1829 search results for "Time series"

The Leverage Space Trading Model

March 29, 2011
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The Leverage Space Trading Model

I finally got around to reading Ralph Vince’s latest The Leverage Space Trading Model (for a brief summary see this magazine article in Futures), and I’m happy to say that the book was very helpful in approach and example.  I especially enjoye...

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Radiation levels at Fukushima

March 24, 2011
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Radiation levels at Fukushima

From BWR The above graph is derived from data scraped from TEPCO press releases. Every hour or so for the first few days of the crisis, a TEPCO van would record radiation (probably Beta/Gamma, but the translation is unclear) at … Continue reading →

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The Many Uses of Q-Q Plots

The Many Uses of Q-Q Plots

My last four posts have dealt with boxplots and some useful variations on that theme.  Just after I finished the series, Tal Galili, who maintains the R-bloggers website, pointed me to a variant I hadn’t seen before.  It's called a bee...

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Yeah Sure, Maybe, Well … Okay

March 23, 2011
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Yeah Sure, Maybe, Well … Okay

Whoever wrote the book on statistics, probably avoided getting a proper education in literature. At least that's my null hypothesis. The cryptic and awkward presentation of probabilities common amongst the Frequentists (no, not the Latin American Socia...

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Free and Easy Currency Monitor in R

March 22, 2011
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Free and Easy Currency Monitor in R

Certainly not the best way to keep up with currencies, but the increasingly important job of monitoring currencies can be free and easy in R using Federal Reserve FRED data.  Here is a template that can be adjusted to your favorite currencies with...

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Updated infochimps R package, includes several new APIs

March 21, 2011
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Recently, the good folks at Infochimps.com rolled out a series of new APIs to add to their already impressive set of data resources. I have been in a perpetual state of catch-up since the new year, so I have only now got around to adding some of these new APIs to the infochimps R package. Here

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Circular or spherical data, and density estimation

March 17, 2011
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Circular or spherical data, and density estimation

I few years ago, while I was working on kernel based density estimation on compact support distribution (like copulas) I went through a series of papers on circular distributions. By that time, I thought it was something for mathematicians working ...

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sab-R-metrics: Brief Sidetrack for Scatterplot Matrices

March 16, 2011
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sab-R-metrics: Brief Sidetrack for Scatterplot Matrices

In my last two posts I talked about Ordinary Least Squares, then extended this discussion to the multiple predictor case and briefly talked about some of the problems that may arise. These problems can include omitted variable bias, heteroskedasticity, non-normality, and multicollinearity. Most of these problems are relatively minor in practice and have easy fixes,...

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sab-R-metrics: Brief Sidetrack for Scatterplot Matrices

March 16, 2011
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sab-R-metrics: Brief Sidetrack for Scatterplot Matrices

In my last two posts I talked about Ordinary Least Squares, then extended this discussion to the multiple predictor case and briefly talked about some of the problems that may arise. These problems can include omitted variable bias, heteroskedasticity, non-normality, and multicollinearity. Most of these problems are relatively minor in practice and have easy fixes,...

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Using R for Introductory Statistics, The Geometric distribution

March 13, 2011
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Using R for Introductory Statistics, The Geometric distribution

We've already seen two discrete probability distributions, the binomial and the hypergeometric. The binomial distribution describes the number of successes in a series of independent trials with replacement. The hypergeometric distribution describes th...

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