352 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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Easy error propagation in R

January 22, 2015
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In a previous post I demonstrated how to use R’s simple built-in symbolic engine to generate Jacobian and (pseudo)-Hessian matrices that make non-linear optimization perform much more efficiently. Another related application is Gaussian error propagation. Say you have data from a set of measurements in variables x and y where you know the corresponding measurement errors (dx...

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An Introduction to Change Points (packages: ecp and BreakoutDetection)

January 21, 2015
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An Introduction to Change Points (packages: ecp and BreakoutDetection)

A forewarning, this post is me going out on a limb, to say the least. In fact, it’s a post/project … Continue reading →

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Building a choropleth map of Italy using mapIT

January 19, 2015
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Building a choropleth map of Italy using mapIT

In the R environment, different packages to draw maps a

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Using the microbenchmark package to compare the execution time of R expressions

January 14, 2015
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Using the microbenchmark package to compare the execution time of R expressions

I recently learned about the microbenchmark package while browsing through Hadley’s advanced R programming book. I’ve done some quick benchmarking using system.time() in a for loop and taking the average, but the microbenchmark function in the microbenchmark package makes this much easier. Hadley gives the example of taking the square root of a vector using the built-in...

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Balancing the Load | What’s New in RStudio Server Pro?

January 13, 2015
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Balancing the Load | What’s New in RStudio Server Pro?

As R users know, we’re continuously improving the RStudio IDE.  This includes RStudio Server Pro, where organizations who want to deploy the IDE at scale will find a growing set of features recently enhanced for them. If you’re not already familiar with RStudio Server Pro here’s an updated summary page and a comparison to RStudio

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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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