Monthly Archives: July 2014

Currency Exchange Rate Forecasting with ARIMA and STL

July 3, 2014
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Currency Exchange Rate Forecasting with ARIMA and STL

I have made an example of time series forecasting with R, demonstrating currency exchange rate forecasting with the ARIMA and STL models. The example is easy to understand and follow. R source files are provided to run the example. The … Continue reading →

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How to Remember the Poisson Distribution

July 3, 2014
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How to Remember the Poisson Distribution

The Poisson cumulative distribution function (CDF) \begin{equation} F(α,n) = \sum_{k=0}^n \dfrac{α^k}{k!} \; e^{-α} \label{eqn:pcdf} \end{equation} is the probability of at most $n$ events occurring when the average number of events is α, i.e., $\Pr(X \le n)$. Since \eqref{eqn:pcdf} is a probability function, it cannot have a value greater than 1. In R, the CDF is given by the...

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Beer and Pie | rCharts pie charts with d3pie

July 3, 2014
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In honor of the 4th of July, I thought a quick example of a pie chart on beer using the wonderful new d3pie library would be appropriate.  The rCharts binding with d3pie is simply an experiment now, but expect more in the near future.   Using slidify...

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UseR! 2014 Tutorials

July 3, 2014
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UseR! 2014 Tutorials

by Joseph Rickert UserR! 2014 got under way this past Monday with a very impressive array of tutorials delivered on the day that the conferences organizers were struggling to cope with a record breaking crowd. My guess is that conference attendance is somewhere in the 700 range. Moreover, this the first year that I can remember that tutorials were...

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useR 2014 Slides for PSAboot and Version 1.1 on CRAN

July 3, 2014
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PSAboot is an R package to assist with bootstrapping propensity score methods. I gave a talk today at the useR! 2014 Conference. The slides can be downloaded from the PSAboot Github page or directly here. The package is described at jason.bryer.org/PSA...

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FRAMA Part III: Avoiding Countertrend Trading — A First Attempt

July 2, 2014
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FRAMA Part III: Avoiding Countertrend Trading — A First Attempt

This post will begin to experiment with long-term directional detection using relationships between two FRAMA indicators. By observing the relationship … Continue reading →

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F1 Doing the Data Visualisation Competition Thing With Tata?

July 2, 2014
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F1 Doing the Data Visualisation Competition Thing With Tata?

Sort of via @jottevanger, it seems that Tata Communications announces the first challenge in the F1® Connectivity Innovation Prize to extract and present new information from Formula One Management’s live data feeds. (The F1 site has a post Tata launches F1® Connectivity Innovation Prize dated “10 Jun 2014″? What’s that about then?) Tata Communications are

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Revolution Analytics: the R company since 2007

July 2, 2014
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Revolution Analytics, founded in 2007, was the first company devoted to the R project. Since then, we've been behind several R initiatives, including the RHadoop project and the network of R user groups around the world. I gave this short presentation today at the useR! 2014 conference in Los Angeles with some of the highlights from Revolution Analytics from...

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Using Biplots to Map Cluster Solutions

July 2, 2014
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Using Biplots to Map Cluster Solutions

FactoMineR is a quick and easy R package for generating biplots, such as the following plot showing the columns as arrows with the rows to be added later as points. As you might recall from a previous post, a biplot maps a data matrix by plotting both ...

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Short course: Bayesian methods in health economics

July 2, 2014
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Chris, Richard and I tested this last March in Canada (see also here) and things seem to have gone quite well. So we have decided to replicate the experiment (so that we can get a bigger sample size!) and do the short course this coming November (...

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