1780 search results for "Time series"

sab-R-metrics: Basics of Vectors and Data Calling

January 6, 2011
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Wednesday, I began a new series called "sab-R-metrics". My hope is that it reduces the frustration that goes along with learning a new programming language and enhances others' ability to perform their own analysis in baseball or other sports. However, these tutorials will hopefully allow you to use these skills in other areas as well. ...

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sab-R-metrics: Introduction to R

January 5, 2011
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sab-R-metrics: Introduction to R

In a recent post, I briefly mentioned that I may turn a majority of the focus of this blog to teaching R commands for use with sabermetric analysis. Only a few days later, Ricky Zanker began a new column at The Hardball Times doing just that. But that's okay. Hopefully both his and mine...

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sab-R-metrics: Introduction to R

January 5, 2011
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sab-R-metrics: Introduction to R

In a recent post, I briefly mentioned that I may turn a majority of the focus of this blog to teaching R commands for use with sabermetric analysis. Only a few days later, Ricky Zanker began a new column at The Hardball Times doing just that. But that's okay. Hopefully both his and mine...

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Creating prediction distributions

January 4, 2011
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Creating prediction distributions

Here we give details and code for the prediction distributions exhibited in yesterday’s blog post Tis the season to predict. Eight years of returns The equity indices use daily closing levels from the start of 2003.  This data comes from Yahoo. A roughly equivalent technique of selecting the last 2000 daily prices is used for … Continue reading...

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R-bloggers in 2010: Top 14 R posts, site statistics and invitation for sponsors

January 1, 2011
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R-bloggers in 2010: Top 14 R posts, site statistics and invitation for sponsors

A year ago (on December 9th 2009), I wrote about founding R-bloggers.com, an (unofficial) online R journal written by bloggers who agreed to contribute their R articles to the site. In this post I wish to celebrate R-bloggers’ first birthday by sharing with you: Links to the top 14 posts of 2010 Reflections about the origin of R-bloggers Statistics

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Review: Statistical Analysis with R: Beginner’s Guide by John M. Quick

January 1, 2011
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Review: Statistical Analysis with R: Beginner’s Guide by John M. Quick

Summary: If you can get past the strange underlying story, then this gives a good introduction to R to someone with no programming experience. However, if you have any experience with other programming languages then another book is likely to be more suitable. Reference: Quick, J. M., Statistical Analysis in R: Beginners Guide, Packt Publishing,

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Blog year 2010 in review

December 30, 2010
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Blog year 2010 in review

The blog year started in August and consists of 30-something posts.  Here is a summary. Quant concepts backtesting: Backtesting — almost wordless cointegration: American TV does cointegration efficient frontier: Anomalies meet volatility implied alpha: Implied alpha — almost wordless portfolio theory: Ancient portfolio theory random walk: The tightrope of the random walk returns: A tale … Continue reading...

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The tightrope of the random walk

December 27, 2010
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The tightrope of the random walk

We’re really interested in markets, but we’ll start with a series of coin tosses.  If the coin lands heads, then we go up one; if it lands tails, we go down one. Figure 1: A coin toss path.Figure 1 is the result of one thousand coin flips.  It is a random walk. The R command … Continue reading...

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Rcpp 0.9.0 announcement

December 25, 2010
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The text below went out as a post to the r-packages list a few days ago, but I thought it would make sense to post it on the blog too. So with a little html markup... Summary Version 0.9.0 of the Rcpp package is now on CRAN and its mirrors. Thi...

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How to buy a used car with R (part 2)

December 20, 2010
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How to buy a used car with R (part 2)

Continued from Part 1. Part 2: Digging into the Kelley Blue Book The only thing better than a bit of data is a lot of data. Now that we can grab KBB values for a given trim of a given model in a given year, we set our ambitions higher: automating the collection of these values for...

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