Tracking Microsoft – Weekly Roundup

April 14, 2012
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Tracking Microsoft – Weekly Roundup

I thought I'd cull some stories from track // microsoft that summarize the week's news: Steve Wozniak - famous for standing in line for Apple products, tweeted his intention to get into the smartphone game with a Lumia 900 The...

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reegle.info – linked (open) energy data cloud

April 14, 2012
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reegle.info – linked (open) energy data cloud

The Semantic Puzzlereegle.info – linked (open) energy data cloudApril 13, 2012 by Martin KaltenböckAccess to the latest high quality information on renewables, energy efficiency and climate change is fundamental to the acceleration of the ...

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Storage needs?

April 14, 2012
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Storage needs?

Where to put my data? Go through the labyrinth and find the answer.

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Plotting conditional densities

April 14, 2012
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Plotting conditional densities

Recently I have read a post on Comparing all quantiles of two distributions simultaneously on R-bloggers. In the post author plots two conditional density plots on one graph. I often use such a plot to visualize conditional densities of score...

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[not] Le Monde puzzle (solution)

April 13, 2012
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[not] Le Monde puzzle (solution)

Following the question on dinner table permutations on StackExchange (mathematics) and the reply that the right number was six, provided by hardmath, I was looking for a constructive solution how to build the resolvable 2-(20,5,1) covering. A few hours later. hardmath again came up with an answer, found in the paper Equitable Resolvable Coverings by van [...]

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Compilation of JAGS resources

April 13, 2012
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Compilation of JAGS resources

Jeremy Anglim has posted a very nice summary of resources for JAGS and examples of Bayesian analyses. Do give it a look!

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Five Extensions of the General Linear Model

April 13, 2012
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Five Extensions of the General Linear Model

Generalized linear models, linear mixed models, generalized linear mixed models, marginal models, GEE models. You’ve probably heard of more than one of them and you’ve probably also heard that each one is an extension of our old friend, the general linear model. This is true, and they extend our old friend in different ways, particularly in regard to the measurement level of the dependent variable and the independence of the…

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Interview with Drew Conway – Author of "Machine Learning for Hackers"

April 13, 2012
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Interview with Drew Conway – Author of "Machine Learning for Hackers"

Drew Conway Drew Conway is a Ph.D. student in Politics at New York University and the co-ordinator of the New York Open Statistical Programming Meetup. He is the creator of the famous (or infamous) data science Venn diagram, the basis for our R functi...

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Low Volatility with R

April 13, 2012
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Low Volatility with R

Low volatility and minimum variance strategies have been getting a lot of attention lately due to their outperformance in recent years. Let’s take a look at how we can incorporate this low volatility effect into a monthly rotational strategy with a basket of ETFs. Performance Summary from Low Volatility Test in quantstrat Starting Equity: 100,000 … Continue reading →

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Ggplot2 notes part 2

April 12, 2012
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Here is part 2 of my guide to using ggplot2. Scales Following on directly from the previous notes you can manually adjust the colours and shapes used in the chart if you don’t like the defaults, as shown in figure 1. … Continue reading ...

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R, Julia and the shiny new thing

April 12, 2012
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R, Julia and the shiny new thing

My head exploded a while ago. Perhaps not my head but my brain was all mushy after working every day of March and first week of April; an explanation—as good as any—for the post hiatus. Back to the post title. … Continue reading →

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The Poissonness plot: A goodness-of-fit diagnostic

April 12, 2012
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The Poissonness plot: A goodness-of-fit diagnostic

Last week I discussed how to fit a Poisson distribution to data. The technique, which involves using the GENMOD procedure, produces a table of some goodness-of-fit statistics, but I find it useful to also produce a graph that indicates the goodness of fit. For continuous distributions, the quantile-quantile (Q-Q) plot [...]

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The many faces of statistics/data science: Can’t we all just get along and learn from each other?

April 12, 2012
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The many faces of statistics/data science: Can’t we all just get along and learn from each other?

Two blog posts in the last 24 hours caught my attention. First was this post by Jeff Leek noting that there are many fields which are applied statistics by another name (and I’d add operations research to his list). The second is an excellent post on Cloudera’s blog on constructing case-control studies. It is generally excellent, but […]

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Big Data, R and HANA: Analyze 200 Million Data Points and Later Visualize Using Google Maps

April 11, 2012
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Big Data, R and HANA: Analyze 200 Million Data Points and Later Visualize Using Google Maps

Technologies: SAP HANA, R, HTML5, D3, Google Maps, JQuery and JSONFor this fun exercise, I analyzed more than 200 million data points using SAP HANA and R and then brought in the aggregated results in HTML5 using D3, JSON and Google Maps APIs.  Th...

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Flying: Boredom and Terror

April 11, 2012
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Flying: Boredom and Terror

Data represents all planes (not just commercial planes) for the United States"There are only two emotions on a plane: boredom and terror."-- Orson Welles, interview to celebrate his 70th birthday, The Times of London, 6 May 1985.For some people, flying...

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Statistics Textbooks suck out all the fun.

April 10, 2012
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Statistics Textbooks suck out all the fun.

In 1987 George Cobb published a paper evaluating statistics textbooks. I am very grateful for it, as it alerted me to the problems with textbooks, and introduced me to the man himself, whose work I greatly admire. Cobb explains that … Continue reading →

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Calling Systematic Investor Toolbox from Excel using RExcel & VBA

April 10, 2012
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Calling Systematic Investor Toolbox from Excel using RExcel & VBA

RExcel is a great tool to connect R and Microsoft Excel. With a press of a button, I can easily execute my R scripts and present output interactively in Excel. This easy integration allows non-R users to explore the power of the R language. As an example of this approach, I want to show how [...]

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Classifier progress exaggerated?

April 9, 2012
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Yesterday Simply Statistics linked to a paper with the provocative title Classifier Technology and the Illusion of Progress. I’ve only skimmed the article so far, but here are a few sentences that stood out. In particular, simple methods typically yield performance almost as good as more sophisticated methods, to the extent that the difference in performance [...]

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Example 9.26: More circular plotting

April 9, 2012
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Example 9.26: More circular plotting

SAS's Rick Wicklin showed a simple loess smoother for the temperature data we showed here. Then he came back with a better approach that does away with edge effects. Rick's smoothing was calculated and plotted on a cartesian plane. In this entry we'...

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LaTeX templates

LaTeX templates

Some of the most popular pages on this site are my LaTeX templates: for a curriculum vitae, a beamer poster, a beamer talk, a Monash University working paper, and a Monash University thesis. Almost all new LaTeX users begin with templates, so it is sur...

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LaTeX templates

April 9, 2012
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LaTeX templates

Some of the most popular pages on this site are my LaTeX templates: for a curriculum vitae, a beamer poster, a beamer talk, a Monash University working paper and a Monash University thesis. Almost all new LaTeX users begin with templates, so it is s...

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Lumia Review Cluster

April 8, 2012
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Lumia Review Cluster

Briefly, track // microsoft (a buzz tracking site for Microsoft that I'm experimenting with) is currently sporting a large story cluster focused on the reviews for the new (today!) Nokia Lumia 900. [note - I updated this image due to...

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