Monthly Archives: October 2012

Why pictures are so important when modeling data?

October 31, 2012
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$R^2$

(bis repetita) Consider the following regression summary,Call: lm(formula = y1 ~ x1)   Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.0001 1.1247 2.667 0.02573 * x1 0.5001 0.1179 4.241 0.00217 **...

Regime Detection

October 31, 2012
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Regime Detection comes handy when you are trying to decide which strategy to deploy. For example there are periods (regimes) when Trend Following strategies work better and there are periods when Mean Reversion strategies work better. Today I want to show you one way to detect market Regimes. To detect market Regimes, I will fit

More data apps spawned by Sandy

October 31, 2012
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As the clean-up continues on the eastern seaboard, I wanted to follow up on Monday's post on tracking Hurricane Sandy with Open Data with a couple of other R-based data applications spawned by the storm. Josef Fruehwald created an R script to tap into local weather sensors to keep track of air pressure, wind speed and rainfall near his...

draw figures in CMYK mode in R

October 31, 2012
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Print publication usually ask to use CMYK (instead of RGB) color mode for figures (because not every color can be print out), while we usually use RGB for screen reading (because screen has larger range of color scale). Of course we can convert RGB to ...

Using R with Routino to provide road network paths between random Tweets and an iconic Smiths landmark

October 31, 2012
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A couple of days ago I posted how you can go about installing Routino on OSX; and now I have just finished writing a quick post over on my Rpubs blog about how you go about using it from within R. I also wanted to know a bit more about how R and Twitter play

Hierarchical linear models and lmer

October 31, 2012
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Hierarchical linear models and lmer Article by Ben Ogorek Graphics by Bob Forrest Background My last article featured linear models with random slopes. For estimation and prediction, we used the lmer function from the lme4 package. Today we'll consider another level in the hierarchy, one...

GGtutorial: Day 3 – Introduction to Colors

October 31, 2012
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So, where does ggplot get its colors? If you’ve ever asked ggplot to color on the basis of a factor, you might have beeen surprised by the default color choices.  The fact is, ggplot colors factors on the basis of finding evenly spaced colors a...

Fitting Distributions to Data with R

October 31, 2012
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In “Fitting Distributions with R” Vito Ricci writes; “Fitting distributions consists in finding a mathematical function which represents in a good way a statistical variable. A statistician often is facing with this problem: he has some observations of a quantitative character and he wishes to test if those observations, being a sample of an unknown population, belong from a...

Edmonton R User Group is going live

October 30, 2012
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Edmonton has made a name for itself as the City of Champions, The Gateway to the North and the most northern city in North America with a population of over 1

Makefiles for R/LaTeX projects

October 30, 2012
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Updated: 21 November 2012 Make is a marvellous tool used by programmers to build software, but it can be used for much more than that. I use make whenever I have a large project involving R files and LaTeX files, which means I use it for almost all of the papers I write, and almost of the consulting reports...