1695 search results for "time series"

25+ more ways to bring data into R

August 26, 2011
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25+ more ways to bring data into R

The rdatamarket post on the Revolutions blog and this post on Decision Stats reminded me about my list of Data APIs/feeds available as packages in R on Cross-Validated (which is a great site that you all should use).  Many of these packa...

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Fourier-Motzkin elimination with the editrules package

August 26, 2011
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Fourier-Motzkin elimination with the editrules package

Last week I talked about our editrules package at the useR!2011 conference. In the coming time I plan to write a short series of blogs about the functionality of editrules. Below I describe the eliminate and isFeasible functions. But first: a bit ...

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Fourier-Motzkin elimination with the editrules package

August 26, 2011
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Last week I talked about our editrules package at the useR!2011 conference. In the coming time I plan to write a short series of blogs about the functionality of editrules. Below I describe the eliminate and isFeasible functions. But first: … Continue reading →

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Graphically analyzing variable interactions in R

August 23, 2011
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Graphically analyzing variable interactions in R

I studied Ecology as an undergraduate, which meant I spent a lot of time gathering and analyzing field data. One of the basic tools we used to look for relationships in a large set of variables was correlation and scatterplot matrices. Each of these ...

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A warning on the R save format

August 23, 2011
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A warning on the R save format

The save() function in the R platform for statistical computing is very convenient and I suspect many of us use it a lot. But I was recently bitten by a “feature” of the format which meant I could not recover my data. I recommend that you save data in a data format (e.g. CSV or CDF), not using...

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Drawdown Visualization

August 22, 2011
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Drawdown Visualization

Drawdown is my favorite measure of risk.  It picks up extended autocorrelated pain often not seen in risk measures, and best illustrates frustration, panic, and loss of confidence (Drawdown Control Can Also Determine Ending Wealth).  I though...

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useR2011 highlights

August 18, 2011
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useR2011 highlights

useR has been exhilarating and exhausting. Now it’s finished, I wanted to share my highlights. 10. My inner twelve year old schoolgirl swooning and fainting with excitement every time I chatted with a member of R-core. 9. Patrick Burns declaring that his company consists of himself and his two cats. And that one of the

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-1% Guaranteed Real Real Return! Yummy??

August 17, 2011
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-1% Guaranteed Real Real Return! Yummy??

If we’re cooking up a bond return, we have access to 3 ingredients: inflation, credit, and real. Historically, the recipe looks like this (as described in Historical Sources of Bond Returns).0-5 parts inflation + 1-2 parts credit + 1-3 parts realand ...

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The R-Files: Martyn Plummer

August 17, 2011
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The R-Files: Martyn Plummer

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Martyn Plummer Occupation: Statistician at International Agency for Research on Cancer Nationality: British Years Using R: 16 Known for: Member of R core group; member of R Journal editorial board Martyn Plummer is a longtime contributor to the R community...

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ttrTests Experimentation

August 16, 2011
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ttrTests Experimentation

I was intrigued by the CRAN update on a package ttrTests, especially since quantstrat is not built for backtesting system parameters and analyzing system performance as I mentioned in A Quantstrat to Build On Part 6.  ttrTests offers a nice start ...

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