference for models used in environmental

## Analytic applications are built by data scientists

February 1, 2012
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Ventana Research analyst David Menninger was on the judging panel for the Applications of R in Business contest. In a post on the Ventana research blog, he offers his perspectives on the contest, noting that R, as a statistical package, includes many algorithms for predictive analytics, including regression, clustering, classification, text mining and other techniques. The contest submissions supported...

## "R": Looking at the Data (Gasoline) – 001

February 1, 2012
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As other softwares "R" has nice tools to look to the data before to develop the calibration.Statistics for the "Y" variable (in this case octane number) like Maximun, Minimun,..,standard deviation,...are important:> library(ChemometricsWithR)> data(gasoline)> summary(gasoline\$octane)   Min.  1st Qu.  Median    Mean   3rd Qu.    Max.   83.40   85.88    87.75    87.18   88.45    89.60> sd(gasoline\$octane) 1.530078And of course the Histogram:> hist(gasoline\$octane)

## the birthday problem [X’idated]

February 1, 2012
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The birthday problem (i.e. looking at the distribution of the birthdates in a group of n persons, assuming a uniform distribution of the calendar dates of those birthdates) is always a source of puzzlement ! For instance, here is a recent post on Cross Validated: I have 360 friends on facebook, and, as