Posts Tagged ‘ Research tips ’

Time series cross-validation: an R example

August 25, 2011
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Time series cross-validation: an R example

I was recently asked how to implement time series cross-validation in R. Time series people would normally call this “forecast evaluation with a rolling origin” or something similar, but it is the natural and obvious analogue to leave-one-out cross-validation for cross-sectional data, so I prefer to call it “time series cross-validation”. Here is some example

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Comparing HoltWinters() and ets()

May 29, 2011
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I received this email today: I have a question about the ets() function in R, which I am trying to use for Holt-Winters exponential smoothing. My problem is that I am getting very different estimates of the alpha, beta and gamma parameters using ets() compared to HoltWinters(), and I can’t figure out why. This is

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Stack exchange for statistical analysis needs you!

June 17, 2010
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Stack exchange for statistical analysis needs you!

The proposal to create a StackExchange site for statistical analysis is steadily moving forward. We have now completed the scoping stage which involved finding enough people willing to express an interest in the idea, and voting on some example questions to define what is allowed and what is not allowed on the site. The on-topic

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Learning R by video

March 9, 2010
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Learning R by video

For those people who prefer to be shown how to do something rather than read the instructions, there are some videos on using R available online. Here are the ones I know about. Please add links to other similar resources in the comments. R videos Learn R Toolkit What is R? from Revolution Analytics R

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Using Google Reader

February 15, 2010
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Using Google Reader

Google Reader is a fantastic way to keep track of new papers that are appearing in many different journals, and also to follow some of the interesting research blogs (and blogs on other topics) that are out there. Google Reader checks websites for you and lets you know of any new material that appears. Instead of

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Workflow in R

September 17, 2009
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Workflow in R

This came up recently on StackOverflow. One of the answers was particularly helpful and I thought it might be worth mentioning here. The idea presented there is  to break the code into four files, all stored in your project directory. These four files are to be processed in the following order. load.R This file includes

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Workflow in R

September 17, 2009
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This came up recently on StackOverflow. One of the answers was particularly helpful and I plan to adopt this for my future work. In fact, it is close to what I already do, but is a little more structured. The idea is to break the code into four files, ...

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Finding an R function

September 13, 2009
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Finding an R function

Suppose you want a function to fit a neural network. What’s the best way to find it? Here are three steps that help to find the elusive function relatively quickly. First, use help.search("neural") or the shorthand ??neural. This will search the help files of installed packages for the word “neural”. Actually, fuzzy matching is used

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Finding an R function

September 13, 2009
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Suppose you want a function to fit a neural network. What’s the best way to find it? Here are three steps that help to find the elusive function relatively quickly. First, use help.search("neural") or the shorthand ??neural. This will search the help...

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R help on StackOverflow

August 23, 2009
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R help on StackOverflow

Ever since I began using R about ten years ago, the best place to find R help was on the R-help mailing list. But it is time-consuming searching through the archives trying to find something from a long time ago, and there is no way to sort out the good advice from the bad advice.

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