1553 search results for "Regression"

If you are writing a book on Bayesian statistics

November 23, 2011
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This post is somewhat marginal to R in that there are several statistical systems that could be used to tackle the problem. Bayesian statistics is one of those topics that I would like to understand better, much better, in fact. … Continue reading →

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Do we need to deal with ‘big data’ in R?

November 22, 2011
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Do we need to deal with ‘big data’ in R?

David Smith at the Revolutions blog posted a nice presentation on “big data” (oh, how I dislike that term). It is a nice piece of work and the Revolution guys manage to process a large amount of records, starting with … Continue reading →

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CloudStat: Learn & Do R Language on the Cloud

November 19, 2011
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Hi! My fellow useRs! I’m making a web-based R Language platform ( http://cloudst.at/ ) for my students. My aim is to decrease the learning curve of learning R and collaboration. With CloudStat, there is no more download, installation, update and mai...

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Data is everywhere!

November 19, 2011
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Data is everywhere!

I was writing earlier today that I am getting really fed to using the same datasets over and over again. Of course using the same data over time with different methods (eg look this) serves really well on a comparison scope but still we can use other data in a web world. For example, you ...read more

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Data is everywhere!

November 19, 2011
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Data is everywhere!

I was writing earlier today that I am getting really fed to using the same datasets over and over again. Of course using the same data over time with different methods (eg look this) serves really well on a comparison scope but still we can use other data in a web world. For example, you

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Style Analysis

November 17, 2011
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Style Analysis

During the final stage of asset allocation process we have to decide how to implement our desired allocation. In many cases we will allocate capital to the mutual fund managers who will invest money according to their fund’s mandate. Usually there is no perfect relationship between asset classes and fund managers. To determine the true

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Power-laws: choose your x and y variables carefully

November 16, 2011
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Power-laws: choose your x and y variables carefully

This is a follow-up of the post Power of running world records As suggested by Andrew, plotting running world records could benefit from a change of variables. More exactly the use of different variables sheds light on a well-known sports result provided in a 2000 Nature paper by Sandra Savaglio and Vincenzo

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Announcing Revolution R Enterprise 5.0

November 15, 2011
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We're proud to announce the latest update to the enhanced, commercial-grade distribution of R, Revolution R Enterprise 5.0. With each new release, Revolution R Enterprise adds more capabilities to open-source R, to make R users more productive, to improve performance of R programs, to support Big Data analytics, and to provide servers and APIs for enterprise deployment. New features...

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Conference in Lyon on climate change and insurance

November 14, 2011
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Conference in Lyon on climate change and insurance

I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201...

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Another look at autocorrelation in the S&P 500

November 11, 2011
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Another look at autocorrelation in the S&P 500

Casting doubt on the possibility of mean reversion in the S&P 500 lately. Previously A look at volatility estimates in “The mystery of volatility estimates from daily versus monthly returns” led to considering the possibility of autocorrelation in the returns.  I estimated an AR(1) model through time and added a naive confidence interval to the … Continue reading...

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