Posts Tagged ‘ R-english ’

Violin and boxplots with lattice and R

Violin and boxplots with lattice and R

A violin plot is a combination of a boxplot and a kernel density plot. Lattice includes the panel.violin function for this graphical tool. This example draws a violin and a boxplot together. First, let’s download some solar radiation data from the NASA webpage: nasafile <- 'http://eosweb.larc.nasa.gov/sse/global/text/global_radiation' nasa <- read.table(file=nasafile, skip=13, header=TRUE) Now, I plot a

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merge with solaR

merge with solaR

The version 0.22 of solaR includes a new method, mergesolaR. It is designed to merge daily time series of several solaR objects. For example, we can obtain the daily irradiation of the whole set of meteorological stations of Madrid (Spain) and use this information to calculate the productivity of a grid connected PV system. It

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solaR 0.22 is at CRAN

solaR 0.22 is at CRAN

The version 0.22 of solaR is now available at CRAN. Besides, solaR is now registered at R-Forge. A new mergesolaR method has been defined for merging solaR objects. The calculation of the sunset time has been improved. The voltage dependency of the efficiency curve of the inverter is now included in fProd and calcGCPV. The

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How to display scatter plot matrices with R and lattice

How to display scatter plot matrices with R and lattice

In lattice, there is a function called splom for the display of scatter plot matrices. For large datasets, the panel.hexbinplot from the hexbin package is a better option than the default panel. As an example, let’s use some meteorological data from MAPA-SIAR: library(solaR) library(hexbin) aranjuez <- readMAPA(prov=28, est=3, start='01/01/2004', end='31/12/2010') aranjuezDF <- subset(as.data.frame(getData(aranjuez)), select=c('TempMedia', 'TempMax',

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La historia detrás del software: el caso de R.

Hoy en día, en cualquiera que sea nuestra área de aplicación de la estadística requiere que sepamos programar. Los software convencionales como SPSS y STATA son un tanto limitados, las actualizaciones no son tan constantes y su precio puede ser con...

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Circular or spherical data, and density estimation

March 17, 2011
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Circular or spherical data, and density estimation

I few years ago, while I was working on kernel based density estimation on compact support distribution (like copulas) I went through a series of papers on circular distributions. By that time, I thought it was something for mathematicians working ...

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Want to say one thing and the exact oppositive with strong confidence ?

March 15, 2011
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Want to say one thing and the exact oppositive with strong confidence ?

No need to do politics. Just take a statistical course. And I do not talk about misinterpretation of statistics, but I talk about the mathematical foundations of statistical tests. Consider the following parametric test, with a one-dimensional para...

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Playing with quantiles, part 2

March 8, 2011
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Playing with quantiles, part 2

It is common to look at best time at the Marathon. Or perhaps the distribution of the top100, as done by John Myles White on his blog here (data can be found there), as the graph below, with the density of the time for the first 100 men (in blue) a...

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Playing with quantiles, part 1

March 8, 2011
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Playing with quantiles, part 1

A standard idea in extreme value theory (see e.g. here, in French unfortunately) is that to estimate the 99.5% quantile (say), we just need to estimate a quantile of level 95% for observations exceeding the 90% quantile. In extreme value theory,...

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A Million Random Digits: review of reviews

March 4, 2011
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A Million Random Digits: review of reviews

Recently on his blog (here), Robin mentioned an amazing book, called "A Million Random Digits" published by RAND corporation. The book was initially published in 1955, but RAND published a nice (and expensive) second edition. A great thing is that ...

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