In this blog post, I’ll present 3 ways of visualizing network graphs on a map using R with the packages igraph, ggplot2 and optionally ggraph. Several houses of our graph should be visualized together with the positions on the map and the connections between them. Specifically, the dimensions of a node on the map should replicate its degree, the width of an edge among two nodes should constitute the burden power of this connection since we cannot use proximity to illustrate the energy of a connection once we place the nodes on a map, and the color of an edge should illustrate the kind of connection some express variable, e. g. a type of treaty among two foreign companions.
Let’s start simple through the use of ggplot2. We’ll need three geometric objects geoms extra to the country polygons from the world map country shapes: Nodes can be drawn as points using geom point and their labels with geom text; edges among nodes can be realized as curves using geom curve. For each geom we need to define aesthetic mappings that “describe how variables in the info are mapped to visual houses” in the plot. For the edges, we pass our edges for plot data frame and use the x, y and xend, yend as start and end points of the curves. Additionally, we make each edge’s color based on its class, and its “size” which refers to its line width dependent on the edges’ weights we will see that the latter will fail.
Note that the order of the geoms is essential as it defines which object is drawn first and can be occluded by an object it truly is drawn later in the next geom layer. Hence we draw the perimeters first and then the node points and at last the labels on top:The Tidytext package extends the tidy data philosophy to a text. In this approach to text analysis, a corpus consists of a data frame where each word is a separate item. The code snippet below takes the 1st 72 rows and the unnest tokens function extracts each word from the 72 definitions. This function can also extract ngrams and other word groups from the text.
The Tidytext kit is an exceptionally versatile piece of software which goes far beyond the scope of this text. Julia Silge and David Robinson have written a book about text mining using this package, which provides a very clear introduction to the craft of analysing text. Being very upset for moment, we discover that in dataset under study there are games with various variety of avid gamers. Fortunately, comperes kit comes to rescue: it has feature to pairgames only for this situation. It takes rivalry consequences as input and returns absolutely an alternate strictly speaking rivalry consequences where “crowded” games are split into small ones.
More strictly, games with one player are got rid of and games with three and more players are transformed to distinctive games among all unordered pairs of players. The result is in wide format as adversarial to long one of hp cr:We are able to demo our new new experimental kit for Algorithmic Trading, flyingfox, which uses reticulate to to bring Quantopian’s open source algorithmic buying and selling Python library, Zipline, to R. The flyingfox library is part of our NEW Business Science Labs innovation lab, that is dedicated to bringing experimental packages to our fans early on so they can test them out and tell us what they suspect before they make their way to CRAN. This article comprises a long form code tutorial on how to perform backtest optimizations of buying and selling algorithms via grid search and parallel processing. In this article, we’ll make it easier to use the aggregate of tibbletime time based extension of tibble + furrr a parallel processing praise to purrr + flyingfox Zipline in R to expand a backtested buying and selling algorithm that can be optimized via grid search and parallel processing.
We are freeing this text as a compliment to the R/Finance Conference presentation “A Time Series Platform For The Tidyverse”, which Matt will existing on Saturday June 2nd, 2018. Enjoy!One very basic method of algorithmic trading is using short and long moving averages to detect shifts in trend. The crossover is the purpose where a buy/sell order would take place. The figure below shows the cost of Halliburton symbol “HAL”, which a trader would have an initial position in of say 10,000 shares. In a hypothetical case, the trader could use a mix of a 20 day short moving ordinary and a 150 day long moving basic and search for buy/sell points at the crossovers. If the trader hypothetically sold his/her place in full on the sell and acquired the position back in full, then the trader would stand to circumvent a delta loss of about $5/share in the course of the downswing, or $50,000.