In general, the standard practice for correcting for population stratification in genetic studies is to use principal components analysis (PCA) to categorize samples along different ethnic axes. Price et al. published on this in 20...

Mr.Ishikawa(my old friend) and I developed "PairTrading" package, and uploaded it on CRAN.This article shows you how you can use it.The pair trading is a market neutral trading strategy and gives traders a chance to profit regardless of market conditions. The idea of this strategy is quite simple. 1 : Select two stocks(or any assets) moving similarly 2 : Short...

My previous post talked about how we can employ PCA on the data for multiple stock returns to reduce the number of variables in explaining the variance of the underlying data. But the idea was greeted with skepticism by many. A caveat to the applicatio...

I normally work with full numerical data, not categorical data. R, when using read.csv() seems to recognize such categories and marks the column as to have factor levels. This is useful indeed. However, I wanted to make a PCA biplot on this data, so wa...

Lately, I've been using statistical tests on a daily basis. I've noticed that I have to format my data the same way in order to get it into R (tab-delimited flat file essentially). Every other change in order to prep that data structure for any sort of...