October 2012

Emerging as Low Vol

October 2, 2012 | klr

Extending the series begun with When Russell 2000 is Low Vol, I thought I should take a look at Emerging Market stocks during periods of low relative volatility to the S&P 500.  So you can replicate even without access to expensive data, let
[Read more...]

Clegg vs Pleb: An XKCD-esque chart

October 2, 2012 | markbulling

I saw an interesting “challenge” on StackOverflow last night to create an XKCD style chart in R. A couple of hours later & going in a very similar direction to a couple of the answers on SO, I got to something that looked pretty good, using the sin and cos curves ... [Read more...]

R 2.15.2 scheduled for October 26

October 2, 2012 | David Smith

The next minor update to R — version 2.15.2 "Trick or Treat" — will be released on October 26, R-core member Peter Dalgaard announced today. You can find the planned updates in the current NEWS file (scroll down to the section 'CHANGES IN R VERSION 2.15.1 patched'; the changes at the top of the file ... [Read more...]

City Size and SUHI

October 2, 2012 | Steven Mosher

In the course of putting together data for my kriging project with the CRN stations, I got another idea related to a small but potentially important corner of the concerns over UHI in the global temperature index. For clarity I suppose I should make it clear that my position is ... [Read more...]

From Lavaan to OpenMx

October 2, 2012 | Timothy Bates

Joel Caldwell gave an example of Confirmatory factor analysis in lavaan. The purpose of this post is to show you how to express this model in OpenMx. The data being modeled are in an object called ratings (see below for the code to create this object as described here. Here’... [Read more...]

A replacement for theme_blank()

October 2, 2012 | is.R()

ggplot2 has just hit 0.9.2, and with the change comes a new theme system. Previous versions of ggplot2 offered a theme_blank(), which was a stripped-down, essentially blank plotting canvas, but it is now deprecated. github user jrnold has produced a s... [Read more...]

Scraping pages and downloading files using R

October 1, 2012 | Luis

I have written a few posts discussing descriptive analyses of evaluation of National Standards for New Zealand primary schools.The data for roughly half of the schools was made available by the media, but the full version of the dataset is … Continue reading → [Read more...]

Ordinal football

October 1, 2012 | Gianluca Baio

I've had a quick look at this article on R-bloggers $-$ I don't think I've followed the whole exchange, but I believe they have discussed what models should/could be applied to estimate football scores (specifically, in this case they are using the Dut... [Read more...]

Designing real-world 3-D objects with R

October 1, 2012 | David Smith

The Maker Movement has led to the production of open-source 3-D printers and other manufacturing machines that allow hobbyists to design, create and produce real-world objects affordably. Now R user Ian Walker, in a post at the Psychological Statistics blog, shows how to use the R language to transform 3-D ... [Read more...]

A Brief Tip on Generating Fractional Factorial Designs in R

October 1, 2012 | Joel Cadwell

A number of marketing researchers use the orthoplan procedure in SPSS to generate fractional factorial designs.  It is not surprising, then, that I received a number of questions concerning the recent article in the Journal of Statistical Software by Hideo Aizaki on “Basic Functions for Supporting an Implementation of Choice ... [Read more...]

When Russell 2000 is Low Vol

October 1, 2012 | klr

Continuing in my exploration of the Russell 2000 (Russell 2000 Softail Fat Boy), I thought I would try to approach the topic with a low volatility paradox mindset.  Since 2005, beta of the Russell 2000 compared to the S&P 500 has exceeded 1.2 ...
[Read more...]

Level fit summaries can be tricky in R

October 1, 2012 | John Mount

Model level fit summaries can be tricky in R. A quick read of model fit summary data for factor levels can be misleading. We describe the issue and demonstrate techniques for dealing with them.When modeling you often encounter what are commonly called categorical variables, which are called factors in ... [Read more...]
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