323 search results for "boxplot"

Using R for Introductory Statistics 3.2

June 6, 2010
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Using R for Introductory Statistics 3.2

...continuing my sloth-like progress through John Verzani's Using R for Introductory Statistics. Previous installments: Chapters 1 and 2 and 3.1. Comparing independent samples Boxplots provide a visual comparison between two or more distributions. Fo...

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Using R for Introductory Statistics 3.2

June 6, 2010
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Using R for Introductory Statistics 3.2

...continuing my sloth-like progress through John Verzani's Using R for Introductory Statistics. Previous installments: Chapters 1 and 2 and 3.1. Comparing independent samples Boxplots provide a visual comparison between two or more distributions. Fo...

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On particle learning

June 4, 2010
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On particle learning

In connection with the Valencia 9 meeting that started yesterday, and with Hedie‘s talk there, we have posted on arXiv a set of comments on particle learning. The arXiv paper contains several discussions but they mostly focus on the inevitable degeneracy that accompanies particle systems. When Lopes et al. state that is not of interest

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A repulsive random walk

May 28, 2010
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A repulsive random walk

Matt Asher posted an R experiment on R-bloggers yesterday simulating the random walk which has the property of avoiding zero by quickly switching to a large value as soon as is small. He was then wondering about the “convergence” of the random walk given that it moves very little once is large enough. The values

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5 Minute Analysis in R: Case-Shiller Indices

April 29, 2010
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5 Minute Analysis in R: Case-Shiller Indices

The Case-Shiller Home Price Indices measure residential home values for 20 cities in the US, with some indices going all the way back to the 80s. With housing prices all the rage these days, we should perform a quick-and-dirty analysis using R to see what we can glean from this rich dataset. First things

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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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