1743 search results for "time series"

Hello Mr. Bernake…

December 10, 2011
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I was playing around tonight and came across something that looked odd.  Using the importSeries() created before, I grabbed dividend adjusted returns for SHY, IEF, and TLT (iShares Short, Medium, and Long Maturity Treasury ETFs respectively). &nbs...

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Introducing Biostatistics to first year LCG students

December 4, 2011
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Introducing Biostatistics to first year LCG students

Around two weeks ago I gave a talk via skype to the first year students from the Undergraduate Program on Genomic Sciences (LCG in Spanish) from the National Autonomous University of Mexico (UNAM in Spanish). The talk was under the context of the Introduction to Bioinformatics Seminar Series whose goal is to familiarize the new students with the bioinformatics...

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Review of Distance Course: Graduate Certificate in Statistics offered at Sheffield [completed: 3 June 2012]

December 1, 2011
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Recently, on Andrew Gelman's blog there was a discussion about how to get yourself a statistics education (presumably without going through the whole process of becoming a professional statistician). Here's the discussion on Gelman's blog, with lots of...

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Putting it all together: concise code to make dotplots with weighted bootstrapped standard errors

November 27, 2011
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Putting it all together: concise code to make dotplots with weighted bootstrapped standard errors

I analyze a lot of experiments and there are many times when I want to quickly look at means and standard errors for each cell (experimental condition), or the same for each cell and individual-level attribute level (e.g., Democrat, Independent, … Continue reading →

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ConPA uses cloudnumbers.com as calculation backend

November 25, 2011
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ConPA uses cloudnumbers.com as calculation backend

ConPA is an asset allocation application using the classic Markowitz approach. For the calculations the open-source statistical programming language R is used. R scripts are executed on cloudnumbers.com’s computer clusters in the Cloud and the results are displayed by ConPA frontend. ConPA allows to set the investment date of the portfolio, the target return and

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source_https(): Sourcing an R Script from github over HTTPS

November 24, 2011
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source_https(): Sourcing an R Script from github over HTTPS

The Objective I wanted to source R scripts hosted on my github repository for use in my blog (i.e. a github version of ?source). This would make it easier for anyone wishing to test out my code snippets on their own computers without having to manually go to my github repo and retrieve a series of R

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Andrew gone NUTS!

November 23, 2011
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Andrew gone NUTS!

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the

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Volume by Price Charts using R

November 23, 2011
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Volume by Price Charts using R

R-Bloggers is a wonderful site which offers some great ideas for analysis.While I have been busy of late, hence could not do much with R, I was inspired by this post by Eric Nguyen on Volume by Price chart. This chart can be used with a great effe...

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Asynchrony in market data

November 21, 2011
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Asynchrony in market data

Be careful if you have global daily data. The issue Markets around the world are open at different times.  November 21 for the Tokyo stock market is different from November 21 for the London stock market.  The New York stock market has yet a different November 21. The effect The major effect is that correlations … Continue reading...

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Let the Lagging Lead

November 18, 2011
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Let the Lagging Lead

THIS IS NOT INVESTMENT ADVICE AND WILL PROBABLY WIPE OUT ALL YOUR MONEY IF PURSUED.  While exploring utilities, I discovered a strange phenomenon that I have not quite thoroughly understood, but I attribute to the business cycle.  If I dust o...

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