(bis repetita) Consider the following regression summary,Call: lm(formula = y1 ~ x1) Coefficients: Estimate Std. Error t value Pr(__|t|) (Intercept) 3.0001 1.1247 2.667 0.02573 * x1 0.5001 0.1179 4.241 0.00217 **...

Regime Detection comes handy when you are trying to decide which strategy to deploy. For example there are periods (regimes) when Trend Following strategies work better and there are periods when Mean Reversion strategies work better. Today I want to show you one way to detect market Regimes. To detect market Regimes, I will fit

As the clean-up continues on the eastern seaboard, I wanted to follow up on Monday's post on tracking Hurricane Sandy with Open Data with a couple of other R-based data applications spawned by the storm. Josef Fruehwald created an R script to tap into local weather sensors to keep track of air pressure, wind speed and rainfall near his...

Hierarchical linear models and lmer Article by Ben Ogorek Graphics by Bob Forrest Background My last article featured linear models with random slopes. For estimation and prediction, we used the lmer function from the lme4 package. Today we'll consider another level in the hierarchy, one where slopes and intercepts are themselves linked...

In “Fitting Distributions with R” Vito Ricci writes; “Fitting distributions consists in finding a mathematical function which represents in a good way a statistical variable. A statistician often is facing with this problem: he has some observations of a quantitative character and he wishes to test if those observations, being a sample of an unknown population, belong from a population...

Updated: 21 November 2012 Make is a marvellous tool used by programmers to build software, but it can be used for much more than that. I use make whenever I have a large project involving R files and LaTeX files, which means I use it for almost all of the papers I write, and almost of the consulting reports...

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