1500 search results for "Regression"

Modelling returns using PCA : Evidence from Indian equity market

December 26, 2011
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As my finance term paper, I investigated an interesting question where I tried to identify macroeconomic variables that explain the returns on equities. Much of the debate has already taken place on this topic which has given rise to two competing theo...

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ML-Class Ex 7 – kMeans clustering

December 24, 2011
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ML-Class Ex 7 – kMeans clustering

The K-means algorithm is a method to automatically cluster similar data examples together. The intuition behind K-means is an iterative procedure that starts by guessing the initial centroids, and then refines this guess by repeatedly assigning examples to their closest centroids and then recomputing the centroids based on the assignments. Read more »

First impressions of Doing Bayesian Data Analysis

December 22, 2011
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First impressions of Doing Bayesian Data Analysis

About a month ago I was discussing the approach that I would like to see in introductory Bayesian statistics books. In that post I mentioned a PDF copy of Doing Bayesian Data Analysis by John K. Kruschke and that I … Continue reading →

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Review of ‘R in Action’ by Robert I. Kabacoff

December 20, 2011
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Review of ‘R in Action’ by Robert I. Kabacoff

By Joseph Rickert Yesterday, the cosmic randomizer placed me next to a newly minter lawyer in a crowed Los Gatos coffee shop. In three minutes of conversation I learned that that the fellow was interested in corporate law, was about to take a job that would give him a seat in the great VC/start-up game and that he had...

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December 2011 issue of the R Journal: An overview

December 20, 2011
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December 2011 issue of the R Journal: An overview

The December 2011 issue of the R Journal is now available for download. Three times a year, the open-access journal of the R project publishes peer-reviewed articles on research and applications of R and R packages. As of the latest issue, all articles are published under a Creative Commons license, making them accessible for translation, academic and commercial uses...

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Pairs Trading Issues

December 20, 2011
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Pairs Trading Issues

(This article was first published on Eran Raviv » R, and kindly contributed to R-bloggers) A few words for those of you who are not familiar with the “pairs trading” concept. First you should understand that the movement of every stock is dominated not by the companies performance but by the general market movement. This is the origin of...

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Maximal Information Coefficient (MIC)

December 19, 2011
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Maximal Information Coefficient (MIC)

Pearson r correlation coefficients for various distributions of paired data (Credit: Denis Boigelot, Wikimedia Commons)A paper published this week in Science outlines a new statistic called the maximal information coefficient (MIC), which is able to equally describe the correlation between paired variables regardless of linear or nonlinear relationship. In...

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Exploring Your Voter File with R

December 12, 2011
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Exploring Your Voter File with R

We perform a voter file analysis for Wake County, NC using R.

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UseR! 2011 slides and videos – on one page

December 11, 2011
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Links to slides and talks from useR 2011 - all organized in one page.Read more »

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Stability of classification trees

December 9, 2011
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Stability of classification trees

Classification trees are known to be unstable with respect to training data. Recently I have read an article on stability of classification trees by Briand et al. (2009). They propose a quantitative similarity measure between two trees. The method is i...

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