hallucigenia + statistical_software   14

smooth v2.0.0. What’s new
Good news, everyone! smooth package has recently received a major update. The version on CRAN is now v2.0.0. I thought that this is a big deal, so I decided to pause for a moment and explain what has happened, and why this new version is interesting.

First of all, there is a new function, ves(), that implements Vector Exponential Smoothing model. This model allows estimating several series together and capture possible interactions between them. It can be especially useful if you need to forecast several similar products and can assume that smoothing parameter or initial seasonal indices are similar across all the series. Let’s say, you want to produce forecasts for several SKUs of cofvefe. You may unite the data of their sales in a vector and use one and the same smoothing parameter across the series using the parameter persistence="group". However, if you think that sales of one type of cofvefe may influence the sales of the other one, you may take this into account and set persistence="dependent". You can also switch between "group" or "individual" initial values, initialSeason, transition and phi (damping parameter). Just keep in mind that vector models can be greedy in the number of parameters and in order to use them efficiently, you my need to have large samples.
smoothing_and_penalization  statistical_software  statistics:additive_models  statistics:time_series  R_packages 
july 2017 by hallucigenia
hadley/tidyr · GitHub
tidyr - Easily tidy data with spread and gather functions.
statistical_software  r_packages  R  data_management  statistical_computing 
june 2014 by hallucigenia
A Primer on Regression Splines
"B-splines constitute an appealing method for the nonparametric estimation of a range of statis- tical objects of interest. In this primer we focus our attention on the estimation of a conditional mean, i.e. the ‘regression function’."
statistics  non_parametrics  regression  statistical_software  review  splines 
may 2014 by hallucigenia
Modified Bessel function of the second kind: Introduction to the Bessel functions (subsection Bessels/05)
How to calculate the derivative of a Bessel function. Handy for figuring out a gradient for a Von Mises distribution...

Take-home: Deriv of besselI(x,nu=0) = 0.5*(besselI(x, -1)-besselI(x,1))
math_and_stats  numeric_methods  statistical_software 
april 2014 by hallucigenia
Crossfilter is a JavaScript library for exploring large multivariate datasets in the browser. Crossfilter supports extremely fast (<30ms) interaction with coordinated views, even with datasets containing a million or more records; we built it to power analytics for Square Register, allowing merchants to slice and dice their payment history fluidly.

Since most interactions only involve a single dimension, and then only small adjustments are made to the filter values, incremental filtering and reducing is significantly faster than starting from scratch. Crossfilter uses sorted indexes (and a few bit-twiddling hacks) to make this possible, dramatically increasing the perfor­mance of live histograms and top-K lists. For more details on how Crossfilter works, see the API reference.
statistical_methods  statistical_software  web_applications  Programming  java 
january 2013 by hallucigenia

bundles : statistics

Copy this bookmark: