1879 search results for "time series"

Giving R the strengths of Stata

December 19, 2013
By
Giving R the strengths of Stata

This is not a partisan post that extols the virtues of one software package over another. I love Stata and R and use them both all the time. They each have strengths and weaknesses and if I could only take … Continue reading →

Read more »

Processing EXIF Data

December 15, 2013
By
Processing EXIF Data

I got quite inspired by the EXIF with R post on the Timely Portfolio blog and decided to do a similar analysis with my photographic database. The Data The EXIF data were dumped using exiftool. This command uses some of the powerful features of the bash shell. If you are interested in seeing more about

Read more »

Probability and Monte Carlo methods

December 15, 2013
By
Probability and  Monte Carlo methods

This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading »

Read more »

Trapezoidal Integration – Conceptual Foundations and a Statistical Application in R

Trapezoidal Integration – Conceptual Foundations and a Statistical Application in R

Introduction Today, I will begin a series of posts on numerical integration, which has a wide range of applications in many fields, including statistics.  I will introduce with trapezoidal integration by discussing its conceptual foundations, write my own R function to implement trapezoidal integration, and use it to check that the Beta(2, 5) probability density

Read more »

A note on the co-moments in the IFACD model

December 11, 2013
By

The Independent Factor Autoregressive Conditional Density (IFACD) model of Ghalanos, Rossi and Urga (2014) uniquely, in its class of parametric models, generates time varying higher co-moment forecasts, as a consequence of the ACD specification of the conditional density of the standardized innovations. In this short note I discuss in more detail the properties of the

Read more »

A note on the co-moments in the IFACD model

December 11, 2013
By

The Independent Factor Autoregressive Conditional Density (IFACD) model of Ghalanos, Rossi and Urga (2014) uniquely, in its class of parametric models, generates time varying higher co-moment forecasts, as a consequence of the ACD specification of the conditional density of the standardized innovations. In this short note I discuss in more detail the properties of the

Read more »

Feature Prioritization: Multiple Correspondence Analysis Reveals Underlying Structure

December 10, 2013
By
Feature Prioritization:  Multiple Correspondence Analysis Reveals Underlying Structure

Measuring the Power of Product Features to Generate Increased DemandProduct management requires more from feature prioritization than a rank ordering. It is simply not enough to know the "best" feature if that best does not generate increased demand. W...

Read more »

Matrix factorizations and social network graph analysis

December 9, 2013
By
Matrix factorizations and social network graph analysis

This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading »

Read more »

Fall is the data analysis season

December 7, 2013
By
Fall is the data analysis season

Dear diary, I spent a lot of my summer in the lab, and my fall has been mostly data analysis, with a little writing and a couple of courses thrown in there. Data analysis means writing code, and nowadays I do most of my work with the help of R. R has even replaced python

Read more »

Visualizing systems of linear equations and linear transformations

December 2, 2013
By
Visualizing systems of linear equations and linear transformations

This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading »

Read more »