1776 search results for "time series"

Trapezoidal Integration – Conceptual Foundations and a Statistical Application in R

Trapezoidal Integration – Conceptual Foundations and a Statistical Application in R

Introduction Today, I will begin a series of posts on numerical integration, which has a wide range of applications in many fields, including statistics.  I will introduce with trapezoidal integration by discussing its conceptual foundations, write my own R function to implement trapezoidal integration, and use it to check that the Beta(2, 5) probability density

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A note on the co-moments in the IFACD model

December 11, 2013
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The Independent Factor Autoregressive Conditional Density (IFACD) model of Ghalanos, Rossi and Urga (2014) uniquely, in its class of parametric models, generates time varying higher co-moment forecasts, as a consequence of the ACD specification of the conditional density of the standardized innovations. In this short note I discuss in more detail the properties of the

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A note on the co-moments in the IFACD model

December 11, 2013
By

The Independent Factor Autoregressive Conditional Density (IFACD) model of Ghalanos, Rossi and Urga (2014) uniquely, in its class of parametric models, generates time varying higher co-moment forecasts, as a consequence of the ACD specification of the conditional density of the standardized innovations. In this short note I discuss in more detail the properties of the

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Feature Prioritization: Multiple Correspondence Analysis Reveals Underlying Structure

December 10, 2013
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Feature Prioritization:  Multiple Correspondence Analysis Reveals Underlying Structure

Measuring the Power of Product Features to Generate Increased DemandProduct management requires more from feature prioritization than a rank ordering. It is simply not enough to know the "best" feature if that best does not generate increased demand. W...

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Matrix factorizations and social network graph analysis

December 9, 2013
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Matrix factorizations and social network graph analysis

This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading »

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Fall is the data analysis season

December 7, 2013
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Fall is the data analysis season

Dear diary, I spent a lot of my summer in the lab, and my fall has been mostly data analysis, with a little writing and a couple of courses thrown in there. Data analysis means writing code, and nowadays I do most of my work with the help of R. R has even replaced python

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Visualizing systems of linear equations and linear transformations

December 2, 2013
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Visualizing systems of linear equations and linear transformations

This is a lecture post for my students in the CUNY MS Data Analytics program. In this series of lectures …Continue reading »

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Shaping up Laplace Approximation using Importance Sampling

December 2, 2013
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Shaping up Laplace Approximation using Importance Sampling

In the last post I showed how to use Laplace approximation to quickly (but dirtily) approximate the posterior distribution of a Bayesian model coded in R. This is just a short follow up where I show how to use importance sampling as an easy method to shape up the Laplace approximation in order to approximate the true...

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Analyzing baseball data with R

November 27, 2013
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Analyzing baseball data with R

This week, the post is an interview with Max Marchi. Max is the author, with Jim Albert, of the book "Analyzing baseball data with R". Hi, Max. Welcome back to MilanoR. Last time you wrote for us a series of … Continue reading →

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The R Backpages 2

November 27, 2013
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The R Backpages 2

by Joseph Rickert In this roundup of R-related news: Domino enables data science collaboration; Plotly adds an R graphics gallery; Revolution Analytics R user group sponsorship applications are open; and Quandl adds new data sets. San Francisco startup takes on collaborative Data Science Domino, a San Francisco based startup, is inviting users to sign up to beta test its...

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