1694 search results for "Time series"

Mixture distributions and models: a clarification

Mixture distributions and models: a clarification

In response to my last post, Chris had the following comment:           I am actually trying to better understand the distinction between mixture models and mixture distributions in my own work.  You seem to say mixture models apply to a small set of models – namely regression models.This comment suggests that my caution about the difference between mixed-effect models and mixture distributions...

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ICD codes – Analysing hospitilisations

July 14, 2011
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ICD codes – Analysing hospitilisations

A brief first post on what I hope will be a series of posts on analysing hospitilisation data, which is recorded using ICD codes (International Statistical Classification of Diseases and Related Health Problems) Initially here is an R file. This can be read in and will create a list, 218 long, forming groupings using sub

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More Thoughts on US Death Spiral

July 13, 2011
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More Thoughts on US Death Spiral

What troubles me most about today’s environment is the persistent belief that crisis large or small results in a US dollar rally and lower Treasury rates. However, what happens if the US dollar and US Treasury rates are the source of the crisis? Then...

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tracking Australian election betting markets again (now with sparklines)

July 13, 2011
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The header of my blog (above) shows the latest prices on offer in some of Australia’s election betting markets.  I convert the prices to an implied probability of ALP win (factoring out the bookie’s profit margin, the so-called “overround”). I’m using some Javascript by John Resig to make Tufte-ish sparklines, although the Google version of sparklines

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The foundations of Statistics: a simulation-based approach

July 11, 2011
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The foundations of Statistics: a simulation-based approach

“We have seen that a perfect correlation is perfectly linear, so an imperfect correlation will be `imperfectly linear’.” page 128 This book has been written by two linguists, Shravan Vasishth and Michael Broe, in order to teach statistics “in  areas that are traditionally not mathematically demanding” at a deeper level than traditional textbooks “without using

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Migrating from SPSS/Excel to R

July 10, 2011
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Migrating from SPSS/Excel to R

In this post, I give an outline for those interested in migrating from using SPSS and Excel for data processing/analysis …Continue reading »

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The Rebirth

July 8, 2011
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The Rebirth

Hey guys, I know that I have been gone for awhile now.  I just came back from a month long euro adventure so have no fear, I have plenty of time to devote to blogging now.  From this day forward, X.U. Economics will be known as The Dancing Ec...

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High-quality R graphics on the Web with SVG

July 7, 2011
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High-quality R graphics on the Web with SVG

If you want the graphics you create with R to look their best, in general it's best to go for a vector-based graphics format instead of a raster-based format. Common formats like GIF and JPG are raster-based: the image is composed of pixels, and if you don't choose a high enough resolution, you're likely to lose fine details and/or...

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ARMA Models for Trading, Part VI

July 5, 2011
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ARMA Models for Trading, Part VI

All posts in this series were combined into a single, extended tutorial and posted on my new blog. In the fourth posting in this series, we saw the performance comparison between the ARMA strategy and buy-and-hold over the last approximately 10 years. Over the last few weeks (it does take time, believe me) I back-tested

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A Quantstrat to Build On Part 6

July 5, 2011
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A Quantstrat to Build On Part 6

THIS IS NOT INVESTMENT ADVICE.  ACTING ON THIS MAY LOSE LOTS OF MONEY. In A Quantstrat to Build on Part 5, I promised some performance reporting on quantstrat portfolios, but then in REIT Momentum in Quantstrat, I discovered it is not nearly as ea...

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