# Blog Archives

## Filtering Data with L2 Regularisation

March 25, 2014
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$Filtering Data with L2 Regularisation$

I have just finished reading Momentum Strategies with L1 Filter by Tung-Lam Dao. The smoothing results presented in this paper are interesting and I thought it would be cool to implement the L1 and L2 filtering schemes in R. We’ll start with the L2 scheme here because it has an exact solution and I will

## How Much Time to Conceive?

January 12, 2014
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This morning my wife presented me with a rather interesting statistic: a healthy couple has a 25% chance of conception every month , and that this should result in a 75% to 85% chance of conception after a year. This sounded rather interesting and it occurred to me that it really can’t be that simple.

## Processing EXIF Data

December 15, 2013
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I got quite inspired by the EXIF with R post on the Timely Portfolio blog and decided to do a similar analysis with my photographic database. The Data The EXIF data were dumped using exiftool. This command uses some of the powerful features of the bash shell. If you are interested in seeing more about

## Contour and Density Layers with ggmap

December 13, 2013
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I am busy working on a project which uses data from the World Wide Lightning Location Network (WWLLN). Specifically, I am trying to reproduce some of the results from Orville, Richard E, Gary R. Huffines, John Nielsen-Gammon, Renyi Zhang, Brandon Ely, Scott Steiger, Stephen Phillips, Steve Allen, and William Read. 2001. “Enhancement of Cloud-to-Ground Lightning

## Deriving a Priority Queue from a Plain Vanilla Queue

November 25, 2013
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Following up on my recent post about implementing a queue as a reference class, I am going to derive a Priority Queue class. Inheritance The syntax for Reference Class inheritance is quite intuitive. We need to modify only two of the methods. The most important of these is insert(), which is where all of the

## Implementing a Queue as a Reference Class

November 24, 2013
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I am working on a simulation for an Automatic Repeat-reQuest (ARQ) algorithm. After trying various options, I concluded that I would need an implementation of a queue to make this problem tractable. R does not have a native queue data structure, so this seemed like a good opportunity to implement one and learn something about

## Iterators in R

November 13, 2013
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According to Wikipedia, an iterator is “an object that enables a programmer to traverse a container”. A collection of items (stashed in a container) can be thought of as being “iterable” if there is a logical progression from one element to the next (so a list is iterable, while a set is not). An iterator

## Introduction to Fractals

November 3, 2013
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A short while ago I was contracted to write a short piece entitled “Introduction to Fractals”. The article can be found here. Admittedly it is hard to do justice to the topic in less than 1000 words. Both of the illustrations were created with R. Mandelbrot Set The Mandelbrot Set image was created using the

## Percolation Threshold: Including Next-Nearest Neighbours

November 1, 2013
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In my previous post about estimating the Percolation Threshold on a square lattice, I only considered flow from a given cell to its four nearest neighbours. It is a relatively simple matter to extend the recursive flow algorithm to include other configurations as well. Malarz and Galam (2005) considered the problem of percolation on a

## Percolation Threshold on a Square Lattice

October 29, 2013
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Manfred Schroeder touches on the topic of percolation a number of times in his encyclopaedic book on fractals (Schroeder, M. (1991). Fractals, Chaos, Power Laws: Minutes from an Infinite Paradise. W H Freeman & Company.). Percolation has numerous practical applications, the most interesting of which (from my perspective) is the flow of hot water through