Monthly Archives: November 2011

project euler – problem 47

November 8, 2011
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The first two consecutive numbers to have two distinct prime factors are: 14 = 2 × 7 Read More: 278 Words Totally

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project euler – Problem 44

November 8, 2011
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Pentagonal numbers are generated by the formula, Pn=n(3n−1)/2. The first ten pentagonal numbers are: 1, 5, 12, 22, 35, 51, 70, 92, 117, 145, ... Read More: 472 Words Totally

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Drawing polar centered spatial maps using ggplot2

November 8, 2011
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Drawing polar centered spatial maps using ggplot2

Drawing maps of the polar regions can be done using square spatial maps. A small example says more than a thousand words: xlim = c(-180,180) ylim = c(60,90)   # Some fake grid data dat_grid = expand.grid(x = xlim[1]:xlim[2], y… See more ›

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The mystery of volatility estimates from daily versus monthly returns

November 8, 2011
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The mystery of volatility estimates from daily versus monthly returns

What drives the estimates apart? Previously A post by Investment Performance Guy prompted “Variability of volatility estimates from daily data”. In my comments to the original post I suggested that using daily data to estimate volatility would be equivalent to using monthly data except with less variability.  Dave, the Investment Performance Guy, proposed the exquisitely … Continue reading...

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Doing away with “unknown timezone” warnings

November 8, 2011
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Doing away with “unknown timezone” warnings

Timezone stuff can really drive you NUTS - at least if you’re sitting in front of a German Windows-Box This is what I used to do to set my tz: And I always wondered why R would throw “unknown timezone” warnings: Someday I found out that setting tz via `options()` was not enough as the … Continue reading...

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project euler – Problem 32

November 8, 2011
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We shall say that an n-digit number is pandigital if it makes use of all the digits 1 to n exactly once; for example, the 5-digit number, 15234, is 1 through 5 pandigital. The product 7254 is unusual, as the identity, 39 × 186 = 7254, containing multiplicand, multiplier, and product is 1 through...

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project euler – Problem 31

November 8, 2011
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In England the currency is made up of pound, £, and pence, p, and there are eight coins in general circulation: 1p, 2p, 5p, 10p, 20p, 50p, £1 (100p) and £2 (200p). Read More: 299 Words Totally

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project euler – Problem 15

November 8, 2011
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project euler – Problem 15

Starting in the top left corner of a 2x2 grid, there are 6 routes (without backtracking) to the bottom right corner. How many routes are there through a 20x20 grid? Read More: 293 Words Totally

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project euler-Problem 43

November 7, 2011
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The number, 1406357289, is a 0 to 9 pandigital number because it is made up of each of the digits 0 to 9 in some order, but it also has a rather interesting sub-string divisibility property. Let d1 be the 1st digit, d2 be the 2nd digit, and so on. In this way, we note the...

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ABC on wordpress

November 7, 2011
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ABC on wordpress

Erkan Buzbas sent me an email about his webpage (operated as a wordpress blog) on ABC. It contains different items of information on ABC research and an hopefully growing list of references. After Scott Sisson’s tweet on ABC_research (latest news: two ABC sessions in ISBA 20122, Kyoto),  here comes another way to keep posted about

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