Posts Tagged ‘ computing ’

Initializing the Holt-Winters method

November 29, 2010
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Initializing the Holt-Winters method

The Holt-Winters method is a popular and effective approach to forecasting seasonal time series. But different implementations will give different forecasts, depending on how the method is initialized and how the smoothing parameters are selected. In this post I will discuss various initialization methods. Suppose the time series is denoted by and the seasonal period

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CrossValidated launched!

November 4, 2010
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CrossValidated launched!

The CrossValidated Q&A site is now out of beta and the new design and site name is live. New design The new design looks great, thanks to Jin Yang, our designer-in-residence. Note the normal density icon for accepted answers and the site icon depicting a 5-fold cross-validation (light green for the test set and dark

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Findings increasingly novel, scientists say…

October 29, 2010
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Findings increasingly novel, scientists say…

…was the tongue-in-cheek title of an image that I posted to Twitpic this week. It shows the usage of the word “novel” in PubMed article titles over time. As someone correctly pointed out at FriendFeed, it needs to be corrected for total publications per year. It was inspired by a couple of items that caught

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Different results from different software

October 26, 2010
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I’ve had a few questions on this topic lately. Here is an email received today: I use Eviews to estimate time series, but I have been checking out R recently, and your Forecast package. I cannot understand why 2 similar equations in Eviews and R are giving different estimated output. Your insights will be invaluable

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How fast is JAGS?

October 6, 2010
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How fast is JAGS?

From Martyn Plummer, on the JAGS news blog. Key graph below, showing a few outlying cases in which JAGS is substantially slower than OpenBUGS, but generally, JAGS performs quite favorably. Key point from Martyn: Incidentally, these figures are for JAGS with the glm module loaded. The glm module is not loaded by default. If you

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Why R is better than Excel for teaching statistics

October 4, 2010
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Why R is better than Excel for teaching statistics

This was the topic of a recent conversation on the Australian and New Zealand R mailing list. Here is an edited list of some of the comments made. R is free. R is well-documented. R runs (really well) on *nix as well as Windows and Mac OS. R is open-source. Trust in the R software

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A texteditor for R

September 29, 2010
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A texteditor for R

I’ve been using RWinEdt for the last few years for all my R coding. But it no longer works with WinEdt 6.0 and no update has been forthcoming. Consequently, I’ve been looking around for something similar to take its place. This question has been asked before on StackOverflow and many suggestions were made including popular

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Connecting to a MongoDB database from R using Java

September 24, 2010
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Connecting to a MongoDB database from R using Java

It would be nice if there were an R package, along the lines of RMySQL, for MongoDB. For now there is not – so, how best to get data from a MongoDB database into R? One option is to retrieve JSON via the MongoDB REST interface and parse it using the rjson package. Assuming, for

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What should we call the stats Q&A site?

September 18, 2010
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What should we call the stats Q&A site?

The Q&A site at stats.stackexchange.com has been steaming ahead with loads of good questions and answers. We are currently trying to select a name and not many people have voted. Although we have more than 1300 users of the site, less than 40 people have currently voted on the name. There are four days left.

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A brief introduction to “apply” in R

August 19, 2010
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A brief introduction to “apply” in R

At any R Q&A site, you’ll frequently see an exchange like this one: Q: How can I use a loop to ? A: Don’t. Use one of the apply functions. So, what are these wondrous apply functions and how do they work? I think the best way to figure out anything in

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