1955 search results for "time series"

The Generalized Lambda Distribution and GLDEX Package for Fitting Financial Return Data – Part 2

October 14, 2014
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The Generalized Lambda Distribution and GLDEX Package for Fitting Financial Return Data – Part 2

Part 2 of a series by Daniel Hanson, with contributions by Steve Su (author of the GLDEX package) Recap of Part 1 In our previous article, we introduced the four-parameter Generalized Lambda Distribution (GLD) and looked at fitting a 20-year set of returns from the Wilshire 5000 Index, comparing the results of two methods, namely the Method of Moments,...

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Spending Seized Assets – A State-by-State Per-capita Comparison in R

October 13, 2014
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Spending Seized Assets – A State-by-State Per-capita Comparison in R

The Washingon Post did another great story+vis, this time on states Spending seized assets. According to their sub-head: Since 2008, about 5,400 police agencies have spent $2.5 billion in proceeds from cash and property seized under federal civil forfeiture laws. Police suspected the assets were linked to crime, although in 81 percent of cases no

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Functions and Debugging in R

October 13, 2014
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By Chris Campbell – Senior Consultant, UK. One of the most important objects in R are functions. Functions are a type of object that perform most of the actions we make in R. A quick refresher on objects. > # We … Continue reading →

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Do Political Scientists Care About Effect Sizes: Replication and Type M Errors

October 13, 2014
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Reproducibility has come a long way in political science since I began my PhD all the way back in 2008. Many major journals now require replication materials be made available either on their websites or some service such as the Dataverse Network.This ...

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DataFrame manipulation in R from basics to dplyr

October 11, 2014
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DataFrame manipulation in R from basics to dplyr

  In my surroundings at work I see quite a few people managing their data in spreadsheet software like Excel or Calc, these software will do the work but I usually tend to do as little data manipulation in them as possible and to turn as soon as possible my spreadsheets into csv files and

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Waterfall and 3D plotting exploration

October 9, 2014
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Waterfall and 3D plotting exploration

Taking the very 'waterfall graph' code posted by Robert Grant I have added some features (resistance Overall I find the graphs produced from this code to be beautiful and fascinating though I am not sure if I would really use them as a form of data exp...

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A Note on Tweedie

October 9, 2014
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A Note on Tweedie

by Joseph Rickert In a recent post I talked about the information that can be developed by fitting a Tweedie GLM to a 143 million record version of the airlines data set. Since I started working with them about a year or so ago, I now see Tweedie models everywhere. Basically, any time I come across a histogram that...

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Structural “Arbitrage”: a Working Long-History Backtest

October 8, 2014
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Structural “Arbitrage”: a Working Long-History Backtest

For this post, I would like to give my sincere thanks to Mr. Helmuth Vollmeier, for providing the long history … Continue reading →

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Building a DGA Classifier: Part 3, Model Selection

October 6, 2014
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Building a DGA Classifier: Part 3, Model Selection

This is part two of a three-part blog series on building a DGA classifier and it is split into the three phases of building a classifier: 1) Data preparation 2) Feature engineering and 3) Model selection (this post) Back in part 1, we prepared the data and we are starting with a nice clean list of domains labeled as either legitimate (“legit”) or generated by an algorithm (“dga”)....

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Bayes models from SAS PROC MIXED in R, post 2

October 5, 2014
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This is my second post in converting SAS's PROC MCMC examples in R. The task in his week is determining the transformation parameter in a Box-Cox transformation. SAS only determines Lambda, but I am not so sure about that. What I used to do was get an ...

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