Monthly Archives: December 2010

Forecasting workshop: Switzerland, June 2011

December 6, 2010
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Forecasting workshop: Switzerland, June 2011

I will be running a workshop on Statistical Forecasting: Principles and Practice in Switzerland, 20-22 June 2011. Check out the venue: Waldhotel Doldenhorn, Kandersteg! So if you fancy a trip to the beautiful Swiss Alps next June, read on… Outline Forecasting is required in many situations: deciding whether to build another power generation plant in

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R 2.12.0 and Eclipse with StatET installation

December 5, 2010
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A while back I outlined the setup process for running R under the Eclipse integrated development environment with the help of WalWare.de’s StatET plugin for Eclipse, in Windows 7. This post is an update on that procedure for the newer versions of...

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Bayesian adaptive sampling

December 5, 2010
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Bayesian adaptive sampling

In the continuation of my earlier post on computing evidence, I read a very interesting paper by Merlise Clyde, Joyee Ghosh and Michael Littman, to appear in JCGS. It is called  Bayesian adaptive sampling for variable selection and model averaging. The sound idea at the basis of the paper is that, when one is doing

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Rethinking ‘loess’ for Binomial-Response Pitch F/X Strike Zone Maps

December 5, 2010
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Rethinking ‘loess’ for Binomial-Response Pitch F/X Strike Zone Maps

So after a long hiatus, I'm back for today. I've been crazy busy with a number of different things--including getting engaged and helping plan out wedding dates and things of that sort--and unfortunately have not kept up here on this blog (or on Fanta...

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Pareto plot party!

December 5, 2010
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Pareto plot party!

A Pareto plot is an enhanced bar chart. It comes in useful for deciding which bars in your bar chart are important. To see this, take a look at some made up DVD sales data. set.seed(1234) dvd_names <- c("Toy Tales 3", "The Dusk Saga: Black Out", "Urban Coitus 2", "Dragon Training for Dummies", "Germination", "Fe

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Genetic optimization for Trading Strategies using Rapidminer and R

December 5, 2010
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Genetic optimization for Trading Strategies using Rapidminer and R

That is the second tutorial of Rapidminer and R extension for Trading and the first in Video. In the last example the ROC obtained is not as good as it should be to make money in this business, To improve the strategy we will try to optimize the trading strategy. Different methods of optimization and objective functions...

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Genetic optimization for Trading Strategies using Rapidminer and R

December 5, 2010
By
Genetic optimization for Trading Strategies using Rapidminer and R

That is the second tutorial of Rapidminer and R extension for Trading and the first in Video. In the last example the ROC obtained is not as good as it should be to make money in this business, To improve the strategy we will try to optimize the trading strategy. Different methods of optimization and objective functions...

Read more »

GLMM and R issues

December 4, 2010
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GLMM and R issues

I have been trying to run a Generalized Linear Mixed Model (GLMM) for some count data with repeated measures on sub-sampled sites and fixed effects at the site level with covariates at both the sub-plot and time levels.  Plus there are different n...

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Comparison of results

December 4, 2010
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I am doing a simple comparison of different estimation procedures in dealing with a simple binomial model. Here is where I got started:---------------------------------------------library(INLA)library(npmlreg)library(MCMCglmm)library(DPpackage)data(See...

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Comparison of results

December 4, 2010
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I am doing a simple comparison of different estimation procedures in dealing with a simple binomial model. Here is where I got started:---------------------------------------------library(INLA)library(npmlreg)library(MCMCglmm)library(DPpackage)data(See...

Read more »