Like every year, August sees the thousands taking part in the Perth City to Surf, and with that comes the chance for some stats. Why? Curiosity more than anything, and to convince myself that my time in the 12km run … Continue reading → [Read more...]

Something I’m missing from R (especially coming from Mathematica) is the ability to quickly build interactive graphs, which I find very useful for getting a good intuition of the impact of parameters on a mathematical function. Richie Cotton’s post about … Continue reading → [Read more...]

“My interpretation of [Leland Wilkinson’s] grammar [of statistical graphics]: —Data is the most important thing, and the thing that you bring to the table. —Geometric objects … what you actually see on the plot: points, lines, polygons, etc. ... [Read more...]

“My interpretation of [Leland Wilkinson’s] grammar [of statistical graphics]: —Data is the most important thing, and the thing that you bring to the table. —Geometric objects … what you actually see on the plot: points, lines, polygons, etc. ... [Read more...]

I’m talking tomorrow at useR! on making ggplots interactive with the gWidgets GUI framework. For those of you at useR, here is the code and data, so you can play along on your laptops. For everyone else, I’ll make the slides available in the next few days so ... [Read more...]

In order to provide an option to compare graphs produced by basic internal plot function and ggplot2, I recreated the figures in the book, 25 Recipes for Getting Started with R, with ggplot2. The code used to create the images is in separate paragraphs, allowing easy comparison. Read More: 336 Words Totally [Read more...]

When dealing with transaction cost analysis, a stock’s volume is assumed to be stable or foreseeable.  However, there is different picture, then we are dealing with an illiquid stock. It is relatively easy to forecast the volume of a liquid stock, because trading volume has high autocorrelation – the volumes ... [Read more...]

I will be giving a presentation on “Optimal transaction cost” in Vilnius on  16  August. While preparing the presentation and looking for an optimal execution solution, a natural question arises: does the size of the trade affect stock market price? I’m sure, you would say 100 % yes. Well, you would be ... [Read more...]

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Last year Wikipedia rolled out a pilot program to use Wikipedia article creation as an assignment in the classroom. Students wrote articles on a topic area and rather than turning them into a professor and forgetting about it they upload it to Wikipedia and expose it to readers around the ... [Read more...]

Here’s a bit of code used to produce one of the figures in my recent paper dealing with modeling rocky intertidal snail body temperatures. This was my first foray into ggplot2, and it only involved a few hours of head-scratching. The plot is a co... [Read more...]

It appears that just days ago, Google Tech Talk released a new, one hour long, video of a presentation (from June 6, 2011) made by one of R’s community more influential contributors, Hadley Wickham. This seems to be one of the better talks to send a programmer friend who is interested ... [Read more...]

Inspired by a post by a R-blogger my interest was piqued to examine the runs in my athletic club. Therefore, I started R and analysed he LAC Degerloch Volkslauf 2010; a 10km race near Stuttgart-Hoffeld. Next lines, I present this statistical examination. The data can be found at: data. Firstly, I ... [Read more...]

Thanks to this great post http://www.imachordata.com/?p=730 we can now put multiple plots on a display with ggplot2. This provides somewhat similar functionality to ‘par(mfrow=c(x,y))’ which would allow multiple plots with the base plot function. gridExtra doesn’t have quite the same level ... [Read more...]

In undergrad I had a computer science professor that piqued my interest in applied mathematics, beginning with Conway’s Game of Life. At first, the Game of Life (not the board game) appears to be quite simple — perhaps, too simple — but it has been widely explored and is useful for ... [Read more...]

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As a follow-up to my post examining the stationarity of the new property price index, this post will briefly look at some of the dynamics of mortgage debt and property prices; all data is monthly, from the beginning of 2005 to March 2011. This will also serve as an illustration of the ‘... [Read more...]

In this post, I’ll be graphing some results from a recent referendum held here in the UK and combining it with the results of a set of local elections that were held at the same time. I’ll give some examples of graphing stuff using ggplot2 and will also ... [Read more...]

Last year I showed you how to create manhattan plots, and later how to highlight regions of interest, using ggplot2 in R. The code was slow, required a lot of memory, and was difficult to maintain and modify. I finally found time to rewrite the code u... [Read more...]

For a project I’m working on at work, I’m building a predictive model that categorizes something (I can’t tell you what) into two bins. There is a default bin that 95% of the things belong to and a bin that the business cares a lot about, containing 5% of ... [Read more...]