1695 search results for "time series"

RStan: Fast, multilevel Bayesian modeling in R

August 31, 2012
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For the last decade or so, the go-to software for Bayesian statisticians has been BUGS (and later the open-source incarnation, OpenBugs, or JAGS). BUGS is used for multi-level modeling: using a specialized notation, you can define random variables of various distributions, set Bayesian priors for their parameters, and create the network of relationships that describe how the random variables...

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F1 2012 Mid-Season Review

August 30, 2012
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F1 2012 Mid-Season Review

Rather belatedly, I got around to posting a series of posts summarising the Formula One season to date: F1 2012 Mid-Season Review – Grid/Classification Analysis: for example, how do the drivers’ grid and final classifications compare? F1 2012 Mid-Season Review – Pit Stops: for example, how does pit stop performance across the teams compare? F1

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Are career motivations changing?

August 28, 2012
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Are career motivations changing?

The German news magazine Der Spiegel published a series of articles around career developments. The stories suggest that career aspirations of young professionals today are somewhat different to those of previous generations in Germany. Apparen...

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Momentum with R: Part 1

August 23, 2012
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Momentum with R: Part 1

Time really flies… it is hard to believe that it has been over a month since my last post. Work and life in general have consumed much of my time lately and left little time for research and blog posts. Anyway, on to the post! This post will be the first in a series of … Continue reading...

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R and the web (for beginners), Part III: Scraping MPs’ expenses in detail from the web

August 23, 2012
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R and the web (for beginners), Part III: Scraping MPs’ expenses in detail from the web

In this last post of my little series (see my latest post) on R and the web I explain how to extract data of a website (web scraping/screen scraping) with R. If the data you want to analyze are a part of a web page, for example a HTML-table (or hundreds of...

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Mid-August flotsam

August 20, 2012
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Mid-August flotsam

Reached mid-semester point, with quite a few new lectures to prepare. Nothing extremely complicated but, as always, the tricky part is finding a way to make it meaningful and memorable. Sometimes, and this is one of those times, I sound … Continue reading →

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Experience with Oracle R Enterprise in the Oracle micro-processor tools environment

August 17, 2012
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Experience with Oracle R Enterprise in the Oracle micro-processor tools environment

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The Setup (Part 1)

August 16, 2012
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The Setup (Part 1)

One of the more challenging things about beginning graduate school was learning what tools and software I needed in order to work efficiently. Unlike college where software requirements were laid out in front of me and everyone seemed to use … Continue reading →

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Minimum Expected Shortfall Portfolio, Part 1

August 8, 2012
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A few days ago, I wrote a piece on finding the minimum expected shortfall portfolio.  A few astute commenters quickly picked up where I was going with this -- using this as an alternative to low/minimum volatility portfolios.  What follo...

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The R-Podcast Episode 9: Adventures in Data Munging Part 1

August 5, 2012
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It’s great to be back with a new episode after an eventful break! This episode begins a series on my adventures in data munging, a.k.a data processing. I discuss three issues that demonstrate the flexibility and versatility R brings for recoding messy values, important inconsistent data files, and pinpointing problematic observations and variables. We also

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