# Monthly Archives: August 2012

## The Art of R Programming – Matloff (2011)

August 27, 2012
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It’s difficult to write a book on an entire programming language and keep it manageable and concise, but The Art of R Programming does it as well as any text I’ve seen. Matloff covers, in detail and among other things, R data structures, programming idioms, performance enhancements, interfaces with other languages, debugging and graphing. Title:The The post The Art...

## garch and long tails

August 27, 2012
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How much does garch shorten long tails? Previously Pertinent blog posts include: “A practical introduction to garch modeling” “The distribution of financial returns made simple” “Predictability of kurtosis and skewness in S&P constituents” Induced tails Part of the reason that the distributions of returns have long tails is because of volatility clustering.  It’s not really … Continue reading →

## Football (Eredivisie) goals

August 27, 2012
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The football season has started in Netherlands, so I went and had a look at last year's scores. I did not find downloadable data, at http://www.eredivisiestats.nl/wedstrijden.php I could copy last season's data and paste into a spreadsheet. T...

## Custom CSS for HTML generated using RStudio

August 26, 2012
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People have been telling me for a while that the latest version of RStudio, the IDE for R, is a great way to generate reports. I finally got around to trying it out and for once, the hype is justified. Start with this excellent tutorial from Jeremy Anglim. Briefly: the process is not so different

## Live Autoregressive Process

August 26, 2012
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This post join two things that I like: Highcharts and the Time series. So I have a lot of fun making this minipost to show how works an autoregressive process. Well, let's remember the structure of an autoregresive process. \$y_t = varphi,y_{t-1}+epsilon_t\$, where \$epsilon_t\$ is a white noise, i.e, a \$cov(epsilon_j, epsilon_i) = 0\$ if \$i neq j\$, \$Var(epsilon_t) =...

## Structural Equation Modeling: Separating the General from the Specific (Part II)

August 26, 2012
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As promised in Halo Effects and Multicollinearity (my last post), I will show how to run a confirmatory factor analysis in R to test our bifactor model.  In addition, I will include a dependent variable and fit a structural equation mode...

## A Chlorpleth Map of Free and Reduced Price Lunch in R

August 26, 2012
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Charles Blow has an excellent op-ed in the New York Times about public education this week. The most important point he makes is that the defunding of public education is coming at precisely the time when American school children are most vulnerable:No...

## Walmart Invasion

August 26, 2012
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As an invasion biologist, the process of spatial spread is at the heart of what I do. When I came across this dataset of Walmart store openings since 1962 I couldn’t help but see it as an invasion front which looks a lot like a biological invasion or (albeit slow) epidemic. The video shows monthly

## Kaggle Prospect – Harvard Business Review

August 25, 2012
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This post is meant for submitting visual analysis for the Harvard Business Review Contest on KaggleI used the subject lines for all the articles and all the years and mapped the articles into one of the following 18 categories  Business Ethics  Business Management  Crisis  Emerging Markets  Financial Performance  Health Care  Information Technology  Labor  Leadership  Management Systems  Marketing Strategy  Regulation  Social Media  Stock Market  Strategic Planning  Supply Chain  United States & World  Women & Management Changes in popularity of...

## Economic geography of the eastern USA circa 1999, median incomes…

August 25, 2012
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Economic geography of the eastern USA circa 1999, median incomes by zip code Code and data source to follow in a longer post.