Monthly Archives: September 2010

Some Oddities with cooling stations

September 29, 2010
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Some Oddities with cooling stations

Now, that  the whole analysis has been moved to raster, I took some time to play around with a question that has interested  a couple of people. Cool stations. A while back when I was looking at ways of bounding uncertainties in the record I went on a hunt for the station that cooled the

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A texteditor for R

September 29, 2010
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A texteditor for R

I’ve been using RWinEdt for the last few years for all my R coding. But it no longer works with WinEdt 6.0 and no update has been forthcoming. Consequently, I’ve been looking around for something similar to take its place. This question has been asked before on StackOverflow and many suggestions were made including popular

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Forecasting with long seasonal periods

September 28, 2010
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Forecasting with long seasonal periods

I am often asked how to fit an ARIMA or ETS model with data having a long seasonal period such as 365 for daily data or 48 for half-hourly data. Generally, seasonal versions of ARIMA and ETS models are designed for shorter periods such as 12 for monthly data or 4 for quarterly data. The

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Google Summer of Code advances R

September 28, 2010
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For the third year running, the Google Summer of Code program has sponsored a number of students working with R, and has again resulted in several new contributions expanding R in various fields. Dirk Eddelbuettel, who coordinated the R-related projects for GSoC in 2010, summarized the results, with details about the new packages now available for R thanks to...

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Example 8.7: Hosmer and Lemeshow goodness-of-fit

September 28, 2010
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Example 8.7: Hosmer and Lemeshow goodness-of-fit

The Hosmer and Lemeshow goodness of fit (GOF) test is a way to assess whether there is evidence for lack of fit in a logistic regression model. Simply put, the test compares the expected and observed number of events in bins defined by the predicted p...

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A Slider to Control Two Plotting Windows

September 28, 2010
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One of my readers asked two weeks ago how to control two graphics windows with the slider in gWidgets. Here is a simple example: if (!require("gWidgetsRGtk2")) install.packages("gWidgetsRGtk2") library(gWidgetsRGtk2) options(guiToolkit = "RGtk2") graphics.off() x11() x11() dev.set() gslider(from = 1, to = 100, value = 10,     container = gwindow("Two Plotting Windows"), handler = function(h, ...) {

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What is wrong with this graph?

September 28, 2010
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What is wrong with this graph?

This is a graph from our surveys with the University of Munich in B&H about ten years ago.(Click on it to see a large version.) In previous presentations (but not in peer-reviewed journals) I have talked about the peak on the subscale ...

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Some hints for the R Beginner: Avoiding "blank screen syndrome"

September 27, 2010
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For new users, starting R for the first time can be a little daunting. Luckily, Patrick Burns of Burns Statistics has put together a handy tutorial to help the first-time R user get beyond "blank screen syndrome": So you have successfully started R on your machine. Here's where the trouble sometimes starts -- there's a big, huge prompt daring...

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Galton & simulation

September 27, 2010
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Galton & simulation

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address

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Mean reverting strategies and volatility

September 27, 2010
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Mean reverting strategies and volatility

Mean reverting strategies are beating on mean reversion of the prices. There are various flavors of mean reverting strategies, but as a proxy I chose RSI(2). You can find many entries on blogosphere about this strategy, but nowadays its popularity dried up. What made me wondering is that there was an idea about correlation between return

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