1695 search results for "Time series"

reshape (from base) Explained: Part I

May 2, 2012
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reshape (from base) Explained: Part I

This Post Will Explain the Basics of Wide to Long With base reshape (part I) Often your data set is in wide format and some sort of analysis or visualization requires putting the data set into long format.  Hadely Wickham … Continue reading →

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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 2

April 30, 2012
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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 2

In the Follow-Up Part 1, I explored some of the functions in the quantstrat package that allowed us to drill down trade by trade to explain the difference in performance of the two strategies. By doing this, I found that my choice of a volatility measure may not have been the best choice. Although the … Continue reading...

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French Global Factors

April 30, 2012
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French Global Factors

I have said it already in multiple posts, but Kenneth French’s data library is one of the most generous and powerful contributions to the financial community.  To build on Systematic Investor’s series on factors, I thought I should run some ba...

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Bayesian ANOVA for sensory panel profiling data

April 30, 2012
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Bayesian ANOVA for sensory panel profiling data

In this post it is examined if it is possible to use Bayesian methods and specifically JAGS to analyze sensory profiling data. The aim is not to obtain different results, but rather to confirm that the results are fairly similar. The data used is the c...

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Teaching code, production code, benchmarks and new languages

April 30, 2012
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Teaching code, production code, benchmarks and new languages

I’m a bit obsessive with words. May be I should have used learning in the title, rather than teaching code. Or perhaps remembering code. You know? Code where one actually has very clear idea of what is going on; for … Continue reading →

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Guess who wins: apply() versus for loops in R

April 28, 2012
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Guess who wins: apply() versus for loops in R

Yesterday I tried to do some data processing on my really big data set in MS Excel. Wow, did it not like handling all those data!! Every time I tried to click on a different ribbon, the screen didn’t even … Continue reading →

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A Bayesian Consumption Function

April 27, 2012
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A Bayesian Consumption Function

What the title of this post is supposed to mean is: "Estimating a simple aggregate consumption function using Bayesian regression analysis".In a recent post I mentioned my long-standing interest in Bayesian Econometrics. When I teach this material I usually include a simple application that involves estimating a consumption function using U.S. time-series data. I used to have...

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phyloseq: Reproducible interactive analysis of microbiome census data using R

April 26, 2012
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phyloseq: Reproducible interactive analysis of microbiome census data using R

Collaborative development of phyloseq on GitHub. Official stable release of phyloseq on Bioconductor. Advances in DNA sequencing technology have dramatically improved the scope and scale of culture-independent investigations into microbial communities. There are effective software tools available to process raw DNA … Continue reading →

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Live Longer – Choose Your Country Wisely (if you can)

April 25, 2012
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Live Longer – Choose Your Country Wisely (if you can)

Full democracy countries are the ones in which to live. This week's story could start and end with the above graph with almost no further explanation. But that wouldn't do it justice. So, like so many of the past articles on "Graph o...

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Quantitative palaeolimnology: my book chapters are finally out!

April 23, 2012
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Quantitative palaeolimnology: my book chapters are finally out!

Today I received confirmation that the delayed fifth volume in the Developments in Palaeoenvironmental Research series has been published. The book is titled Data Handling and Numerical methods, though it covers more of the latter and, IMHO, is far more interesting than … Continue reading →

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