To further the analysis presented in Japanese Trade and the Yen, I thought I would take the more granular data provided by the Japanese Ministry of Finance on trade by geographic region. Of course, I will use R to read, analyze, and plot the .csv...

In the previous post on RcppEigen I described an example of sampling from collection of multinomial distributions represented by a matrix of probabilities. In the timing example the matrix was 100000 by 5 with each of the 100000 rows summing...

This is a very basic introduction to the ggplot2 package. A much more detailed description of the package can be found in this book ggplot2: Elegant Graphics for Data Analysis. On his website (http://had.co.nz/ggplot2/) package author Hadley Wickham describes ggplot2 asa plotting system for R, based on the grammar of graphics, which tries to take...

Here is the inaugural R-Podcast Screencast: Basic Interaction with R. This screencast contains audio from episode 3 of the R-Podcast. In this screencast I demonstrate how to create a vector of numerical data, calculating means, installing and loading packages, and getting help for a function. You can find the R code demonstrated in this episode

This will be probably be a final posting on interpolation of xyz data as I believe I have come to some conclusions to my original issues. I show three methods of xyz interpolation:1. The quick and dirty method of interpolating projected xyz points (bi-linear)2. Interpolation using Cartesian coordinates (bi-linear)3. Interpolation using spherical coordinates and...

A bit of testing of the estimation of the variance matrix for S&P 500 stocks in 2011. Previously There was a plot in “Realized efficient frontiers” showing the realized volatility in 2011 versus a prediction of volatility at the beginning of the year for a set of random portfolios. A reader commented to me privately … Continue reading...

The Manifesto Project (former Manifesto Research Group, Comparative Manifestos Project) has assembled a database of ‘quantitative content analyses of parties’ election programs from more than 50 countries covering all free, democratic elections since 1945′ and is freely accessible online. The … Continue reading →

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