263 search results for "pca"

Think academic journals look the same ? Well, some do…

February 8, 2011
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Think academic journals look the same ? Well, some do…

We have seen yesterday that finding an optimal strategy to publish is not that simple. And actually, it can be even more difficult in the case the journal rejects the paper (not because it is not correct, but because "it does not fit" with the stan...

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Clustering NHL Skaters

February 6, 2011
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Clustering NHL Skaters

I have been sitting on this post for some time now and wanted to get it out there.  The goal is to simply show how easy it is to pull live data from the web into R, massage it, and perform some analytics on it.  I am not sure how useful this analysis really is

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Happy New Year with R (2011, Fireworks!)

January 1, 2011
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Happy New Year with R (2011, Fireworks!)

ast year I posted an animation created in R to celebrate the new year, and this year I’ve got a more fabulous animation. Unfortunately our Lord of CRAN (Kurt) has been out of office for several days, so I’m unable to publish my animation package on CRAN as scheduled. Anyway, for those who are curious

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Generating stress scenarios: null correlation is not enough

December 28, 2010
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Generating stress scenarios: null correlation is not enough

In a recent post (here, by @teramonagi), Teramonagi mentioned the use of PCA to model yield curve, i.e. to obtain the three factor, "parallel shift", "twist" and "butterfly". As in Nelson & Siegel, if m is maturity, is the yield of the cu...

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All together now – Confirmatory Factor Analysis in R

December 8, 2010
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Describing multivariate data is not easy. Especially, if you think that statisticians have not developed any new tools after the ANOVA and principal component analysis (PCA). For social and experimental scientists the most important new technique are structural equation models that combine measurement models (that substitute reliability analysis and PCA) and structural models (that substitute

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formatR update (0.1-5)

December 3, 2010
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he formatR package has been silent for quite a few months now. Recently I’ve been moving my old packages from R-Forge to GitHub, and I finally killed several things on my TODO list. In the past, I made an awkward decision to let formatR depend on the animation package, which was ridiculous. Ronggui suggested me

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Statistique de l’assurance STT6705V, partie 12

December 2, 2010
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Statistique de l’assurance STT6705V, partie 12

The final course (since courses end this week in Montréal) can be watched here and there. The drawings from the course can be downloaded here (including last week's). First, to come back on last week's course , we considered Lee-carter model, i.e....

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Rd2roxygen: Convert Rd to roxygen documentation

December 1, 2010
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must admit that I have been tired of maintaining my R packages for a long time, and the main reason is I feel really uncomfortable with writing R documentations (Rd). The required structure of an R package mainly includes two directories R and man — the former for the R source code (typically functions), and

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Principal Component Analysis: Which variables contribute most to principal components ?

November 23, 2010
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Principal component analysis (PCA) is a mathematical transformation of possibly(correlated) variables into a number of uncorrelated variables called principal components. The resulting components from this transformation is defined in such a way that t...

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Principal Component Analysis: Which variables contribute most to principal components ?

November 23, 2010
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Principal component analysis (PCA) is a mathematical transformation of possibly(correlated) variables into a number of uncorrelated variables called principal components. The resulting components from this transformation is defined in such a way that t...

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