1824 search results for "time series"

How fair is White Elephant?

December 24, 2013
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How fair is White Elephant?

This article was first published on analyze stuff. It has been contributed to Anything but R-bitrary in celebration of its introductory post.By Max Ghenis Welcome to analyze stuff! For our first post, I wanted to reflect on the time of year; after all, ‘tis the season for hams and yams, caroling and sledding, and of...

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How fair is White Elephant?

December 24, 2013
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How fair is White Elephant?

Welcome to analyze stuff! For our first post, I wanted to reflect on the time of year; after all, ‘tis the season for hams and yams, caroling and sledding, and of course gifts! One popular party gift exchange game is the White Elephant, where each person brings a wrapped (typically regifted or otherwise odd-ball)...

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Welcoming our Guest Bloggers

December 20, 2013
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I'm heading out on vacation shortly but don't worry: we have a fantastic series of guest bloggers contributing to the Revolution blog for the next 3 weeks. We'll have posts from the Revolution Analytics development team, contributions from prominent R community members, and industry experts. And I'll still pop in from time to time with a few pre-scheduled surprises....

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Twelve Days 2013: LASSO Regression

December 19, 2013
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Day Eight: LASSO Regression TL/DR LASSO regression (least absolute shrinkage and selection operator) is a modified form of least squares regression that penalizes model complexity via a regularization parameter. It does so by including a term proportional to $||\beta||_{l_1}$ in the objective function which shrinks coefficients towards zero, and can even eliminate them entirely. In that light, LASSO is a...

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Converting graphs in pdf files to csv format

December 19, 2013
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Converting graphs in pdf files to csv format

Looking at a graph displayed as part of a pdf document is so tantalizing; I want that data as a csv! One way to get the data is to email the author(s) and ask for it. I do this regularly and sometimes get the apologetic reply that the data is confidential. But I can see

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Giving R the strengths of Stata

December 19, 2013
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Giving R the strengths of Stata

This is not a partisan post that extols the virtues of one software package over another. I love Stata and R and use them both all the time. They each have strengths and weaknesses and if I could only take … Continue reading →

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Processing EXIF Data

December 15, 2013
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Processing EXIF Data

I got quite inspired by the EXIF with R post on the Timely Portfolio blog and decided to do a similar analysis with my photographic database. The Data The EXIF data were dumped using exiftool. This command uses some of the powerful features of the bash shell. If you are interested in seeing more about

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Probability and Monte Carlo methods

December 15, 2013
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Probability and  Monte Carlo methods

This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading »

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Trapezoidal Integration – Conceptual Foundations and a Statistical Application in R

Trapezoidal Integration – Conceptual Foundations and a Statistical Application in R

Introduction Today, I will begin a series of posts on numerical integration, which has a wide range of applications in many fields, including statistics.  I will introduce with trapezoidal integration by discussing its conceptual foundations, write my own R function to implement trapezoidal integration, and use it to check that the Beta(2, 5) probability density

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A note on the co-moments in the IFACD model

December 11, 2013
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The Independent Factor Autoregressive Conditional Density (IFACD) model of Ghalanos, Rossi and Urga (2014) uniquely, in its class of parametric models, generates time varying higher co-moment forecasts, as a consequence of the ACD specification of the conditional density of the standardized innovations. In this short note I discuss in more detail the properties of the

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