381 search results for "boxplot"

Analysis of Cable Morning Trade Strategy

May 29, 2013
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Analysis of Cable Morning Trade Strategy

A couple of years ago I implemented an automated trading algorithm for a strategy called the “Cable Morning Trade”. The basis of the strategy is the range of GBPUSD during the interval 05:00 to 09:00 London time. Two buy stop orders are placed 5 points above the highest high for this period; two sell stop

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The heat is on…. or is it? Trend Analysis of Toronto Climate Data

May 27, 2013
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The heat is on…. or is it? Trend Analysis of Toronto Climate Data

The following is a guest post from Joel Harrrison, PhD, consulting Aquatic Scientist.For a luddite like me, this is a big step – posting something on the inter-web.  I’m not on Facebook.  I don’t know what Twitter is.  Hell, I don’t even own a smartphone.  But, I’ve been a devoted follower of Myles’ blog for some time,...

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(Another) introduction to R

May 27, 2013
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(Another) introduction to R

It’s Memorial Day and my dissertation defense is tomorrow. This week I’m phoning in my blog. I had the opportunity to teach a short course last week that was part of a larger workshop focused on ecosystem restoration. A fellow grad student and I taught a session on Excel and R for basic data analysis.

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Exploratory Data Analysis: Variations of Box Plots in R for Ozone Concentrations in New York City and Ozonopolis

Exploratory Data Analysis: Variations of Box Plots in R for Ozone Concentrations in New York City and Ozonopolis

Introduction Last week, I wrote the first post in a series on exploratory data analysis (EDA).  I began by calculating summary statistics on a univariate data set of ozone concentration in New York City in the built-in data set “airquality” in R.  In particular, I talked about how to calculate those statistics when the data

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Package party: Conditional Inference Trees

May 21, 2013
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Package party: Conditional Inference Trees

I am going to be using the party package for one of my projects, so I spent some time today familiarising myself with it. The details of the package are described in Hothorn, T., Hornik, K., & Zeileis, A. (1999). “party: A Laboratory for Recursive Partytioning” which is available from CRAN. The main workhorse of

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Implied alpha and minimum variance

May 20, 2013
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Implied alpha and minimum variance

Under the covers of strange bedfellows. Previously The idea of implied alpha was introduced in “Implied alpha — almost wordless”. In a comment to that post Jeff noticed that the optimal portfolio given for the example is ever so close to the minimum variance portfolio.  That is because there is a problem with the example … Continue reading...

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Analyzing a simple experiment with heterogeneous variances using asreml, MCMCglmm and SAS

May 17, 2013
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Analyzing a simple experiment with heterogeneous variances using asreml, MCMCglmm and SAS

I was working with a small experiment which includes families from two Eucalyptus species and thought it would be nice to code a first analysis using alternative approaches. The experiment is a randomized complete block design, with species as fixed effect and family and block as a random effects, while the response variable is growth

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How R Grows – not so fast

May 9, 2013
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How R Grows – not so fast

I have had some work on CRAN stats on the back-burner but the recent article How R Grows tempted me to push it up the list In the interim, I have a couple of comments on Joseph Rickert`s article. Although the body of the article refers to packages either created or updated in a time

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Data Analysis for Marketing Research with R Language (1)

April 22, 2013
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Data Analysis for Marketing Research with R Language (1)

Data Analysis technologies such as t-test, ANOVA, regression, conjoint analysis, and factor analysis are widely used in the marketing research areas of A/B Testing, consumer preference analysis, market segmentation, product pricing, sales driver analysis, and sales forecast etc. Traditionally the analysis tools are mainly SPSS and SAS, however, the open source R language is catching

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How long is the average dissertation?

April 15, 2013
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How long is the average dissertation?

The best part about writing a dissertation is finding clever ways to procrastinate. The motivation for this blog comes from one of the more creative ways I’ve found to keep myself from writing. I’ve posted about data mining in the past and this post follows up on those ideas using a topic that is relevant

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