318 search results for "boxplot"

Using R for Introductory Statistics, Chapters 1 and 2

April 27, 2010
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Using R for Introductory Statistics, Chapters 1 and 2

I'm working my way through Using R for Introductory Statistics, by John Verzani, a free version of which is available as SimpleR. Chapter 1 ...covers basics of R such as arithmetic, loading libraries and reading data. We also get an introduction to v...

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Summarising data using box and whisker plots

April 25, 2010
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Summarising data using box and whisker plots

A box and whisker plot is a type of graphical display that can be used to summarise a set of data based on the five number summary of this data. The summary statistics used to create a box and whisker plot are the median of the data, the lower and upper quartiles (25% and 75%)

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Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)? Part 2

April 3, 2010
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Why isn’t my 2X Ultra ETF keeping pace with the market and what is path asymmetry (R ex)? Part 2

I created an example to show how the theory from part 1 might be applied using S&P500 as a proxy for performance. Just in case anyone viewing is not familiar with terminal wealth, it is the final (usually compounded) ending value (hence, terminal) of ...

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Predicting April month return

March 31, 2010
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Predicting April month return

Bespoke blogged about average monthly returns of the DJI and emphasized April. Before jumping on that information, let’s check some weak points. In that post, only average returns are presented. We need at least extreme points (min;max) and confidence ranges. Second problem – the normal market have upward trend and we need to get rid of

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Returns on Easter week and one week after

March 21, 2010
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Returns on Easter week and one week after

Inspired by CXO group report, I did a rerun of the same strategy on my data. Easter’s dates can be find at wikipedia. Overall, my results are similar to CXO group’s results. In the graph below, I plotted daily returns on Easter week (Monday to Thursday) from 1982 to 2009. I prefer this way of showing

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Post hoc analysis for Friedman’s Test (R code)

February 22, 2010
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Post hoc analysis for Friedman’s Test  (R code)

My goal in this post is to give an overview of Friedman’s Test and then offer R code to perform post hoc analysis on Friedman’s Test results. (The R function can be downloaded from here) Preface: What is Friedman’s Test Friedman test is a non-parametric randomized block analysis of variance. Which is to say it is a non-parametric version of...

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Gas price seasonality

February 18, 2010
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Gas price seasonality

Last spring I read “Quantitative Trading” by Ernest P. Chan. In his book, he suggested to buy gas futures contract at the end of February and sell it later, in March. Today, I decided to test this strategy by using R-language. The most important thing for such investigation is data. For this purpose, I used this

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One-way Analysis of Variance (ANOVA)

February 3, 2010
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One-way Analysis of Variance (ANOVA)

Analysis of Variance (ANOVA) is a commonly used statistical technique for investigating data by comparing the means of subsets of the data. The base case is the one-way ANOVA which is an extension of two-sample t test for independent groups covering situations where there are more than two groups being compared. In one-way ANOVA the data

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Latin squares design in R

January 6, 2010
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Latin squares design in R

The Latin square design is used where the researcher desires to control the variation in an experiment that is related to rows and columns in the field.Remember that: * Treatments are assigned at random within rows and columns, with each treatment once per row and once per column. * There are equal numbers...

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Latin squares design in R

January 6, 2010
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Latin squares design in R

The Latin square design is used where the researcher desires to control the variation in an experiment that is related to rows and columns in the field.Remember that: * Treatments are assigned at random within rows and columns, with each treatment once per row and once per column. * There are equal numbers...

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