343 search results for "evaluation"

Forecast estimation, evaluation and transformation

November 9, 2010
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Forecast estimation, evaluation and transformation

I’ve had a few emails lately about forecast evaluation and estimation criteria. Here is one I received today, along with some comments. I have a rather simple question regarding the use of MSE as opposed to MAD and MAPE. If the parameters of a time series model are estimated by minimizing MSE, why do we

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RSI(2) Evaluation

June 28, 2009
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RSI(2) Evaluation

Despite my best efforts, it's been a month since the last post of this series. The first post replicated this simple RSI(2) strategy from the MarketSci Blog using R. The second post showed how to replicate the strategy that scales in/out of RSI(2). ...

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Yikes…It’s Been Awile

December 16, 2014
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Apparently our last blog post was in August. Dang. Where did five months go? Blog guilt would be killing me, but I swear it was just yesterday that Mine posted. I will give a bit of review of some of … Continue reading →

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A comment on preparing data for classifiers

December 4, 2014
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A comment on preparing data for classifiers

I have been working through (with some honest appreciation) a recent article comparing many classifiers on many data sets: “Do we Need Hundreds of Classifiers to Solve Real World Classification Problems?” Manuel Fernández-Delgado, Eva Cernadas, Senén Barro, Dinani Amorim; 15(Oct):3133−3181, 2014 (which we will call “the DWN paper” in this note). This paper applies 179 Related posts:

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RQuantLib 0.4.0

December 2, 2014
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A new major release of RQuantLib is now on CRAN and getting to Debian. All C++ source files have been rewritten to take advantage of newer Rcpp features. Several Fixed Income functions have been added, or refreshed, thanks to contributions by Michele...

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Bio7 2.0 for Windows Released!

December 1, 2014
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Bio7 2.0 for Windows Released!

01.12.2014 A new Windows version of Bio7 is available. Many new features have been added to Bio7 2.0 which is now based on Eclipse 4.4. Highlights are the improved R editor, the R debugging Graphical User Interface (using the standard R debugger), the integrated Java Development Tools (JDT) to create Java simulation models with a

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magrittr 1.5

December 1, 2014
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2014-12-02 22_48_10-Clipboard

(Posted on behalf of Stefan Milton Bache) Sometimes it’s the small things that make a big difference. For me, the introduction of our awkward looking friend, %>%, was one such little thing. I’d never suspected that it would have such an impact on the way quite a few people think and write R (including my

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Twitter’s R package for detecting breakouts in time series

November 24, 2014
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Twitter’s R package for detecting breakouts in time series

With so many more devices and instruments connected to the "Internet of Things" these days, there's a whole lot more time series data available to analyze. But time series are typically quite noisy: how do you distinguish a short-term tick up or down from a true change in the underlying signal? To solve this problem, Twitter created the BreakoutDetection...

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‘Open sourcing’ microsimulation with R

October 23, 2014
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‘Open sourcing’ microsimulation with R

These are the slides from a presentation today at the European conference of the IMA, held in Maastricht, 23rd to 24th October, 2014. Microsimulation, as its name suggests, is about modelling things at the individual-level. In practice, this usually means estimating the characteristics of people using statistical or econometric techniques. Microsimulation, as represented by the International Microsimulation Association...

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Subset replacement in pqR: Now faster and better

October 13, 2014
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Subset replacement in pqR: Now faster and better

The latest version of pqR that I just released uses a new way of implementing subset replacement operations — such as a<-1 or L$M<-v. The new approach is much faster, and eliminates some strange behaviour of the previous approach. This change affects only interpreted code. The bytecode compiler (available since R-2.13.0) introduced a different mechanism, which is

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