In the paper on the heat wave in Paris (mentioned here) I discussed changes in the distribution of temperature (and autocorrelation of the time series). During the workshop on Statistical Methods for Meteorology and Climate Change today (here) I o...
quanttrader.info is a good quantitative repository, where I found an idea about seasonal spreads play. The idea of seasonal pair trading differs from pairs trading in a way, that it doesn’t try to find deviation from the spread’s mean, but it looks at seasonal spread patterns. In some cases it is easier to find an
Several R functions take model formulae as parameters. Model formulae are symbolic expressions. They define a relationship between variables rather than an arithmetic expression to be evaluated immediately. Model formulae are defined with the tilde ope...
Several R functions take model formulae as parameters. Model formulae are symbolic expressions. They define a relationship between variables rather than an arithmetic expression to be evaluated immediately. Model formulae are defined with the tilde ope...
Just developed a small crawler to check my online content at binfalse.de in terms of W3C validity and the availability of external links. Here is the code and some statistics...
Summary: If you can get past the strange underlying story, then this gives a good introduction to R to someone with no programming experience. However, if you have any experience with other programming languages then another book is likely to be more suitable. Reference: Quick, J. M., Statistical Analysis in R: Beginners Guide, Packt Publishing,
As mentioned already here, while we were going to Québec City for the workshop, we had interesting discussions in the car, and Maciej mentioned an article recently published in The Actuary, Hence, I wanted to discuss (extremely) rare event probabi...
Chapter 4 of Using R for Introductory Statistics gets us started working with multivariate data. The question is: what are the relationships among the variables? One way to go about answering it is by pairwise comparison of variables. Another techniq...
Chapter 4 of Using R for Introductory Statistics gets us started working with multivariate data. The question is: what are the relationships among the variables? One way to go about answering it is by pairwise comparison of variables. Another technique is to divide the data into categories by the values of some variables and...
RColorBrewer is an R packages that uses the work from http://colorbrewer2.org/ to help you choose sensible colour schemes for figures in R. For example if you are making a boxplot with eight boxes, what colours would you use, or if you are drawing...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
