1721 search results for "time series"

Teaching code, production code, benchmarks and new languages

April 30, 2012
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Teaching code, production code, benchmarks and new languages

I’m a bit obsessive with words. May be I should have used learning in the title, rather than teaching code. Or perhaps remembering code. You know? Code where one actually has very clear idea of what is going on; for … Continue reading →

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Guess who wins: apply() versus for loops in R

April 28, 2012
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Guess who wins: apply() versus for loops in R

Yesterday I tried to do some data processing on my really big data set in MS Excel. Wow, did it not like handling all those data!! Every time I tried to click on a different ribbon, the screen didn’t even … Continue reading →

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A Bayesian Consumption Function

April 27, 2012
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A Bayesian Consumption Function

What the title of this post is supposed to mean is: "Estimating a simple aggregate consumption function using Bayesian regression analysis".In a recent post I mentioned my long-standing interest in Bayesian Econometrics. When I teach this material I usually include a simple application that involves estimating a consumption function using U.S. time-series data. I used to have...

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phyloseq: Reproducible interactive analysis of microbiome census data using R

April 26, 2012
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phyloseq: Reproducible interactive analysis of microbiome census data using R

Collaborative development of phyloseq on GitHub. Official stable release of phyloseq on Bioconductor. Advances in DNA sequencing technology have dramatically improved the scope and scale of culture-independent investigations into microbial communities. There are effective software tools available to process raw DNA … Continue reading →

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Live Longer – Choose Your Country Wisely (if you can)

April 25, 2012
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Live Longer – Choose Your Country Wisely (if you can)

Full democracy countries are the ones in which to live. This week's story could start and end with the above graph with almost no further explanation. But that wouldn't do it justice. So, like so many of the past articles on "Graph o...

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Quantitative palaeolimnology: my book chapters are finally out!

April 23, 2012
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Quantitative palaeolimnology: my book chapters are finally out!

Today I received confirmation that the delayed fifth volume in the Developments in Palaeoenvironmental Research series has been published. The book is titled Data Handling and Numerical methods, though it covers more of the latter and, IMHO, is far more interesting than … Continue reading →

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Quantitative palaeolimnology: my book chapters are finally out!

April 23, 2012
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Quantitative palaeolimnology: my book chapters are finally out!

Today I received confirmation that the delayed fifth volume in the Developments in Palaeoenvironmental Research series has been published. The book is titled Data Handling and Numerical methods, though it covers more of the latter and, IMHO, is far more interesting than the dry title would suggest (who gets excited by Data Handling? Well, one or two people perhaps...

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knitr Performance Report-Attempt 2

April 18, 2012
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knitr Performance Report-Attempt 2

Over the years I have changed my learning process from reading thoroughly first before proceeding to reading minimally and then applying immediately.  I very quickly see the gaps in my knowledge.  This method is far more painful but seems to ...

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Simple Moving Average Strategy with a Volatility Filter

April 18, 2012
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Simple Moving Average Strategy with a Volatility Filter

I would describe my trading approach as systematic long term trend following. A trend following strategy can be difficult mentally to trade after experiencing multiple consecutive losses when a trade reverses due to a volatility spike or the trend reverses. Volatility tends to increase when prices fall. This is not good for a long only … Continue reading...

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Piggybacking and Hopefully Publicizing R Experts

April 9, 2012
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Piggybacking and Hopefully Publicizing R Experts

I was inspired by the Revolution Analytics blog post http://blog.revolutionanalytics.com/2009/11/charting-time-series-as-calendar-heat-maps-in-r.html on the d3.js style calendar heat map that Paul Bleicher from Humedica developed in R.  In an effo...

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