Blog Archives

RStudio just keeps getting better

December 11, 2015
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RStudio just keeps getting better

RStudio has been a life-changer for the way I work, and for how I teach data analysis. I still have a couple of minor frustrations with it, but they are slowly disappearing as RStudio adds features. I use dual monitors and I like to code on one monitor and have the console and plots on […]

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Who’s downloading the forecast package?

December 9, 2015
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Who’s downloading the forecast package?

The github page for the forecast package currently shows the following information Note the downloads figure: 264K/month. I know the package is popular, but that seems crazy. Also, the downloads figure on github only counts the downloads from the RStudio mirror, and ignores downloads from the other 125 mirrors around the world. Here are the […]

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The hidden benefits of open-source software

November 29, 2015
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The hidden benefits of open-source software

I’ve been having discussions with colleagues and university administration about the best way for universities to manage home-grown software. The traditional business model for software is that we build software and sell it to everyone willing to pay. Very often, that leads to a software company spin-off that has little or nothing to do with the university that nurtured the […]

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ODI looking for young postgrad statisticians

November 13, 2015
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ODI looking for young postgrad statisticians

The Overseas Development Institute Fellowship Scheme sends young postgraduate statisticians (and economists) to work in the public sectors of developing countries in Africa, the Caribbean and the Pacific on two-year contracts. This is a great way to develop skills and gain experience working within a developing country’s government. And you get to live in a […]

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Big Data for Official Statistics Competition

November 12, 2015
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Big Data for Official Statistics Competition

This is a new competition being organized by EuroStat. The first phase involves nowcasting economic indicators at national and European level including unemployment, HICP, Tourism and Retail Trade and some of their variants. The main goal of the competition is to discover promising methodologies and data sources that could, now or in the future, be […]

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Jobs at Monash University

November 6, 2015
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Jobs at Monash University

We have two new continuing positions currently being advertised in our department: for lecturer and senior lecturer. Details are on the Monash website. (For those in North America, a lecturer is equivalent to your assistant professor, and a senior lecturer is equivalent to your associate professor. See the Wikipedia article on Australian academic ranks for […]

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Piecewise linear trends

October 28, 2015
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Piecewise linear trends

I prepared the following notes for a consulting client, and I thought they might be of interest to some other people too. Let denote the value of the time series at time , and suppose we wish to fit a trend with correlated errors of the form     where represents the possibly nonlinear trend […]

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forecast package v6.2

October 20, 2015
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forecast package v6.2

It is a while since I last updated the CRAN version of the forecast package, so I uploaded the latest version (6.2) today. The github version remains the most up-to-date version and is already two commits ahead of the CRAN version. This update is mostly bug fixes and additional error traps. The full ChangeLog is […]

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Stanford seminar

October 7, 2015
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Stanford seminar

I gave a seminar at Stanford today. Slides are below. It was definitely the most intimidating audience I’ve faced, with Jerome Friedman, Trevor Hastie, Brad Efron, Persi Diaconis, Susan Holmes, David Donoho and John Chambers all present (and probably other famous names I’ve missed). I’ll be giving essentially the same talk at UC Davis on […]

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Reproducibility in computational research

September 25, 2015
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Reproducibility in computational research

Jane Frazier spoke at our research team meeting today on “Reproducibility in computational research”. We had a very stimulating and lively discussion about the issues involved. One interesting idea was that reproducibility is on a scale, and we can all aim to move further along the scale towards making our own research more reproducible. For […]

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