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A friend of mine recently published a very interesting article on the pedologic interpretation of asymetric peak functions fit to soil profile data (Myers et al., 2011). I won't bother summarizing or paraphrasing the article here, as the original artic... [Read more...]

My intuition tells me that objects traveling through the air would meet more resistance when there is more moisture in the air. It turns out that my intuition is wrong. It still doesn’t make sense to me but apparently humid … Continue reading → [Read more...]

Filed under: pictures, R Tagged: Le Monde, mathematical puzzle, R [Read more...]

I have become quite a big fan of graphics that combine the features of traditional figures (e.g. bar charts, histograms, etc.) with tables. That is, the combination of numerical results with a visual representation has been quite useful for exploring descriptive statistics. I have wrapped two of my favorites (... [Read more...]

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In my last few posts, I have considered “long-tailed” distributions whose probability density decays much more slowly than standard distributions like the Gaussian.  For these slowly-decaying distributions, the harmonic mean often turns out to be a much better (i.e., less variable) characterization than the arithmetic mean, which is generally ... [Read more...]

     At the onset, this was strictly an excercise of my own curiosity and I didn't imagine writing this down in any form at all. As someone who has done some modelling work in the past, I'm embarrassed to say that I had never fully grasped how one can gauge the ... [Read more...]

R version 2.14 introduced a new package, called parallel. This new package combines the functionality from two previous packages: snow and multicore. Since I was using multicore to parallelise my computations, I had to migrate to the new package and decided to publish some code. Often trading strategies are tested using ... [Read more...]

Here's a cool application of calendar heat maps: runner Andy used R to catalogue his daily running mileage over the last 2+ years: There are lots of ways to chart data like this (a simple time-series chart, for example), but sometimes looking at data in new ways offers fresh perspectives. For ... [Read more...]

Revolution Analytics CTO David Champagne visited Hadoop World 2011 this week, and delivered a presentation on "The Powerful Marriage of R and Hadoop" to a standing-room-only crowd of R and Hadoop enthusiasts. I've included David's slides below: The talk also generated praise on Twitter, for example: David was also interviewed by ... [Read more...]

This R code fits an artificial neural network in R and generates Base SAS code, so new records can be scored entirely in Base SAS. This is intended to be a simple, elegant, fast solution. You don’t need SAS Enterprise … Continue reading → [Read more...]

Which text editor do you use? Once in a while this question pops up on the R-help mailing list. Up until recently I used the KDE text editor Kate under Linux. Recently, I came across a new text editor for… See more › [Read more...]

Small changes in the input assumptions often lead to very different efficient portfolios constructed with mean-variance optimization. I will discuss Resampling and Covariance Shrinkage Estimator – two common techniques to make portfolios in the mean-variance efficient frontier more diversified and immune to small changes in the input assumptions. Resampling was introduced ... [Read more...]

I asked my research group recently what they wished they had learned before they started work on a PhD. Here are some of the responses. More mathematics. Particular topics they named included real analysis, functional analysis, measure theory, algebra, linear algebra. That would have been my response also. I still ... [Read more...]

Casting doubt on the possibility of mean reversion in the S&P 500 lately. Previously A look at volatility estimates in “The mystery of volatility estimates from daily versus monthly returns” led to considering the possibility of autocorrelation in the returns.  I estimated an AR(1) model through time and added a ... [Read more...]

A few years ago we had this really cool idea: we had to establish a trial to understand wood quality in context. Sort of following the saying “we don’t know who discovered water, but we are sure that it wasn’t … Continue reading → [Read more...]

So in prepping for my latest manuscript on population dynamics I have been creating all the necessary figures.  One of them I considered was a 2-d surface plot of a modified Ricker equation showing the transitions from extinction stability, and stability to limit cycles.  Inconveniently though the only way to ... [Read more...]

Time Series as calendar heat maps + All of my running data since April 1, 2009 = Generated by the following code: #Sample Code based on example program at: source(file = "calendarHeat.R") run [Read more...]

I will be teaching a workshop on R and LaTeX at NEAIR in just under a month. One of the issues I will encounter is a lack of Internet access. I also work with restricted data from NCES which requires the computer to be secured including no network access. As ... [Read more...]