2012 search results for "ggplot"

Boxplots and Day of Week Effects

March 4, 2012
By
Boxplots and Day of Week Effects

THIS BLOG DOES NOT CONSTITUTE INVESTMENT ADVICE. ACTING ON IT WILL MOST LIKELY BE DETRIMENTAL TO YOUR FINANCIAL HEALTH.After following some R-related quant finance blogs like Timely Portfolio, Systematic Investor or Quantitative tho...

Read more »

Interpretation of R-index

March 4, 2012
By
Interpretation of R-index

Having introduced the R-index, it is time to look how it works. For this a simple example is sufficient. What happens if a product is different from another product. To make this at least slightly realistic, three products are needed. Two products will...

Read more »

Visualization series: Insight from Cleveland and Tufte on plotting numeric data by groups

March 4, 2012
By
Visualization series: Insight from Cleveland and Tufte on plotting numeric data by groups

After my post on making dotplots with concise code using plyr and ggplot, I got an email from my dad who practices immigration law and runs a website with a variety of immigration resources and tools.  He pointed out that the … Continue reading →

Read more »

What is R-index

March 2, 2012
By
What is R-index

R index is developed in interpreting signal detection data for human perception. In sensory research it is used to interpret ranking data. The value one gets out of an R-index calculation is interpreted as a confusion between samples tested. It has bee...

Read more »

Modeling Trick: the Signed Pseudo Logarithm

March 1, 2012
By
Modeling Trick: the Signed Pseudo Logarithm

Much of the data that the analyst uses exhibits extraordinary range. For example: incomes, company sizes, popularity of books and any “winner takes all process”; (see: Living in A Lognormal World). Tukey recommended the logarithm as an important “stabilizing transform” (a transform that brings data into a more usable form prior to generating exploratory statistics, Related posts:

Read more »

R code for Chapter 1 of Non-Life Insurance Pricing with GLM

March 1, 2012
By
R code for Chapter 1 of Non-Life Insurance Pricing with GLM

Insurance pricing is backwards and primitive, harking back to an era before computers. One standard (and good) textbook on the topic is Non-Life Insurance Pricing with Generalized Linear Models by Esbjorn Ohlsson and Born Johansson. We have been doing some work in this area recently. Needing a robust internal training course and documented methodology, we have...

Read more »

I see high frequency data

March 1, 2012
By
I see high frequency data

In the previous post I shared an example how to get high frequency data from IB broker (well, it is retail version of HFD – it has only best bid/ask and the trades). Now, once you saved some data – what should you do next? Next logical step would be data sanity check and visualization.

Read more »

Massive Increase in Ethanol Production

February 29, 2012
By
Massive Increase in Ethanol Production

Description: Yearly production of Ethanol in the United States since 1980. Data: http://www.ethanolrfa.org/ Analysis: When it comes to fuel - especially for transportation - oil is king. In 2010, the United States imported 180.8 billion gallons ...

Read more »

Functional ANOVA using INLA – update

February 29, 2012
By
Functional ANOVA using INLA – update

INLA author Håvard Rue wrote me to point out a problem in the Functional ANOVA code given in this post. I made a mistake in setting the precision of the fixed effects (I used “default” instead of “prec”). I’ve put Håvard’s corrected version of the code below.  

Read more »

Expanding Visualization of published system edges (R)

February 28, 2012
By
Expanding Visualization of published system edges (R)

I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well know ideas, but I'll leave the reader to research related systems.  The basic message...

Read more »