Basic Quantile Regression
By Gabriel Vasconcelos Introduction Today we are going to talk about quantile regression. When we use the lm command in R we are fitting a linear regression using Ordinary Least...continue reading.
By Gabriel Vasconcelos Introduction Today we are going to talk about quantile regression. When we use the lm command in R we are fitting a linear regression using Ordinary Least...continue reading.
By Gabriel Vasconcelos Introduction Vector Autorregresive (VAR) models are very popular in economics because they can model a system of economic variables and relations. Bayesian VARs are receiving a lot...continue reading.
By Gabriel Vasconcelos and Yuri Fonseca The intuition Let us begin with a brief explanation about Benford’s law and why should it work as a fraud detector method. Given a...continue reading.
By Gabriel Vasconcelos & Yuri Fonseca Introduction This post is the second of a series of examples of the BooST (Boosting Smooth Trees) model. You can see an introduction to...continue reading.
By Thiago Milagres Preallocating Memory This will be a short post about a simple, but very important concept that can drastically increase the speed of poorly written codes. It is...continue reading.
By Gabriel Vasconcelos and Yuri Fonseca Introduction This is the first of a series of post on the BooST (Boosting Smooth Trees). If you missed the first post introducing the...continue reading.
By Gabriel Vasconcelos and Yuri Fonseca We are happy to introduce our new machine learning method called Boosting Smooth Trees (BooST) (full article here). This model was a joint...continue reading.
The (Artificial Counterfactual) ArCo package is now fully described in a paper in the R Journal (click here). There you can find details about the model, examples and applications on...continue reading.
By Henrique Helfer Hoeltgebaum Introduction I am happy to introduce the package HCmodelSets, which is now available on CRAN. This package implements the methods proposed by Cox, D.R. and Battey,...continue reading.
By Gabriel Vasconcelos In this previous post I discussed some of the parameters we have to tune to estimate a boosting model using the xgboost package. In this post I...continue reading.
By Yuri Fonseca Demand models In the previous post about pricing optimization (link here), we discussed a little about linear demand and how to estimate optimal prices in that case....continue reading.
By Gabriel Vasconcelos Before we begin, I would like to thank Anuj for kindly including our blog in his list of the top40 R blogs! Check out the full list...continue reading.
By Gabriel Vasconcelos Overview There are several ways to do portfolio optimization out there, each with its advantages and disadvantages. We already discussed some techniques here. Today I am going...continue reading.
By Gabriel Vasconcelos When dealing with forecasting models there is an issue that generates a lot of confusion, which is the difference between direct and recursive forecasts. I believe most...continue reading.