1629 search results for "time series"

Strata’s Data Driven Business Day

January 29, 2013
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The tagline for O'Reilly Strata conference series — Making Data Work — has meant that it's always been popular with practitioners, primarily data scientists working with Big Data in real-world environments. Recent Strata events have also attracted more business-oriented attendees, with events focused more on processes and outcomes than on the implementation details. On Tuesday February 26, Strata Santa...

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The components garch model in the rugarch package

January 28, 2013
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The components garch model in the rugarch package

How to fit and use the components model. Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on impossibly long series Variance targeting in garch estimation The model The components model (created by Engle and Lee) generally works better than the more common garch(1,1) model.  Some hints about … Continue reading...

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Lambda.r 1.1.0 released

January 25, 2013
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Lambda.r 1.1.0 released

This is a quick post to announce lambda.r version 1.1.0 is released and available on CRAN.1 This release has a …Continue reading »

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Regressions 101: “Significance”

January 25, 2013
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Regressions 101: “Significance”

SETUP (CAN BE SKIPPED) We start with data (how was it collected?) and the hope that Read more »

local package delays

January 24, 2013
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local package delays

When Jean-Michel and I left Berlin, a month ago, I really thought we were that close to sending the new edition of Bayesian Core. Alas, we are not done yet for a series of reasons: leaving for India did not give me enough time to complete the help manual, some codes from the original version

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Visualizing threaded conversation volume and intensity

January 24, 2013
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Visualizing threaded conversation volume and intensity

As a researcher interested in information flows in digital environments I’m often interested in finding patterns in social trace data. For this discussion we can think of digital social trace data as the text that people post into threaded topics on forums, like on Reddit or a Wiki Talk page on Wikipedia. One way to

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Going Beyond Florence Nightingale’s Data Diagram: Did Flo Blow It with Wedges?

January 23, 2013
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Going Beyond Florence Nightingale’s Data Diagram: Did Flo Blow It with Wedges?

In 2010, I wrote a short blog item about Florence Nightingale the statistician, solely because of its novelty value. I didn't even bother to look closely at the associated graphic she designed, but that's what I intend to do here. In this first installment, I reflect on her famous data visualization by reconstructing it...

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Using Rcpp to access the C API of xts

January 19, 2013
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Using Rcpp to access the C API of xts

The xts package by Jeff Ryan and Josh Ulrich is an immensely powerful tool that is widely used for timeseries work with R. Recently, the question about how to use it from Rcpp came up on StackOverflow and in a thread on the rcpp-devel list. In fact, xts has had an exposed API since 2008, but it...

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Using Rcpp to access the C API of xts

January 19, 2013
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Using Rcpp to access the C API of xts

The xts package by Jeff Ryan and Josh Ulrich is an immensely powerful tool that is widely used for timeseries work with R. Recently, the question about how to use it from Rcpp came up on StackOverflow and in a thread on the rcpp-devel list. In fact, xts has had an exposed API since 2008, but it...

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In case you missed it: December 2012 Roundup

January 17, 2013
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In case you missed them, here are some articles from December of particular interest to R users. The blog is.R ran an excellent series of R tips and applications in December, with posts including working with Stata files, working with graphs and networks, and text analysis. Kohske Takahashi provides R scripts to create a collection of optical illusions. Highlights...

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