263 search results for "pca"

Principal Components Analysis with "R" (Part: 001)

December 7, 2011
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Principal Components Analysis with "R" (Part: 001)

This is the first "post" of my new adventure with a software that I consider very interesting and that give to people the oportunity to work with Chemometrics ("R" is free).To follow these examples, yo can download the following article:"Multivariate S...

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Empirical Orthogonal Function (EOF) Analysis for gappy data

November 24, 2011
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Empirical Orthogonal Function (EOF) Analysis for gappy data

The following is a function for the calculation of Empirical Orthogonal Functions (EOF). For those coming from a more biologically-oriented background and are familiar with Principal Component Analysis (PCA), the methods are similar. In the climate sciences the method is usually used for the decomposition of a data field into dominant spatial-temporal modes. Read...

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Web Scraping Yahoo Search Page via XPath

November 10, 2011
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Web Scraping Yahoo Search Page via XPath

Seeing as I’m on a bit of an XPath kick as of late, I figured I’d continue on scraping search results but this time from Yahoo.com Rolling my own version of xpathSApply to handle NULL elements seems to have done the trick and so far it’s been relatively easy to do the scraping. I’ve created

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A New Dimension to Principal Components Analysis

October 27, 2011
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A New Dimension to Principal Components Analysis

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...

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Pair trading strategy : how to use "PairTrading" package

October 25, 2011
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Pair trading strategy : how to use "PairTrading" package

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...

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Principal component analysis : Use extended to Financial economics : Part 2

October 22, 2011
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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...

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R Tools for FEC Campaign Finance Disclosure Data

October 17, 2011
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R Tools for FEC Campaign Finance Disclosure Data

For my first contribution to the blog, I wanted to make some kind of enlightening visualization of campaign finance disclosure data from the Federal Election Commission’s website. It looks like they’re working on some new, easy-to-use data dumps here, but … Continue reading →

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Principal component analysis : Use extended to Financial economics : Part 1

October 15, 2011
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Principal component analysis : Use extended to Financial economics : Part 1

While working for my Financial economics project I came across this elegant tool called Principal component analysis (PCA)which is an extremely powerful tool when it comes to reducing the dimentionality of a data set comprising of highly correlated var...

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Tricks I learned today #1: as.integer() on factor levels

October 12, 2011
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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...

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Accessing and plotting World Bank data with R

September 25, 2011
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Accessing and plotting World Bank data with R

Over the past couple of days I played around with the data sets of the World Bank, and I have to admit that I am blown away by it. It is amazing, to see what is available on their web site. It is worth visiting their Data Visualisation Tools page. It i...

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