1740 search results for "time series"

Portfolio Optimization with fPortfolio

June 27, 2013
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Portfolio Optimization with fPortfolio

fPortfolio contains a number of function to make portfolio optimization easier. I can compare the results I get from the functions in fPortfolio to the results from my function from the previous post. I don’t expect them to be exactly … Continue reading →

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Technical(and not technical) strategy testing

June 25, 2013
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Technical(and not technical) strategy testing

I got "hooked" on OOP approach of R in particular reference classes. And after my last little project on option scenario analysis I reconstructed my messy technical strategy testing code.Now to begin I would like to reason why I have done this while there exists a nice "blotter" and "quantstrat" packages.First of all "quantstrat" is faster than blotter, which...

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Split violin plots

June 25, 2013
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Split violin plots

(This article was first published on Ecology in silico, and kindly contributed to R-bloggers) Violin plots are useful for comparing distributions. When data are grouped by a factor with two levels (e.g. males and females), you can split the violins in half to see the difference between groups. Consider a 2 x 2 factorial experiment: treatments A and B...

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Three Ways to Run Bayesian Models in R

June 25, 2013
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Three Ways to Run Bayesian Models in R

There are different ways of specifying and running Bayesian models from within R. Here I will compare three different methods, two that relies on an external program and one that only relies on R. I won’t go into much detail about the differences in syntax, the idea is more to give a gist about how the different modeling languages...

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Got Bootstrap?

June 23, 2013
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Got Bootstrap?

This week I read the book by Michael Chernick and Robert LaBudde, An Introduction to Bootstrap Methods with Applications to R. It’s an interesting oeuvre for useRs of all stripes. I strongly recommend check it out. The book brings lots of examples of bootstrapping applications, such as standard errors, confidence intervals, hypothesis testing, and even

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Advanced Graphics I

June 22, 2013
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Advanced Graphics I

Polygon is a such handy function in R for drawing beautiful charts where we can select regions (polygons) of the surface. It’s quite useful for indicating confidence regions of parameters, predictions for time-series, or areas under distributions:

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Are Green Number Runners More Likely to Bail?

June 22, 2013
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Are Green Number Runners More Likely to Bail?

Comrades Marathon runners are awarded a permanent green race number once they have completed 10 journeys between Durban and Pietermaritzburg. For many runners, once they have completed the race a few times, achieving a green number becomes a possibility. And once the idea takes hold, it can become something of a compulsion. I can testify

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A Toy Instrumental Variable Application

June 19, 2013
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A Toy Instrumental Variable Application

Modeling an Infant’s Feeding Schedule with Periodic Smoothing Splines

June 15, 2013
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Modeling an Infant’s Feeding Schedule with Periodic Smoothing Splines

Feeding Schedule While on paternity leave I had an opportunity to test out periodic smoothing splines (within the framework of generalized additive models) on an interesting time-series-- an infant's feeding schedule. read more

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Twitter Twitter on the Web, Who is the Most Popular of All? Interactively Determining Popularity of Two Entitites on Twitter

June 12, 2013
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Twitter Twitter on the Web, Who is the Most Popular of All? Interactively Determining Popularity of Two Entitites on Twitter

Code updated based on feedback (see list of changes at the very end)Okay, that was a take on the mirror mirror on the wall quote from Snow White. This continues my saga of learning from the superb work done by the R-community and building on their...

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