Moving Average in R, tidyverse

Problem Given some dataset, you might want to find the rolling or moving average. We can visualize this in a sample dataset as follows. Note, the k-lag moving average we want, MA-k, is the mean of the last k observations in time, including the current one. # A tibble: 48...

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Build a Neural Network with Julia

Audience If you’re reading this, I assume you are already motivated to learn how a neural network actually works. They are relevant and powerful tools, so the sell shouldn’t be too difficult anyway. There are many other excellent guides out there that I will link to below. If you find...

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Replicate STATA Robust Errors

Overview In STATA, it’s good practice to estimate your OLS model with “robust” standard errors. For example, in STATA you type: reg y x1 x2, r And magic happens. As it turns out, it’s not complete magic - it’s math. This post will recreate the robust standard error calculation using...

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A blog on data, prediction, and causal inference.