How variable are garch predictions? Previously There have been several posts on garch, in particular: A practical introduction to garch modeling The components garch model in the rugarch package Both of these posts speak about the two common prediction targets: prediction (of volatility) at the individual times (usually days) term structure prediction — the average … Continue reading...
I expect to be getting some ordinal data, from 5 or 9 point rating scales, pretty soon, so I am having a look ahead how to treat those. Often ANOVA is used, even though it is well known not to be ideal fro a statistical point of view, so that is the st...
Someone who wishes to remain anonymous writes: I’ve been following your blog a long time and enjoy your posts on visualization/statistical graphics matters. I don’t recall however you ever describing the details of your setup for plotting. I’m a new R user (convert from matplotlib) and would love to know your thoughts on the ideal
As data analytics consulting firm, we think we are fortunate that we keep finding problems to find. Recently my team mate found a glaring problem of not having any connector for R with Google. With the inspiration from Michael, Ajay O, it soon become a worth problem to solve. With RGoogleAnalytics package now, we have
As data analytics consulting firm, we think we are fortunate that we keep finding problems to find. Recently my team mate found a glaring problem of not having any connector for R with Google. With the inspiration from Michael, Ajay O, it soon become a worth problem to solve. With RGoogleAnalytics package now, we have
In case you missed them, here are some articles from February of particular interest to R users. How to resample from a large data set with RHadoop, and a video introduction to the RHadoop packages. A 90-second video explains: What is Revolution R Enterprise? Jeffrey Stanton has published a free e-book "An Introduction to Data Science" using R. I...
I have read two thrilling news about the really promising time-series data provider called Quandl recently: Quandl: A Wikipedia for Time Series DataQuandl package released to CRANWith the help of the Quandl R package* (development version...
A vector autoregression (VAR) process can be represented in a couple of ways. The usual form is as follows: The above (AR process) is what we often see and use in practice. However, I recently see more and … Continue reading →
In a guest post here on February 20, Tammer Kamel introduced us to Quandl, a kind of "wikipedia" of time series data. In the post, Tammer (the founder of Quandl) noted that they were working on an R package to give R users access to Quandl as a data source. That package is now available. It includes the Quandl...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
