Charles Schwab analysts said that historically, budget deficits have had minimal impact on Treasury yields, primarily due to the United States’ economic dominance and its status as the issuer of the world’s reserve currency. The variable importance analysis with the XGBoost machine learning model confirms the aforementioned statement. Source ...

Enjoyed learning penalized GAM math. Built penalty matrices, optimized λ using GCV, and implement our own GAM function. Confusing? Yes! Rewarding? Oh yes! We dove into the engine of what made basis spline work on our last blog, now let’s add to...

This is the fourth part of a blog post series on spatial machine learning with R. You can find the list of other blog posts in this series in part one. Aims of this post This post aims to give a minimal example on how to use mlr3 for a ...

Introduction I was interested to see whether and how well R would run on the new RISC-V architecture. A while ago I read that RISC-V is now a first class architecture for Ubuntu. This got me thinking, instead of having to build R from source maybe the...

At Jumping Rivers, we believe training should be more than just a tick-box exercise. It should be transformative. Whether you’re learning R, Python, SQL, Git or Posit for the first time or diving into advanced topics like machine learning and Qua...

Interpolation in the Frequency Domain Improved! Interpolation in the Frequency Domain Improved! Introduction This post describes interpolation in the frequency domain (IFD) and an improvement to IFD. IFD is a method of interpolation that is easy to use and produces good results on most time series data (data samples equally ...

Do ‘fragile’ p values tell us anything? I was interested recently to see this article on p values in the psychology literature float across my social media feed. Paul C Bogdan makes the case that the severity of the replication crisis in science can be...

Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation

Adding images to a web page used to be straightforward. You’d add the img tag to the HTML, set the src attribute to the appropriate URL and, hopefully, write some informative alt text. (You might also add some CSS, either inline or via a styles...

It’s plot recreation time! In this post, we’ll look at how we can recreate a plot in R. I thought it might be useful to provide the solution but also to detail the process I went through to get there. We have a FACS plot taken from a ...

R version Examples of use of Probabilistic Machine Learning (for longitudinal data) Reserving