1695 search results for "time series"

RFM Customer Analysis with R Language

July 7, 2013
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RFM Customer Analysis with R Language

For database marketing or direct marketing people, they are always concerned about two questions before they send out mails or make calls to their customers:- How can they segment the customers in the database to find out who are more likely to response to their mails or buy their products? Which type of customers they

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Monitoring an ETF Portfolio in R

July 1, 2013
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Monitoring an ETF Portfolio in R

Adam Duncan Also avilable on R-bloggers.com Some time ago, I read an interesting article about an interview with David Swensen, the renownd money manager from Yale University’s investment office. He’s quite famous and is considered by many to be the architect of the modern “endowment portfolio.” The point of the article was to suggest a way for ordinary...

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Learning R: Parameter Fitting for Models Involving Differential Equations

June 30, 2013
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Learning R: Parameter Fitting for Models Involving Differential Equations

It looks like MATLAB, Octave and Python seem to be the preferred tools for scientific and engineering analysis (especially those involving physical models with differential equations). However as part of my learning R experience, I wanted to check out some … Continue reading →

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dimple d3 and rCharts

June 27, 2013
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dimple d3 and rCharts

I put together a quick tutorial combining my two favorite things: finance and interactive visualizations.  I show how to use the new dimplejs d3 library with rCharts to create some nice interactive plots of US Treasury yield data.  ...

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Graphing with fPortfolio

June 27, 2013
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Graphing with fPortfolio

Now to making pretty-looking graphs and charts for portfolio optimization! The first thing we will do is determine the frontier for our combination of securities. Remember, the variable returnsMatrix below is a matrix of returns for all the securities in … Continue reading →

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Portfolio Optimization with fPortfolio

June 27, 2013
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Portfolio Optimization with fPortfolio

fPortfolio contains a number of function to make portfolio optimization easier. I can compare the results I get from the functions in fPortfolio to the results from my function from the previous post. I don’t expect them to be exactly … Continue reading →

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Technical(and not technical) strategy testing

June 25, 2013
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Technical(and not technical) strategy testing

I got "hooked" on OOP approach of R in particular reference classes. And after my last little project on option scenario analysis I reconstructed my messy technical strategy testing code.Now to begin I would like to reason why I have done this while there exists a nice "blotter" and "quantstrat" packages.First of all "quantstrat" is faster than blotter, which...

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Split violin plots

June 25, 2013
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Split violin plots

(This article was first published on Ecology in silico, and kindly contributed to R-bloggers) Violin plots are useful for comparing distributions. When data are grouped by a factor with two levels (e.g. males and females), you can split the violins in half to see the difference between groups. Consider a 2 x 2 factorial experiment: treatments A and B...

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Three Ways to Run Bayesian Models in R

June 25, 2013
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Three Ways to Run Bayesian Models in R

There are different ways of specifying and running Bayesian models from within R. Here I will compare three different methods, two that relies on an external program and one that only relies on R. I won’t go into much detail about the differences in syntax, the idea is more to give a gist about how the different modeling languages...

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Got Bootstrap?

June 23, 2013
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Got Bootstrap?

This week I read the book by Michael Chernick and Robert LaBudde, An Introduction to Bootstrap Methods with Applications to R. It’s an interesting oeuvre for useRs of all stripes. I strongly recommend check it out. The book brings lots of examples of bootstrapping applications, such as standard errors, confidence intervals, hypothesis testing, and even

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