1555 search results for "Regression"

Factor Attribution to improve performance of the 1-Month Reversal Strategy

July 16, 2012
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Factor Attribution to improve performance of the 1-Month Reversal Strategy

Today I want to show how to use Factor Attribution to boost performance of the 1-Month Reversal Strategy. The Short-Term Residual Reversal by D. Blitz, J. Huij, S. Lansdorp, M. Verbeek (2011) paper presents the idea and discusses the results as applied to US stock market since 1929. To improve 1-Month Reversal Strategy performance authors

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influence.ME updated to version 0.9

July 13, 2012
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Influence.ME is an R extension package for R that provides tools for detecting influential data in multilevel regression models. It is developed by Rense Nieuwenhuis (that’s me), Manfred te Grotenhuis, and Ben Pelzer. Recently, a new version (0.9) was uploaded ...

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R for Ecologists: Making MATLAB-like Graphs in R

July 13, 2012
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R for Ecologists: Making MATLAB-like Graphs in R

I’ve decided that my blog should become a brain dump for my experience/troubles/solutions to programming in R. I’ve met many people who want to learn but don’t have the time or patience to sit down and figure it out from … Continue reading →

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RcppArmadillo 0.3.2.4

July 12, 2012
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Conrad released version 3.2.4 of Armadillo yesterday. It contains a workaround for g++ 4.7.0 and 4.7.1 which have a regression triggered by the Armadillo codebase for small fixed-sized matrices. The corresponding RcppArmadillo package 0.3.2.4 arrived ...

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Visualizing Graphical Models

July 10, 2012
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Visualizing Graphical Models

I'm anticipating presenting research of mine based on Bayesian graphical models to an audience that might not be familiar with them. When presenting ordinary regression results, there's already the sort of statistical sniper questions along the lines o...

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Data Mining In Excel: Lecture Notes and Cases

July 10, 2012
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Data Mining In Excel: Lecture Notes and Cases

by Yanchang Zhao, RDataMining.com It is a 270-page book on data mining with Excel. It can be downloaded as a PDF file at http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.83.1393&rep=rep1&type=pdf. Below is its table of contents. - Overview of the Data Mining Process - Data Exploration … Continue reading →

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Network Visualization of Key Driver Analysis

July 8, 2012
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Network Visualization of Key Driver Analysis

Whatever happened to those evaluations that your airline asked you to complete after taking a flight? They ask you for a number of ratings about buying your ticket, attributes of the plane, the service you received, and if you were satisfied, if you wo...

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New package RcppCNPy with release 0.1.0 (and 0.0.1 earlier last week)

A few days ago I had blogged about getting NumPy data in R by using a simple converter script. That works fine, but it is a little annoying to have to write an entire file only to read from it again. So I kept looking around for a better solution---and soon found the cnpy library by Carl Rogers which provides simple C++...

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The R Journal Volume 4/1, June 2012

July 6, 2012
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As first reported by Paolo, the new R journal is out! You can Download the complete issue from here.  Refereed articles may be downloaded individually using the links below. Table of Contents Editorial 3   Contributed Research Articles   Analysing Seasonal Data  Adrian G Barnett, Peter Baker and Annette J Dobson 5 MARSS: Multivariate Autoregressive State-space...

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Error metrics for multi-class problems in R: beyond Accuracy and Kappa

July 6, 2012
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Error metrics for multi-class problems in R: beyond Accuracy and Kappa

The caret package for R provides a variety of error metrics for regression models and 2-class classification models, but only calculates Accuracy and Kappa for multi-class models.  Therefore, I wrote the following function to allow caret:::train t...

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