Monthly Archives: April 2010

Example 7.32: Add reference lines to a plot; fine control of tick marks

April 12, 2010
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Example 7.32: Add reference lines to a plot; fine control of tick marks

Sometimes it's useful to plot regular reference lines along with the data. For a time-series plot, this can show when critical values are reached in a clearer way than simple tick marks.As an example, we revisit the empirical CDF plot shown in Example...

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Anecdotal Evidence that Facebook Stores all Clicks?

April 11, 2010
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Anecdotal Evidence that Facebook Stores all Clicks?

This is not really news. A few months ago, news broke that Facebook recorded each user’s clicks and profile views in a database. Of course, I am not at all surprised. I would be more surprised if they didn’t store every single click. By now, most people have some sense as to how Facebook’s recommendation system works. It typically performs...

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Significant Figures in R and Info Zeros

April 11, 2010
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Significant Figures in R and Info Zeros

The other day, I stumbled upon the signif function in R, so I thought I'd take a look at what it does and compare it with some results discussed in Chap. 3 "Damaging Digits in Capacity Calculations" of my GCaP book, viz., Example 3.5 on page 31. The m...

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R frustration of the day

April 11, 2010
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Whenever you take a 1 column slice of a matrix, that gets automatically converted into a vector. But if you take a slice of several columns, it remains a matrix. The problem is you don’t always know in advance how big the slice will be, so if you do this: newMatrix

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Historical / Future Volatility Correlation Stability

April 11, 2010
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Historical / Future Volatility Correlation Stability

Michael Stokes, author of the MarketSci blog recently published a thought-provoking post about the correlation between historical and future volatility (measured as the standard deviation of daily close price percentage changes). This post is intended...

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Poor man’s pairs trading…

April 11, 2010
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Poor man’s pairs trading…

There is a central notion in Time Series Econometrics, cointegration. Loosely it refers to finding the long run equilibrium of two non-stationary series. As the most know non-stationary series examples comes from finance, cointegration is nowadays a tool for traders (not a common one though!). They use it as the theory behind pairs trading (aka

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Summarising data using histograms

April 11, 2010
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Summarising data using histograms

The histogram is a standard type of graphic used to summarise univariate data where the range of values in the data set is divided into regions and a bar (usually vertical) is plotted in each of these regions with height proportional to the frequency of observations in that region. In some cases the proportion of

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Compiling 64-bit R 2.10.1 with MKL in Linux

April 10, 2010
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The rationale for compiling R using the Intel Math Kernel LibraryRecently, there has been a surge in the use of Intel's Math Kernel Library (MKL; http://software.intel.com/en-us/intel-mkl/) among data analysis packages. MKL is a highly optimized set of...

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Where do you sit? Author position and the h-index

April 10, 2010
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Where do you sit?  Author position and the h-index

I was recently introduced to the concept of the h-index and was compelled to find out my own h-index via Scopus.  Numbers don't matter, but discussion with my colleagues turned to the issue of author position.  We quickly decided that there are three important "positions" in the list of authors for a publication: first, last and everywhere else...

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Because it’s Friday: Pixels invade New York

April 9, 2010
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Posted for no other reason than it warms my gamer-geek heart to see NYC taken over by 8-bit video game characters. The Tetris sequence is particularly cool. Update: The original video was deleted from YouTube, I'm guessing because of copyright issues with the music. This version has no music. (Thanks to reader MB in the comments for the heads-up.)

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