Posts Tagged ‘ programming ’

Visualization of Reading Level Frequency by Congressional Bill Stage

April 15, 2012
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Visualization of Reading Level Frequency by Congressional Bill Stage

  Here’s a fun example of how you might use my data on Congressional bill length and complexity.  Imagine you want to understand the empirical distribution of Flesch-Kincaid reading level for Congressional bills and how this distribution is related to … Continue reading →

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Implementing the Exact Binomial Test in Julia

April 14, 2012
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One major benefit of spending my time recently adding statistical functionality to Julia is that I’ve learned a lot about the inner guts of algorithmic null hypothesis significance testing. Implementing Welch’s two-sample t-test last week was a trivial task because of the symmetry of the null hypothesis, but implementing the exact binomial test has proven

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Floating Point Arithmetic and The Descent into Madness

April 13, 2012
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While I should confess upfront that I’ve always had a weaker command of the details of floating point arithmetic than I feel I ought to have, this sort of thing still blows my mind when I stumble upon it. These moments invariably make me realize that floating point math will simply never satisfy my naive

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Low Volatility with R

April 12, 2012
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Low Volatility with R

Low volatility and minimum variance strategies have been getting a lot of attention lately due to their outperformance in recent years. Let’s take a look at how we can incorporate this low volatility effect into a monthly rotational strategy with a basket of ETFs. Performance Summary from Low Volatility Test in quantstrat Starting Equity: 100,000 … Continue reading...

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Comparing Julia and R’s Vocabularies

April 9, 2012
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While exploring the Julia manual recently, I realized that it might be helpful to put the basic vocabularies of Julia and R side-by-side for easy comparison. So I took Hadley Wickham’s R Vocabulary section from the book he’s putting together on the devtools wiki, put all of the functions Hadley listed into a CSV file,

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Resampling Hierarchically Structured Data Recursively

April 4, 2012
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Resampling Hierarchically Structured Data Recursively

That's a mouthful! I presented this topic to a group of Vandy statisticians a few days ago. My notes (essentially reproduced in this post) are recorded at the Dept. of Biostatistics wiki: HowToBootstrapCorrelatedData. The presentation covers some bootstrap strategies for hierarchically structured (correlated) data, but focuses on the multi-stage bootstrap; an extension of that described

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An unabashedly narcissistic data analysis of my own tweets. The…

April 2, 2012
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An unabashedly narcissistic data analysis of my own tweets.
The…

pie( table( whence.i.tweet )) qplot( whence ) + coord_polar() pie( log( table( whence )))+RColorBrewer ggplot (see below) plot( density( tweets.len )) qplot(... stat="density") + geom_density qplot(...stat="bin") + geom_text(...) tweeple tweep...

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Statistics on the length and linguistic complexity of bills

February 13, 2012
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Statistics on the length and linguistic complexity of bills

  Where would you go to find out what the longest bill of the 112th Congress was by number of sections (H. R. 1473)?  How about by number of unique words (H.R. 3671)?  What about by Flesh-Kincaid reading level  (S. … Continue reading →

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the Art of R Programming [guest post]

January 30, 2012
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the Art of R Programming [guest post]

(This post is the preliminary version of a book review by Alessandra Iacobucci, to appear in CHANCE. Enjoy !) As Rob J. Hyndman enthusiastically declares in his blog, “this is a gem of a book”. I would go even further and argue that The Art of R programming is a

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Mortgage Refinance Calculator

December 20, 2011
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Mortgage Refinance Calculator

Mortgage rates are low, considering historical rates for the last 50 years. It may be timely to consider a mortgage refinance. The image above links to a simple tool for exploring mortgage refinance, built using rapache and the yet-to-be-archived yarr package for R. Hence, there are now two mortgage-related calculators on this site: MortCalc: A

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