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re: Re: st: Fractal now available from SSC


From   "Ariel Linden, DrPH" <ariel.linden@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: Re: st: Fractal now available from SSC
Date   Thu, 2 Aug 2012 10:42:04 -0400

Well done, Paul! Thank you for adding in the reference as well.

Ariel

Date: Wed, 1 Aug 2012 18:03:52 -0400
From: Paul Millar <paulmi@nipissingu.ca>
Subject: Re: st: Fractal now available from SSC

Ariel,

I promised a an update to the help file.  Since I am planning to make
an update in the capabilities of the software, I will release the new
help file at that time.  In the meantime, here is a (admittedly
non-thorough) response:

Mandelbrot argues that the modelling of natural phenomena, including
that of the stock market, is problematic.  The distribution most
commonly used, the normal or Gaussian distribution, does not
adequately account for natural variation.  Neither are natural
phenomena independent, another common but erroneous, assumption when
modelling.  Mandelbrot argues that fractals can more accurately model
the variation observed in nature.

This routine allows the generation of data for use in modelling.  The
examples presented do not begin with a dataset, since the purpose of
the routine is to generate data, not to analyse it.

- - Paul

On Wed, Jul 25, 2012 at 9:55 AM, Ariel Linden, DrPH
<ariel.linden@gmail.com> wrote:
> Hi Paul,
>
> This is an interesting program, but the help file could be made a bit more
> robust for those of us that don't know what fractals are or how to use
them
> in our work. Perhaps you can include a reference or two, and provide an
> example using one of the available Stata data sets in the help file?
>
> Thanks!
>
> Ariel
>
> Date: Tue, 24 Jul 2012 11:34:19 -0400
> From: Paul Millar <paulmi@nipissingu.ca>
> Subject: st: Fractal now available from SSC
>
> Thanks to Kit Baum, a new module that allows the generation of
> fractals in Stata is available from SSC.
>
> To install, type:
> - - ssc install fractal, replace -
>
> - -- Paul
> - - Paul Millar, Ph.D.
> School of Criminology and Criminal Justice
> Nipissing University
> North Bay, Ontario, Canada
> www.paulmillar.ca

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