Search Results for "factor"

...Here we take a simple boxplot of fuel consumption as a function of cylinders and let it transition between the number of gears available in the cars. As this is a discrete split (gear being best described as an ordered factor) we use transition_states and provide a relative length to use for transition and state view. As not all combinations of data are present there are states missing a box. We define that when a box appears it should fade into view, whereas it should shrink away when it disappears. Lastly, we decide to use a sinusoidal easing for all our aesthetics (here, only y is changing) gganimate is available on CRAN and can be installed with install.packages('gganimate').

Code for modeling estimated deaths and infections for COVID-19 from "Estimating the effects of non-pharmaceutical interventions on COVID-19 in Europe", Flaxman, Mishra, Gandy et al, Nature, 2020, the published version of our original Report 13. This is the release related to our Tiers paper, where we use the latent factor model to estimate the effectiveness of tiers systems in England. Peer-reviewed version is to be out soon. All other code is still the same for previous releases. The code should be run in full mode to obtain credible results. Not running a full run to estimate anything is not recommended and discouraged. Only a full run should be used to get results.

This repository, owned by the user zonination (Zoni Nation), presents a data visualization and analysis project on long-term returns from broad stock market indexes, especially the S&P 500. The author gathers historical price data (adjusted for inflation and dividends) and computes growth trajectories under a “buy and hold” strategy over decades. The key insight illustrated is that over sufficiently long holding periods (e.g. 40 years), the stock market stabilizes and nearly always yields...