434 search results for "boxplot"

A pictorial history of US large cap correlation

April 1, 2013
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A pictorial history of US large cap correlation

How has the distribution of correlations changed over the last several years? Previously Posts about correlation boxplots explained Data Daily returns of 443 large cap US stocks from 2004 through 2012 were used.  The sample correlations — almost 98,000 of them — during each year were created. If we were actually using the correlations, then … Continue reading...

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Data visualization with R and ggplot2

March 28, 2013
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Data visualization with R and ggplot2

I’m working on a one-hour ggplot2 lecture for the San Diego R users group, which I will post here when I’m done. I think there are many great intro to R data visualization resources out there so I’ll only share working examples on my blog. A retail chain client employs a few hundred field agents who perform

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Generalized Pairs Plot: It’s about time!

March 28, 2013
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Generalized Pairs Plot: It’s about time!

JW Emerson, WA Green, B Schloerke, J Crowley, D Cook, H Hofmann, H Wickham (2013) The Generalized Pairs Plot. Journal of Computational and Graphical Statistics 22(1). Here's a free preprint version. Until this new paper and implementation by Emerson et al., there were no widely available pairs plots that accommodated both numerical and categorical fields.

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Benford law and lognormal distributions

March 28, 2013
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Benford law and lognormal distributions

Benford’s law is nowadays extremely popular (see e.g. http://en.wikipedia.org/…). It is usually claimed that, for a given set data set, changing units does not affect the distribution of the first digit. Thus, it should be related to scale invariant distributions. Heuristically, scale (or unit) invariance means that the density of the measure  (or probability function) should be proportional to...

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Explore March Madness face-offs with this NCAA data visualizer

March 22, 2013
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Explore March Madness face-offs with this NCAA data visualizer

If you're laying down a friendly bet on the March Madness games or just tweaking your fantasy roster, this NCAA Data Visualizer by Rodrigo Zamith will be a boon. Just choose two teams to compare head-to-head, choose an attribute to compare them on. You can look at more than a dozen invividual player attributes (e.g. points scored, assists, 3-point...

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Extracting Information From Objects Using Names()

March 17, 2013
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Extracting Information From Objects Using Names()

One of the big differences between a language like Stata compared to R is the ability in R to handle many different types of objects at once, and combine them together or pull them apart.  I had a post about objects last year, but I thought I'd sh...

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GNU R loop speed comparison

March 16, 2013
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GNU R loop speed comparison

Recently I had several discussions about using for loops in GNU R and how they compare to *apply family in terms of speed. I have not seen a direct benchmark comparing them so I decided to execute one (warning: some of the code presented today tak...

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Discovering Argon with the 2-Sample t-Test

Discovering Argon with the 2-Sample t-Test

I learned about Lord Rayleigh’s discovery of argon in my 2nd-year analytical chemistry class while reading “Quantitative Chemical Analysis” by Daniel Harris.  (William Ramsay was also responsible for this discovery.)  This is one of my favourite stories in chemistry; it illustrates how diligence in measurement can lead to an elegant and surprising discovery.  I find

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Comparing quantiles for two samples

March 8, 2013
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Comparing quantiles for two samples

Recently, for a research paper, I some samples, and I wanted to compare them. Not to compare they means (by construction, all of them were centered) but there dispersion. And not they variance, but more their quantiles. Consider the following boxplot type function, where everything here is quantile related (which is not the case for standard boxplot, see http://freakonometrics.hypotheses.org/4138,...

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Predicted correlations and portfolio optimization

March 5, 2013
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Predicted correlations and portfolio optimization

What effect do predicted correlations have when optimizing trades? Background A concern about optimization that is not one of “The top 7 portfolio optimization problems” is that correlations spike during a crisis which is when you most want optimization to work. This post looks at a small piece of that question.  It wonders if increasing predicted … Continue reading...

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