# Monthly Archives: April 2010

## An obscure integral

April 7, 2010
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$An obscure integral$

Here is an email from Thomas I received yesterday about a computation in our book Introducing Monte Carlo Methods with R: I’m currently reading your book “Introduction to Monte Carlo Methods with R” and I quite highly appreciate your work. I’m not able to see how the integral on page 74, that describes the marginal

## Correlation scatter-plot matrix for ordered-categorical data

April 7, 2010
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When analyzing a questionnaire, one often wants to view the correlation between two or more Likert questionnaire item’s (for example: two ordered categorical vectors ranging from 1 to 5). When dealing with several such Likert variable’s, a clear presentation of all the pairwise relation’s between our variable can be achieved by inspecting the (Spearman) correlation matrix (easily achieved in R...

## Video: Seamless R Extensions using Rcpp and RInside

April 7, 2010
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Dirk Eddelbuettel presented joint work with Romain François on calling C++ from R at the LA R User Group meeting last week. Now, with thanks to Drew Conway of the NY R User Group, video of the presentation is now available. It's also embedded below -- click on it for a larger view. Dirk's slides are also available for...

## Seamless R Extensions using Rcpp and RInside

April 7, 2010
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I just added a new video to the R repository, and this one comes from the Los Angeles R Meetup. The folks in LA were fortunate enough to have Dirk Eddelbuettel—renowned R expert and StackOverflow super-user—discuss his joint work with Romain François for interfacing C++ and R code using the Rcpp package. For those

## Matrix determinant with the Lapack routine dspsv

April 6, 2010
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The Lapack routine dspsv solves the linear system of equations Ax=b, where A is a symmetric matrix in packed storage format. However, there appear to be no Lapack functions that compute the determinant of such a matrix. We need to compute the determinant, for instance, in order to compute the multivariate normal density function. The

## correlograms are correlicious

April 6, 2010
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In the last year or so, I’ve been experimenting with different ways of displaying correlation matrices, and have gotten very fond of color-coded correlograms. Here’s one from a paper I wrote investigating the relationship between personality and word use among bloggers (click to enlarge): The rows reflect language categories from Jamie Pennebaker’s Linguistic Inquiry and

## New version of R package futile released

April 6, 2010
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The latest version of futile was released to CRAN yesterday. This release broke out the various functions into self-contained sub-packages …Continue reading »

## Cherry Picking to Generalize ~ NASA Global Temperature Trends

April 6, 2010
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The relatively (to this decade) cool 2008 global temperatures spurred talks of a warming pause, or even global cooling. The claim usually comes from people who cherry picked either data sets and(!)/or start and end points of the global temperature trends to back up their allegation. The blogosphere already has a lot on this: Skeptical

## Le Monde rank test (corr’d)

April 6, 2010
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$Le Monde rank test (corr’d)$

Since my first representation of the rank statistic as paired was incorrect, here is the histogram produced by the simulation perm=sample(1:20) saple=sum(abs(sort(perm)-sort(perm))) when . It is obviously much closer to zero than previously. An interesting change is that the regression of the log-mean on produces > lm(log(memean)~log(enn)) Call: lm(formula = log(memean) ~ log(enn)) Coefficients: (Intercept)

## R package Blotter

April 6, 2010
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How many times have you been disappointed by nice trading system, because neither trading cost or slippage or bid/ask spread were included into back-test results? Did you find difficult to back-test a portfolio in R or many portfolios with different stocks? Blotter package is supposed to solve these problems. In really – it is complicated. I