325 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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Announcing Shiny Server Pro 1.2

July 24, 2014
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Announcing Shiny Server Pro 1.2

RStudio is very pleased to announce the general availability of Shiny Server Pro 1.2. Download a free 45 day evaluation of Shiny Server Pro 1.2 Shiny Server Pro 1.2 adds support for R Markdown Interactive Documents in addition to Shiny applications. Learn more about Interactive Documents by registering for the Reproducible Reporting webinar August 13

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Bayesian Naive Bayes for Classification with the Dirichlet Distribution

July 14, 2014
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I have a classification task and was reading up on various approaches. In the specific case where all inputs are categorical, one can use “Bayesian Naïve Bayes” using the Dirichlet distribution.  Poking through the freely available text by Barber, I found a rather detailed discussion in chapters 9 and 10, as well as example matlab code for the...

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Le Monde puzzle [#875]

July 11, 2014
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Le Monde puzzle [#875]

I learned something in R today thanks to Le Monde mathematical puzzle: A two-player game consists in A picking a number n between 1 and 10 and B and A successively choosing and applying one of three transforms to the current value of n n=n+1, n=3n, n=4n, starting with B, until n is larger than

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Are Consumer Preferences Deep or Shallow?

July 8, 2014
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Are Consumer Preferences Deep or Shallow?

John Hauser, because no one questions his expertise, is an excellent spokesperson for the viewpoint that consumer preferences are real, as presented in his article "Self-Reflection and Articulated Consumer Preferences." Simply stated, preferences are e...

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analyze the demographic and health surveys (dhs) with r

July 8, 2014
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professors of public health 101 probably cite the results of the demographic and health surveys (dhs) more than all other data sources combined.  funded by the united states agency for international development (usaid) and administered by the tech...

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DSC 2014. Day 1

July 7, 2014
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DSC 2014. Day 1

This is a report of the first day of the Directions in Statistical Computing (DSC) conference that took place in Brixen, Italy (See here for an introduction). Performance enhancements were the main theme of the day, covering not just improvements … Continue reading →

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Automatic bias correction doesn’t fix omitted variable bias

July 4, 2014
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Automatic bias correction doesn’t fix omitted variable bias

Page 94 of Gelman, Carlin, Stern, Dunson, Vehtari, Rubin “Bayesian Data Analysis” 3rd Edition (which we will call BDA3) provides a great example of what happens when common broad frequentist bias criticisms are over-applied to predictions from ordinary linear regression: the predictions appear to fall apart. BDA3 goes on to exhibit what might be considered Related posts:

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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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