# 2074 search results for "Time series"

## Portfolio Optimization with fPortfolio

June 27, 2013
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fPortfolio contains a number of function to make portfolio optimization easier. I can compare the results I get from the functions in fPortfolio to the results from my function from the previous post. I don’t expect them to be exactly … Continue reading →

## Technical(and not technical) strategy testing

June 25, 2013
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I got "hooked" on OOP approach of R in particular reference classes. And after my last little project on option scenario analysis I reconstructed my messy technical strategy testing code.Now to begin I would like to reason why I have done this while there exists a nice "blotter" and "quantstrat" packages.First of all "quantstrat" is faster than blotter, which...

## Split violin plots

June 25, 2013
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(This article was first published on Ecology in silico, and kindly contributed to R-bloggers) Violin plots are useful for comparing distributions. When data are grouped by a factor with two levels (e.g. males and females), you can split the violins in half to see the difference between groups. Consider a 2 x 2 factorial experiment: treatments A and B...

## Three Ways to Run Bayesian Models in R

June 25, 2013
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There are different ways of specifying and running Bayesian models from within R. Here I will compare three different methods, two that relies on an external program and one that only relies on R. I won’t go into much detail about the differences in syntax, the idea is more to give a gist about how the different modeling languages...

## Got Bootstrap?

June 23, 2013
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This week I read the book by Michael Chernick and Robert LaBudde, An Introduction to Bootstrap Methods with Applications to R. It’s an interesting oeuvre for useRs of all stripes. I strongly recommend check it out. The book brings lots of examples of bootstrapping applications, such as standard errors, confidence intervals, hypothesis testing, and even

June 22, 2013
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Polygon is a such handy function in R for drawing beautiful charts where we can select regions (polygons) of the surface. It’s quite useful for indicating confidence regions of parameters, predictions for time-series, or areas under distributions:

## Are Green Number Runners More Likely to Bail?

June 22, 2013
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Comrades Marathon runners are awarded a permanent green race number once they have completed 10 journeys between Durban and Pietermaritzburg. For many runners, once they have completed the race a few times, achieving a green number becomes a possibility. And once the idea takes hold, it can become something of a compulsion. I can testify

June 19, 2013
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## Modeling an Infant’s Feeding Schedule with Periodic Smoothing Splines

June 15, 2013
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Feeding Schedule While on paternity leave I had an opportunity to test out periodic smoothing splines (within the framework of generalized additive models) on an interesting time-series-- an infant's feeding schedule. read more

## Modeling an Infant’s Feeding Schedule with Periodic Smoothing Splines

June 13, 2013
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While on paternity leave I had an opportunity to test out periodic smoothing splines (within the framework of generalized additive models) on an interesting time-series-- an infant's feeding schedule. load / format data and fit GAMs