Monthly Archives: May 2013

Value at Risk with exponential smoothing

May 28, 2013
By
Value at Risk with exponential smoothing

More accurate than historical, simpler than garch. Previously We’ve discussed exponential smoothing in “Exponential decay models”. The same portfolios were submitted to the same sort of analysis in “A look at historical Value at Risk”. Issue Markets experience volatility clustering.  As the previous post makes clear, historical VaR suffers dramatically from this.  An alternative is … Continue reading...

Read more »

Interactive presentation with slidify and googleVis

May 28, 2013
By
Interactive presentation with slidify and googleVis

Last week I was invited to give an introduction to googleVis at Lancaster University. This time I decided to use the R package slidify for my talk. Slidify, like knitr, is built on Markdown and makes it very easy to create beautiful HTML5 presentations...

Read more »

The heat is on…. or is it? Trend Analysis of Toronto Climate Data

May 27, 2013
By
The heat is on…. or is it? Trend Analysis of Toronto Climate Data

The following is a guest post from Joel Harrrison, PhD, consulting Aquatic Scientist.For a luddite like me, this is a big step – posting something on the inter-web.  I’m not on Facebook.  I don’t know what Twitter is.  Hell, I don’t even own a smartphone.  But, I’ve been a devoted follower of Myles’ blog for some time,...

Read more »

Updates to the Social Science Starter Kit

May 27, 2013
By

The Emacs Social Science Starter Kit is a drop-in collection of packages and settings for Emacs 24 aimed at people like me: that is, people doing social science data analysis and writing, using some combination of tools like R, git, LaTeX, Pandoc, perh...

Read more »

Updates to the Social Science Starter Kit

May 27, 2013
By

The Emacs Social Science Starter Kit is a drop-in collection of packages and settings for Emacs 24 aimed at people like me: that is, people doing social science data analysis and writing, using some combination of tools like R, git, LaTeX, Pandoc, perh...

Read more »

Writing a Minimal Working Example (MWE) in R

May 27, 2013
By
Writing a Minimal Working Example (MWE) in R

How to Ask for Help using R How to Ask for Help using R The key to getting good help with an R problem is to provide a minimally working reproducible example (MWRE). Making an MWRE is really easy with R, and it will help ensure that...

Read more »

Bayesian model II regression

May 27, 2013
By
Bayesian model II regression

Regression is a mainstay of ecological and evolutionary data analysis. For example, a disease ecologist may use body size (e.g. a weight from a scale with measurement error) to predict infection. Classical linear regression assumes no error in covariates; they are known exactly. This is rarely the case in ecology, and ignoring error in covariates can bias regression coefficient...

Read more »

(Another) introduction to R

May 27, 2013
By
(Another) introduction to R

It’s Memorial Day and my dissertation defense is tomorrow. This week I’m phoning in my blog. I had the opportunity to teach a short course last week that was part of a larger workshop focused on ecosystem restoration. A fellow grad student and I taught a session on Excel and R for basic data analysis.

Read more »

useR! 2013 conference update

May 27, 2013
By

Been trying to reach the website for the useR! 2013, the R user conference that will be held July 10-12 2013 at University of Castilla-La Mancha in Spain? There have been some server problems recently, but you can now get access at the official URL, www.r-project.org/useR-2013/. If you're going, be sure to check out the newly-announced Data Analysis Contest,...

Read more »

Log Transformations for Skewed and Wide Distributions

May 27, 2013
By
Log Transformations for Skewed and Wide Distributions

This is a guest article by Nina Zumel and John Mount, authors of the new book Practical Data Science with R. For readers of this blog, there is a 50% discount off the “Practical Data Science with R” book, simply by using the code pdswrblo when reaching checkout (until …Read more »

Read more »

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)