Dataspora recently analyzed Lending Club‘s data in a geographical way using the data distributed by the site. Lending Club is an online financial community that brings together creditworthy borrowers and savvy investors so that both can benefit financially. We replace the high cost and complexity of bank lending with a faster, smarter way to borrow
This is my first blog since joiningR-bloggers. I’m quite excited to be part of this group and apologize if I boreany experienced R users with my basic blogs for learning R or offendprogrammers with my inefficient, sloppy coding. Hopefully writing for...
Fig. 4 – Boxplots of the evolution of ABC approximations to the Bayes factor. The representation is made in terms of frequencies of visits to models MA(1) and MA(2) during an ABC simulation when ε corresponds to the 10,1,.1,.01% quantiles on the simulated autocovariance distances. The data is a time 
In my last few posts, I have been discussing some of the consequences of the slow decay rate of the tail of the Pareto type I distribution, along with some other, closely related notions, all in the context of continuously distributed data. Today...
Arthur Charpentier used R to denote a broken record of the CAC 40 when it went 11 consecutive days with negative returns. Question: What happens to the market after runs of positive or negative returns? Will the market tank or soar after n days of gains/losses? First, a little dissection of historical data (S&P 500
I have a bunch of time series whose power spectra (FFT via R's spectrum() function) I've been trying to visualize in an intuitive, aesthetically appealing way. At first, I just used lattice's bwplot, but the spacing of the X-axis here really matters. ...
How much predictability is there for these higher moments? Data The data consist of daily returns from the start of 2007 through mid 2011 for almost all of the S&P 500 constituents. Estimates were made over each half year of data. Hence there are 8 pairs of estimates where one estimate immediately follows the other. … Continue reading...
In my last two posts, I have discussed cases where the mean is of little or no use as a data characterization. One of the specific examples I discussed last time was the case of the Pareto type I distribution, for which the density is given by:&n...
A colleague showed me results of his study project with beeswarm plots made by GraphPad. I was wondering if it could be implemented in R and more specifically with ggplot2. There is a R package allowing to draw such graphs, the beeswarm package (beeswarm, cran). An implementation was shown on R-statistics blog but not with 
In my last post, I described three situations where the average of a sequence of numbers is not representative enough to be useful: in the presence of severe outliers, in the face of multimodal data distributions, and in the face of infinite-variance d...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
