The Holt-Winters method is a popular and effective approach to forecasting seasonal time series. But different implementations will give different forecasts, depending on how the method is initialized and how the smoothing parameters are selected. In this post I will discuss various initialization methods. Suppose the time series is denoted ... [Read more...]

The CrossValidated Q&A site is now out of beta and the new design and site name is live. New design The new design looks great, thanks to Jin Yang, our designer-in-residence. Note the normal density icon for accepted answers and the site icon depicting a 5-fold cross-validation (light green ... [Read more...]

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I’ve had a few questions on this topic lately. Here is an email received today: I use Eviews to estimate time series, but I have been checking out R recently, and your Forecast package. I cannot understand why 2 similar equations in Eviews and R are giving different estimated output. ... [Read more...]

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It would be nice if there were an R package, along the lines of RMySQL, for MongoDB. For now there is not – so, how best to get data from a MongoDB database into R? One option is to retrieve JSON via the MongoDB REST interface and parse it using the ... [Read more...]

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At any R Q&A site, you’ll frequently see an exchange like this one: Q: How can I use a loop to [...insert task here...] ? A: Don’t. Use one of the apply functions. So, what are these wondrous apply functions and how do they work? I think the ... [Read more...]

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The proposal to create a StackExchange site for statistical analysis is steadily moving forward. We have now completed the scoping stage which involved finding enough people willing to express an interest in the idea, and voting on some example questions to define what is allowed and what is not allowed ... [Read more...]

Just a short note concerning a “gotcha”. As I have many times before, I opened an R console on my newly-upgraded (to lucid 10.04) Ubuntu machine, typed source(“http://bioconductor.org/biocLite.R”) and began a Bioconductor install with biocLite(). Only this time, I saw this: Error in dyn.load(file, ... [Read more...]

From a recent mailing from Stata (highlighting by me): Funnily enough, there is a Daniel Rubin, a bio-informatics person here at Stanford. [Read more...]

Jeff Lewis at UCLA told me he teaches principal components with an image reconstruction example. This got me inspired to try it myself. A snapshot appears below, showing how the image quality improves quickly with a relatively small number of principal components. A full, Sweaved write up is here, making ... [Read more...]

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Andrew asks: I want to get an NCBI GEO report showing the number of samples per series or data set. Short of downloading all of GEO, anyone know how to do this? Is there a table of just metadata hidden somewhere? At work, we joke that GEO is the only ... [Read more...]

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I’m looking at ways to provide access to R via a web application. First rule: see what’s available first, before you reinvent the wheel. It’s not pretty. From the R Web Interfaces FAQ: Software Brief notes Rweb Page last updated 1999. Of the 3 example links on the page ... [Read more...]