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Showing posts with the label factor analysis

Code: Pinterest as a Publication Channel for Data Analytics

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More as an experiment, rather an attempt at sharing code and ideas, I created a Pinterest board devoted to my personal data analytics work, done with Python, R, or F#, as well as reviews of books, and was quite surprised with the result. The graphics could do with optimization, but otherwise...

Principal Component Analysis (PCA) on Stock Returns in R

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Principal Component Analysis Principal Component Analysis is a statistical process that distills measurement variation into vectors with greater ability to predict outcomes utilizing a process of scaling, covariance, and eigendecomposition. MS Azure Notebook The work for this is done in the following notebook, Principal Component Analysis (PCA) on Stock Returns in R , with detailed code, output, and charts. An outline of the notebook contents are below. Overview of Demonstration Supporting Material Pluralsight Explained Visually Wikipedia Load Data: Format Data & Sort Prep Data: Create Returns Generate Principal Components Eigen Decomposition and Scree Plot Create Principal Components Analysis FVX using PCA versus Logistic Regression Alternative Libraries: Psych for the Social Sciences