I’ll be giving a talk on Forecasting time series using R for the Melbourne Users of R Network (MelbURN) on Thursday 27 October 2011 at 6pm. I will look at the various facilities for time series forecasting available in R, concentrating on the forecast package. This package implements several automatic methods for forecasting time series
Monthly Archives: August 2011
Modest Modeest for Moving Average
I have no idea who originated the idea of using moving averages to determine entry and exit points in a trading system. I do know that Mebane Faber (briefly discussed in Shorting Mebane Faber) has recently popularized the notion through his >7...
New R User Group at University of Utah
There's a new local R user group in Salt Lake City, based at the University of Utah. (There used to be another group in Salt Lake devoted to R/Weka/Processing, but it appears to now be defunct.) This new group has been meeting regularly for some time, and their next meeting, on September 9, will be devoted to short talks...
le logiciel R
For once, here is a book review I wrote in French about the book Le logiciel R, written by Pierre Lafaye de Micheaux (Université de Montréal), Rémy Drouilhet (Université de Grenoble 2) and Benoît Liquet (Université de Bordeaux 2): Ce livre édité par Springer (dans la même collection que Le Choix Bayesien) propose une couverture 
The Open Governance Index: Results for The R Project
Just over two weeks ago, I invited readers to complete the Open Governance Index (OGI) Questionnaire regarding The R Project. The OGI evaluates several facets of governance in open source projects (OGI publication). The OGI questionnaire is reproduced below, and each question is linked from the table of useR responses. The table below presents the
Estimating a normal mean with a cauchy prior
The setup When doing statistics the Bayesian way, we are sometimes bombarded with complicated integrals that do not lend themselves to closed-form solutions. This used to be a problem. Nowadays, not so much. This post illustrates how a person can...
Another Rchievement of the day
Time for another Rchievement of the day. This is a neat little example demonstrating the power of control flow (type ?Control in R to find out more). But perhaps a not-so obvious way of using it. So what does this … Continue reading →
The problem with R? Too much new stuff!
In a tongue-in-cheek post at the Information Management blog, Steve Miller shares his "frustration" with R: package developers keep on releasing new functionality for R that makes his own work obsolete. For example, there's now pre-packaged functionality in R for enhanced dotplots, Economist-style graphics, additive regression models and more, which all obviate the need for Steve to implement such...
expectation-propagation and ABC
“It seems quite absurd to reject an EP-based approach, if the only alternative is an ABC approach based on summary statistics, which introduces a bias which seems both larger (according to our numerical examples) and more arbitrary, in the sense that in real-world applications one has little intuition and even less mathematical guidance on to 
Data manipulations
In the last Utah R Users group meeting I gave a presentation on data manipulations on R, and today I found through the plyr mailing list two commands that I was previously unaware of that should definitely be made mention of, arrage and mutate.
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
