Yesterday as I played with bfast I kept thinking “Yes, but this is all in hindsight. How can I potentially use this in a system?” Fortunately, one of the fine authors very generously commented on my post Structural Breaks (Bull or Bear?...
Posts Tagged ‘ bfast ’
Structural Breaks (Bull or Bear?)
When I spotted the bfast R package, I could not resist attempting to apply it to identify bull and bear markets. For all the details that I do not understand, please see the references: Jan Verbesselt, Rob Hyndman, Glenn Newnham, Darius Culvenor...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
