2179 search results for "time series"

Release of psd 1.0 to CRAN

March 23, 2015
By
Release of psd 1.0 to CRAN

Greetings, Interweb! I’m pleased to announce psd 1.0, a long-overdue major update from the 0.* series which includes significant advancements in performance, improved clarity and consistency of documentation and method/class handling, and the elimination a few long-standing bugs. Some major changes include: Most importantly, all major bottlenecks have been eliminated with new c++ codes: the adaptive method

Read more »

New visualization of the distribution of p-values using d3.js

March 21, 2015
By
New visualization of the distribution of p-values using d3.js

I just published a new interactive visualization in my series of basic statistical concepts and techniques. This time I am trying to show how p-values are distributed. Check it out here: rpsychologist.com/d3/pdist/

Read more »

Rolling Sharpe Ratios

March 20, 2015
By
Rolling Sharpe Ratios

Similar to my rolling cumulative returns from last post, in this post, I will present a way to compute and … Continue reading →

Read more »

Basics of Lists

March 9, 2015
By

Lists are a data type in R that are perhaps a bit daunting at first, but soon become amazingly useful. They are especially wonderful once you combine them with the powers of the apply() functions. This post will be part 1 of a two-part series on the u...

Read more »

Animation in R

March 9, 2015
By
Animation in R

Information about the student and the project. Contributed by Malcolm Hess Malcolm attended the pioneer class of the  NYCdata Science Academy bootcamp with instructor Vivian Zhang.

Read more »

Introduction to my New IKReporting Package

March 9, 2015
By
Introduction to my New IKReporting Package

This post will introduce my up and coming IKReporting package, and functions that compute and plot rolling returns, which are … Continue reading →

Read more »

SAS PROC MCMC example in R: Nonlinear Poisson Regression Multilevel Random-Effects Model

March 8, 2015
By

I am slowly working my way through the PROC MCMCexamples. Regarding these data, the SAS manual says: 'This example uses the pump failure data of Gaver and O’Muircheartaigh (1987) to illustrate how to fit a multilevel random-effects model with PROC MCMC. The number of failures and the time of operation ...

Read more »

Render reports directly from R scripts

March 4, 2015
By

Workflow This post is really about workflow. Specifically a data-science workflow, although it should be relevant for others. It will probably resonate most (if at all) with those who have some experience (mostly positive) generating reports from Rmarkdown files with knitr, but might have some gripes. Maybe not gripes, maybe just feelings of uncertainty over whether it...

Read more »

Collaborative Computing with distcomp

February 26, 2015
By
Collaborative Computing with distcomp

by Joseph Rickert Distcomp, a new R package available on GitHub from a group of Stanford researchers has the potential to significantly advance the practice of collaborative computing with large data sets distributed over separate sites that may be unwilling to explicitly share data. The fundamental idea is to be able to rapidly set up a web service based...

Read more »

The Logical-Invest “Universal Investment Strategy”–A Walk Forward Process on SPY and TLT

February 23, 2015
By
The Logical-Invest “Universal Investment Strategy”–A Walk Forward Process on SPY and TLT

I’m sure we’ve all heard about diversified stock and bond portfolios. In its simplest, most diluted form, it can be … Continue reading →

Read more »

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)