1695 search results for "Time series"

Bayesian Nonparametrics in R

June 25, 2012
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Bayesian Nonparametrics in R

On July 25th, I’ll be presenting at the Seattle R Meetup about implementing Bayesian nonparametrics in R. If you’re not sure what Bayesian nonparametric methods are, they’re a family of methods that allow you to fit traditional statistical models, such as mixture models or latent factor models, without having to fully specify the number of

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Hodgkin-Huxley model in R

June 24, 2012
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Hodgkin-Huxley model in R

One of the great research papers of the 20th century celebrates its 60th anniversary in a few weeks time: A quantitative description of membrane current and its application to conduction and excitation in nerve by Alan Hodgkin and Andrew Huxley. Only a...

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Actuarial models with R, Meielisalp

June 23, 2012
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Actuarial models with R, Meielisalp

I will be giving a short course in Switzerland next week, at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The long...

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The R-Podcast Screencast 2: Visualization with ggplot2

June 23, 2012
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Here is the second screencast episode of the R-Podcast to accompany episode 8 of the R-Podcast: Visualization with ggplot2. In this screencast I demonstrate a real-time session of using ggplot2 to create boxplots for a visualization of hockey attendance in the NHL. The R code created in this screencast is available in our GitHub repository,

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R and the web (for beginners), Part I: How is the local nuclear plant doing?

June 21, 2012
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R and the web (for beginners), Part I: How is the local nuclear plant doing?

One of the things I especially like about R is its ability to easily access and process data from the web. If you are new to R, or never have used it to access data from the Internet, here is the first part of a little series of posts with examples to ...

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Solving Big Problems with Oracle R Enterprise, Part I

June 21, 2012
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Solving Big Problems with Oracle R Enterprise, Part I

Abstract: This blog post will show how we used Oracle R Enterprise to tackle a customer’s big calculation problem across a big data set. Overview: Databases are great for managing large amounts of data in a central place with rigorous enterprise-level controls.  R is great for doing advanced computations.  Sometimes you need to...

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Body Weight in the United States – Part 3, "Contributing Factors"

June 20, 2012
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Body Weight in the United States – Part 3, "Contributing Factors"

Carbs In Part 2 of this series, micro-nutrients were cited as a non-factor for weight gain. This is not the case with macro-nutrients (carbohydrates, fats, proteins, water). While fats, proteins and water are essential (without them you could no...

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UseR 2012 highlights

June 20, 2012
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UseR 2012 highlights

The eighth annual R user conference, UseR! 2012, has come and gone — and what an event it was! I've been to five useR! conferences so far, and each one improves upon the last. This year's conference at Vanderbilt was the best so far: an outstanding location (my first visit to Nashville, a great city), excellent facilities (the lecture...

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The R-Podcast Episode 8: Visualization with ggplot2

June 20, 2012
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I’m happy to present this jam-packed episode of the R-Podcast dedicated to using the ggplot2 package for visualization. This episode will have a companion screencast released in the next few days. I use data from the Hockey Summary Project to demonstrate how to create a series of boxplots of NHL regular season attendance for each

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Factor Attribution

June 19, 2012
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Factor Attribution

I came across a very descriptive visualization of the Factor Attribution that I will replicate today. There is the Three Factor Rolling Regression Viewer at the mas financial tools web site that performs rolling window Factor Analysis of the “three-factor model” of Fama and French. The factor returns are available from the Kenneth R French:

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