1695 search results for "time series"

R version 3 released

April 3, 2013
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The R language marks a major milestone today with the release of R 3.0.0 (codename: "Masked Marvel"). The increment in the version number reflects not a fundamental change in the R langauge itself, but a recognition that the R codebase has matured to a point where closing out the 2.x series makes sense. Nonetheless, this release does include some...

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CFP: the 11th Australasian Data Mining Conference (AusDM 2013), submission due 15 July

April 3, 2013
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CFP: the 11th Australasian Data Mining Conference (AusDM 2013), submission due 15 July

********************************************************************* The 11th Australasian Data Mining Conference (AusDM 2013) Canberra, Australia, 13-15 November 2013, http://ausdm13.togaware.com Join us on LinkedIn: http://www.linkedin.com/groups/AusDM-4907891 ********************************************************************* Data mining, the art and science of intelligent analysis of (usually large) data sets for meaningful (and previously unknown) … Continue reading →

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a brief on naked statistics

April 2, 2013
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a brief on naked statistics

Over the last Sunday breakfast I went through Naked Statistics: Stripping the Dread from the Data. The first two pages managed to put me in a prejudiced mood for the rest of the book. To wit: the author starts with some math bashing (like, no one ever bothers to tell us about the uses of

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What’s New in Release 6.2: Additional ScaleR Features

April 2, 2013
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by Thomas Dinsmore Revolution R Enterprise Release 6.2 is in track for General Availability on April 22. In previous posts, I've commented on support for open source R 2.15.3 and Stepwise Regression. Today I'll wrap this series with a summary of some of the other new features supported in this release. Parallel Random Number Generation For analysts seeking to...

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Facebook profile photo changes reveal trends in support for same-sex marriage

March 29, 2013
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Facebook profile photo changes reveal trends in support for same-sex marriage

On Tuesday and Wednesday this week, the US Supreme Court heard two landmark cases related to same-sex marriage rights in this country. Simultaneously, to show solidarity for the cause of civil rights for gay members of society, thousands of Facebook users changed their profile pictures to a red equality symbol at the suggestion of the Human Rights Campaign. Most...

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“Building ractives is so addictive it should be illegal!”

March 27, 2013
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clickme is an amazing R package. I was not sure what to expect when I first saw Nacho Caballero's announcement. I actually was both skeptical and intimidated, but neither reaction was justified. The examples prove its power, and his wiki tutorials ease...

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Estimating the Decay Rate and the Half-Life of DDT in Trout – Applying Simple Linear Regression with Logarithmic Transformation

Estimating the Decay Rate and the Half-Life of DDT in Trout – Applying Simple Linear Regression with Logarithmic Transformation

This blog post uses a function and a script written in R that were displayed in an earlier blog post. Introduction This is the second of a series of blog posts about simple linear regression; the first was written recently on some conceptual nuances and subtleties about this model.  In this blog post, I will use

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Rcpp 0.10.3

March 23, 2013
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A new relase 0.10.3 of Rcpp is now on CRAN and in Debian. This is the fourth release in the 0.10.* series, and further extends and solidifies the excellent Rcpp attributes. A few other bugs were fixed as well, and support for wide character string...

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High Frequency GARCH: The multiplicative component GARCH (mcsGARCH) model

March 20, 2013
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High Frequency GARCH: The multiplicative component GARCH (mcsGARCH) model

The interest in high frequency trading and models has grown exponentially in the last decade. While I have some doubts about the validity of any signals emerging from all the noise at higher and higher frequencies, I have nevertheless decided to look at the statistical modelling of intraday returns using GARCH models. Unlike daily and

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High Frequency GARCH: The multiplicative component GARCH (mcsGARCH) model

March 20, 2013
By
High Frequency GARCH: The multiplicative component GARCH (mcsGARCH) model

The interest in high frequency trading and models has grown exponentially in the last decade. While I have some doubts about the validity of any signals emerging from all the noise at higher and higher frequencies, I have nevertheless decided to look at the statistical modelling of intraday returns using GARCH models. Unlike daily and

Read more »