332 search results for "boxplot"

Hard drive occupation prediction with R – part 3 – Predicting future ranges

Hard drive occupation prediction with R – part 3 – Predicting future ranges

On the second article, we saw how to use a Monte Carlo simulation generate sample of disk space delta for future dates and calculate the distribution probability of zeroing free space in the future. In this article, we will see how we can plot the e...

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Donor analysis in R – Smith for Congress

June 13, 2011
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Donor analysis in R – Smith for Congress

In a previous post I introduced the Smith for Congress data set. The data is 49k contributions made by individuals to a congressional campaign for the 2006-2010 electoral cycles. Smith for Congress is not the name of the actual campaign. Individual contributions are not required to be disclosed by a campaign unless the individual donates

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Annual Returns by State of the US Economy

June 1, 2011
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Annual Returns by State of the US Economy

Sometimes it is fun to just look at annual returns, especially as the financial world has shifted its focus to microseconds in a world of inconceivable macro imbalances.  St. Louis Fed (USREC) offers a binary state of the economy with 1=recession ...

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Overoptimizing Chicago Fed

May 31, 2011
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Overoptimizing Chicago Fed

THIS SHOULD BE OBVIOUS THROUGHOUT THE POST BUT THIS IS NOT INVESTMENT ADVICE.  PLEASE DO NOT FOLLOW THIS SYSTEM AS IT COULD RESULT IN SERIOUS LOSSES. One of the perils of system-building is the tendency to unintentionally overoptimize by playing/r...

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More St. Louis Fred Fun with National Financial Conditions

May 30, 2011
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More St. Louis Fred Fun with National Financial Conditions

I owe someone at the Fed a beer for all the recent additions at http://research.stlouisfed.org/fred2/.  I have covered some in Spreads and Stress and Gifts from BAC ML and the Federal Reserve.  The newest addition 8 Chicago Fed Indexes Added ...

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sab-R-metrics: Kernel Density Smoothing

May 25, 2011
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sab-R-metrics: Kernel Density Smoothing

Last time I left you, I had gone over some basics of doing loess regression in R. If you remember, loess is a sort of regression that allows wigglyness in your regression of some dependent variable Y on some independent variable X (I will generalize t...

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sab-R-metrics: Kernel Density Smoothing

May 25, 2011
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sab-R-metrics: Kernel Density Smoothing

Last time I left you, I had gone over some basics of doing loess regression in R. If you remember, loess is a sort of regression that allows wigglyness in your regression of some dependent variable Y on some independent variable X (I will generalize t...

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Specific differences between Ledoit-Wolf and factor models

May 22, 2011
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Specific differences between Ledoit-Wolf and factor models

What can we learn about the difference in structure between a Ledoit-Wolf variance matrix and a corresponding factor model variance? Previously We’ve generated a set of random portfolios with constraints on the risk fractions of a Ledoit-Wolf variance matrix, and a corresponding set of random portfolios with risk fraction constraints from a statistical factor model. … Continue reading...

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Russell Napier, ASIP in FT Says Emerging Market Currencies

May 17, 2011
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Russell Napier, ASIP in FT Says Emerging Market Currencies

Clearly I have succumbed to confirmation bias, since my second favorite presentation from the CFA Institute Annual Conference this year came from Scotland native Russell Napier, ASIP who shares my views nearly completely http://video.ft.com/v/946244201...

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R Tutorial: Add confidence intervals to dotchart

May 15, 2011
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R Tutorial:  Add confidence intervals to dotchart

Recently I was working on a data visualization project.  I wanted to visualize summary statistics by category of the data.  Specifically I wanted to see a simple dispersion of data with confidence intervals for each category of data. R i...

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