1931 search results for "time series"

Active or Passive?

April 7, 2014
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Active or Passive?

We all heard the story several times that active Managers are not worth the Management Fee they charge you or more nicely phrased Active Manager hardly add value.Let's assume our Active Manager is benchmarked against the DAX. We are investigating if a ...

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Stationarity of ARCH processes

April 6, 2014
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Stationarity of ARCH processes

In the context of AR(1) processes, we spent some time to explain what happens when  is close to 1. if  the process is stationary, if  the process is a random walk if  the process will explode Again, random walks are extremely interesting processes, with puzzling properties. For instance, as , and the process will cross the x-axis an infinite number...

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Five Reasons to Teach Elementary Statistics With R: #1

April 5, 2014
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Five Reasons to Teach Elementary Statistics With R:  #1

Introduction Reason #1: Package mosaic Keeping Simple Things Simple Flow-Control for the Masses There is Much More References Introduction This is is first in a projected five-part series of posts aimed at colleagues who teach...

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Five Reasons to Teach Elementary Statistics With R: #1

April 5, 2014
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Five Reasons to Teach Elementary Statistics With R:  #1

Introduction Reason #1: Package mosaic Keeping Simple Things Simple Flow-Control for the Masses There is Much More References Introduction This is is first in a projected five-part series of posts aimed at colleagues who teach...

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Two R tutorials for beginners

Two R tutorials for beginners I am currently in the process of rescuing some of the pages from my now defunct datajujitsu.co.uk blogger blog and moving to this Github/Clojure/Bootstrap version. I also today gave a tutorial to the University of Manche...

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Functional programming in R

Functional programming in R

Functional programming in R This post is based on a talk I gave at the Manchester R User Group on functional programming in R on May 2nd 2013. The original slides can be found here This post is about functional programming, why it is at the heart of the R language and how it can hopefully help you...

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Sales Dashboard in R with qplot and ggplot2 – Part 1

April 2, 2014
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Sales Dashboard in R with qplot and ggplot2 – Part 1

In a previous post on my personal blog about creating Pivot Tables in R with melt and cast we covered a simple way to generate sales reports and summary tables from a data set consisting of orders. It is often said that a picture is … Continue reading →

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Calendar charts with googleVis

April 1, 2014
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Calendar charts with googleVis

My little series of posts about the new googleVis charts continues with calendar charts. Google's calendar charts are still in beta, but they provide already a nice heat map visualisation of calendar year data. The current development version of google...

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analyze the european social survey (ess) with r

March 31, 2014
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with more than a decade of microdata aimed at gauging the political mood across european nations, the european social survey (ess) allows scientists like you to examine socio-demographic shifts among broad groups all the way down to pirate party (pirat...

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Bayesian Data Analysis [BDA3 – part #2]

March 30, 2014
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Bayesian Data Analysis [BDA3 – part #2]

Here is the second part of my review of Gelman et al.’ Bayesian Data Analysis (third edition): “When an iterative simulation algorithm is “tuned” (…) the iterations will not in general converge to the target distribution.” (p.297) Part III covers advanced computation, obviously including MCMC but also model approximations like variational Bayes and expectation propagation

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