R-bloggers

1 What is a Time Series A set of observed values ordered in time, or we can say, repeated measurement of something usually with the same fixed interval of time (hourly, weekly, monthly). A collection of observations made sequentially in time[1]. ...

Omega Timing is the official timekeeper for the Olympic Games, including US Olympic Trails. They don’t do very many other events, which is why SwimmeR hasn’t supported Omega-style results. Until now that is. Omega results can now be read into R with versions of SwimmeR __= 0.10.2, presently available as ...

Last friday, Euro 2020, one of the biggest events in International soccer, was kicked off by the inaugural match between Italy and Turkey (Italy won it 3-0). Euros (short for European Championships) are usually held every 4 years, but because of he-who-must-not-be-named, last year’s edition was postponed to this summer, while ...

This article is part of R-Tips Weekly, a weekly video tutorial that shows you step-by-step how to do common R coding tasks. Here are the links to get set up. 👇 Get the Code YouTube Tutorial grafify Video TutorialFor those that prefer Fu...

Data science teams sometimes believe that they must standardize on R or Python for efficiency, at the cost of forcing individual data scientists to give up their preferred, most productive language. RStudio’s professional products provide the best single home for R and Python data science, so teams can optimize ...

The odds ratio (OR) – the effect size parameter estimated in logistic regression – is notoriously difficult to interpret. It is a ratio of two quantities (odds, under different conditions) that are themselves ratios of probabilities. I think it is ...

Over the next several days, I will present 4 different methods of correctly calculating Equity Cash Flow (ECF) using R.  The valuation technique of discounted cash flow (DCF) estimates equity value (E) as the present value of forecasted ECF.  The appropriate discount rate for this flow definition is the cost of ...

Use Docker Compose to simplify Shiny app deployment and reach dev/prod parity. Part 1 looks at local development.

1. Data downloading As we always do, we are going to connect and download the desired data. In this case, our data source is the Eurostat. We download and read the data file. library(tidyverse) download.file("https://ec.europa.eu/eurostat/api/dissemination/sdmx/2.1/data/LFSA_EHOMP/?format=SDMX-CSV&compressed=...

1 Intro 2 Cross validation Metrics 3. Pre-processing 3.1 Base recipe 3.2 Spline recipe 3.3 Prophet boost recipe 4 Modelling 4.1 GLM 4.2 MARS 4.3 RF 4.4 XGB 4.5 Prophet boost 5. Evaluation Conclusion 1 Intro The aim of this series of blog...

This post explains how to simulate short rates, discount factors, future spot rates, and so on using the Hull-White 1 factor model with given calibrated parameters. We summarize important model blocks using previous post for clear understanding and finally implement them sequentially for simulation using R code. Hull-White 1-factor model using ...