David Rossell and Francisco Rubio (both from Warwick) arXived a month ago a paper on non-normal variable selection. They use two-piece error models that preserve manageable inference and allow for simple computational algorithms, but also characterise the behaviour of the resulting variable selection process under model misspecification. Interestingly, they show ...

Finally a somewhat profitable strategy to analyze! This post will walk through the development of my MACD + SMI strategy, including my experience with parameter optimization and trailing stops. This strategy began with an interest in the Moving Average Convergence/Divergence oscillator (MACD), which I hadn’t yet explored. Also, since ...

This is the latest post in a series analyzing Arkansas traffic fatalities. Please take a look at part 1 (a map of 2015 traffic deaths)  and part 2 (a heat map of all fatalities, both nationwide and in Arkansas, from 200-2015) if you haven't already. Visualizations Today's visualization piggybacks off part 2, in that ...

Mapping GPS data from our USA/ Canada Roadtrip This September we went on a roadtrip to the US and Canada. Of course, we had our trusty GPS to guide us along the way - the data from which I downloaded and used to play around with. (If you want to ...

A radar chart (also known as a web chart, spider chart, or star chart) is described on Wikipedia as 'a two-dimensional chart of three or more quantitative variables represented on axes starting from the same point.'  Although this is an accurate description, it does not express the design and ...

The slides of my presentation at Köln R User Meetup on 14 Oct 2016. It covers an introduction to tidy data, tidyverse packages, managing multiple models, managing learning curves and a few extra bits and bobs. The code that generated the content is available as R Notebook on github: github.com/...

Association rules are very handy for analyzing Retail data. And WWI database has really neat set of invoices that can be used to make a primer. Starting with following T-SQL query: USE WideWorldIMportersDW; GO ;WITH PRODUCT AS ( SELECT   [Stock Item Key]  ,[WWI Stock Item ID]  ,[Stock Item]  ,LEFT([Stock Item], 8) ...