Some time ago I posted a question in stackoverflow to learn how to produce a multipage SVG file. This is …
99 search results for "iris"
Next Level Web Scraping
The outcome presented above will not be very useful to most of you - still, this could be a good example for what possibly can be done via web scraping in R.Background: TIRIS is the federal geo-statistical service of North-Tyrol, Austria. One of many g...
Where to find data to use with R
(Contributing blogger Joe Rickert has put together a fantastic list of data sources suitable for use with R. If you're looking for data to use in the Applications of R Contest -- entries close October 31 -- this is a great resource for you -- Ed.) Hardly a day goes by without someone or something reminding me that we...
Graphically analyzing variable interactions in R
I studied Ecology as an undergraduate, which meant I spent a lot of time gathering and analyzing field data. One of the basic tools we used to look for relationships in a large set of variables was correlation and scatterplot matrices. Each of these ...
ggplot2 Version of Figures in “25 Recipes for Getting Started with R”
In order to provide an option to compare graphs produced by basic internal plot function and ggplot2, I recreated the figures in the book, 25 Recipes for Getting Started with R, with ggplot2. The code used to create the images is in separate paragraphs, allowing easy comparison. Read...
Scatterplot matrices in R
I just discovered a handy function in R to produce a scatterplot matrix of selected variables in a dataset. The base graphics function is pairs(). Producing these plots can be helpful in exploring your data, especially using the second method below.Try...
AIB Stock Price, EGARCH-M, and rgarch
This post examines conditional heteroskedasticity models in the context of daily stock price data for Allied Irish Banks (AIB), specifically how to test for conditional heteroskedasticity in a series, how to approach model specification and estimation when time-varying volatility is present, and how to forecast with these models; all of this is done in R, 
Cointegration, R, Irish Mortgage Debt and Property Prices
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As a follow-up to my post examining the stationarity of the new property price index, this post will briefly look at some of the dynamics of mortgage debt and property prices; all data is monthly, from the beginning of 2005 to March 2011. This will also serve as an illustration of the ‘vars‘ and ‘urca‘ 
The New Irish House Price Index
On Friday, the CSO released a new house (and apartment) price index, for the national, Dublin, and national excluding Dublin regions. The release has been noted and covered by the great Irish Economy and Namawinelake blogs. I want to briefly look at some of the statistical properties of this series in more detail. Below is 
Potential Output and the Irish Output Gap
One prominent feature of early degree-level macroeconomics courses is the concept of ‘potential output’, which one could roughly define as the level of output (GDP) at which inflation is not ‘accelerating’. Potential output is of interest to macroeconomists when analysing the question of output gaps and macroeconomic stabilisation policies by governments, whether that be in 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
