1540 search results for "time series"

The R-Podcast Episode 10: Adventures in Data Munging Part 2

September 16, 2012
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I’m happy to present episode 10 of the R-Podcast! Season 1 of the R-Podcast concludes with part 2 of my series on data munging, in which I discuss issues surrounding importing data sets contained in HTML tables. I share how I used the XML and RCurl packages to validate and import data from hockey-reference.com for

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Tutorials for Learning Visualization in R

September 12, 2012
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Tutorials for Learning Visualization in R

Today's guest post comes from Nathan Yau. Nathan runs FlowingData, a site on statistics and visualization, and is the author of Visualize This. Years ago, when I started FlowingData, the purpose of the blog was to catalog and think out loud about visualization, in its many varieties. In the beginning I was talking to myself for the most part,...

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Not fooled by randomness

September 10, 2012
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Not fooled by randomness

The paper is “Not Fooled by Randomness: Using Random Portfolios to Analyze Investment Funds” by Roberto Stein.  Here is an explanation of the idea of random portfolios. Favorite sentence The real question here is whether we’re actually measuring skill, or these are still measures of performance, so influenced by extraneous factors that the existence of … Continue reading...

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Implementing the CountSummary Procedure

Implementing the CountSummary Procedure

In my last post, I described and demonstrated the CountSummary procedure to be included in the ExploringData package that I am in the process of developing.  This procedure generates a collection of graphical data summaries for a count data sequence, based on the distplot, Ord_plot, and Ord_estimate functions from the vcd package.  The distplot function generates both the Poissonness...

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Suicide statistics and the Christchurch earthquake

September 5, 2012
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Suicide statistics and the Christchurch earthquake

Suicide is a tragic and complex problem. This week New Zealand’s Chief Coroner released its annual statistics on suicide, which come with several tables and figures. One of those figures refers to monthly suicides in the Christchurch region (where I … Continue reading →

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New Attribution Functions for PortfolioAnalytics

September 1, 2012
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New Attribution Functions for PortfolioAnalytics

Another Google Summer of Code (GSoC) project this summer focused on creating functions for doing returns-based performance attribution. I’ve always been a little puzzled about why this functionality wasn’t covered already, but I think that most analysts do this kind of work in Excel. That, of course, has its own perils. But beyond the workflow

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RStan: Fast, multilevel Bayesian modeling in R

August 31, 2012
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For the last decade or so, the go-to software for Bayesian statisticians has been BUGS (and later the open-source incarnation, OpenBugs, or JAGS). BUGS is used for multi-level modeling: using a specialized notation, you can define random variables of various distributions, set Bayesian priors for their parameters, and create the network of relationships that describe how the random variables...

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F1 2012 Mid-Season Review

August 30, 2012
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F1 2012 Mid-Season Review

Rather belatedly, I got around to posting a series of posts summarising the Formula One season to date: F1 2012 Mid-Season Review – Grid/Classification Analysis: for example, how do the drivers’ grid and final classifications compare? F1 2012 Mid-Season Review – Pit Stops: for example, how does pit stop performance across the teams compare? F1

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Are career motivations changing?

August 28, 2012
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Are career motivations changing?

The German news magazine Der Spiegel published a series of articles around career developments. The stories suggest that career aspirations of young professionals today are somewhat different to those of previous generations in Germany. Apparen...

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Momentum with R: Part 1

August 23, 2012
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Momentum with R: Part 1

Time really flies… it is hard to believe that it has been over a month since my last post. Work and life in general have consumed much of my time lately and left little time for research and blog posts. Anyway, on to the post! This post will be the first in a series of … Continue reading...

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