1740 search results for "time series"

analyze the panel study of income dynamics (psid) with r

October 7, 2013
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the panel study of income dynamics (psid) is a one-trick pony.  better than anything else out there, this survey allows you to answer the question, "where are they now?"  after tracking the same nationally-representative cohort of americans (...

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Post 2: Generating fake data

October 6, 2013
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Post 2: Generating fake data

In order to check that an estimation algorithm is working properly, it is useful to see if the algorithm can recover the true parameter values in one or more simulated "test" data sets. This post explains how to build such … Continue reading →

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R and Data Week 2013

October 3, 2013
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R and Data Week 2013

by Joseph Rickert Data Week 2013 is being held this week in sunny San Francisco at the Fort Mason conference center overlooking the Bay. Holding a Bay Area R User Group Meeting (BARUG) at Data Week helped to raise the R consciousness among the hip conference crowd attracted by the intoxicating mix of blue skies, big data hype, startups...

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PirateGruntTV

October 1, 2013
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PirateGruntTV

I’m on record as being a big fan of Coursera and have wanted to try and create my own video content ever since I saw theirs. Obviously they’re much better at it than I am, both in terms of production quality and content. Still, there probably isn’t much call for actuarial lectures on their site

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Measuring Randomness in Capital Markets

September 29, 2013
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Measuring Randomness in Capital Markets

What is Random? As previously discussed, there’s no universal measure of randomness. Randomness implies the lack of pattern and the inability to predict future outcomes. However, The lack of an obvious model doesn’t imply randomness anymore than a curve fit one implies order. So what actually constitutes randomness, how can we quantify it, and why do we care? Randomness $\neq$ Volatility, and Predictability $\neq$ Profit First...

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Nice tutorials to discover R

September 28, 2013
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A series of tutorials, in R, by Anthony Damico. As claimed on http://twotorials.com/, “how to do stuff in r. two minutes or less, for those of us who prefer to learn by watching and listening“. So far, 000 what is r? the lingua statistica, s’il vous plaît 001 how to download and install r 002 simple shortcuts for the windows r...

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Exploratory Data Analysis: Quantile-Quantile Plots for New York’s Ozone Pollution Data

Exploratory Data Analysis: Quantile-Quantile Plots for New York’s Ozone Pollution Data

Introduction Continuing my recent series on exploratory data analysis, today’s post focuses on quantile-quantile (Q-Q) plots, which are very useful plots for assessing how closely a data set fits a particular distribution.  I will discuss how Q-Q plots are constructed and use Q-Q plots to assess the distribution of the “Ozone” data from the built-in

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Truncate by Delimiter in R

September 19, 2013
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Sometimes, you only need to analyze part of the data stored as a vector. In this example, there is a list of patents. Each patent has been assigned to one or more patent classes. Let's say that we want to analyze the dataset based on only the first pat...

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Patterns in the Ivy: The Small World of Metal

September 18, 2013
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Patterns in the Ivy: The Small World of Metal

A few months ago I started listening to Tomahawk, a band described on Wikipedia as “an experimental alternative metal/alternative rock supergroup.” Beyond the quality of their music, I found myself intrigued by the musical background of their members. In addition to Tomahawk, their other bands include acclaimed groups such as Faith No More, Helmet, the Melvins,… Continue reading →

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R tips for moderately large data

September 16, 2013
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R tips for moderately large data

Some useful tips recently featured on r-bloggers and originally posted at Mollie’s Research Blog are worth reading. I say moderately large because I don’t really believe there is such a thing as big data (and it looks like Mollie doesn’t … Continue reading →

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