1703 search results for "time series"

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 »

Animating neural networks from the nnet package

March 19, 2013
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Animating neural networks from the nnet package

My research has allowed me to implement techniques for visualizing multivariate models in R and I wanted to share some additional techniques I’ve developed, in addition to my previous post. For example, I think a primary obstacle towards developing a useful neural network model is an under-appreciation of the effects model parameters have on model

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Baseball Statistics with R – Batting Average

March 18, 2013
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Baseball Statistics with R – Batting Average

I'm working on a new book about the R programming language. R is a language that is designed for use with statistics and data. I use it to analyze sports and social networking. I thought that it would be fun to write the book focusing on baseball statistics using data from Major League Baseball. This post...

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