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Variations on a maximum likelihood procedure

javi | May 30, 2025, 1:10 p.m.

<p> Structural time series models are a appealing frame work for time series modelling since components such as the trend or the seasonal are explicitly modelled. Besides, both deterministic compone

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Unit root tests are an endless source of research and journal articles

javi | May 30, 2025, 1:09 p.m.

<i>Note: The following are BibTex and pdf files containing the references cited in this post</i> <a href="/../../static/blog/p08/bib.bib" target="_blank">bib.bib</a> <a href="/../../static/blog/p08/re

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Optimization algorithms to fit a structural time series model. The stsm R package

javi | May 26, 2025, 9:41 p.m.

<p> The package <strong><a href="http://cran.r-project.org/package=stsm" target="_blank">stsm</a></strong> provides some utilities to fit the basic structural time series model. </p> <p> As discussed

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Detection of outliers in time series with R

javi | May 25, 2025, 4:56 p.m.

<p> This post is an abridged version of <a href="/../../static/blog/p06/tsoutliers.pdf" target="_blank">this document</a>. Here, I will focus on the non-technical content and will reproduce some examp

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Are record-breaking temperatures explained by the increase of meteorological stations?

javi | May 11, 2025, 9:54 a.m.

<p>In a previous post I introduced the data set provided by <a href="http://www.euskalmet.euskadi.net/" target="_blank">Euskalmet</a>, the Basque Agency of Meteorology. Here, we use the same database

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Euskalmet open data

javi | May 8, 2025, 9:07 a.m.

<p> <a href="http://www.euskalmet.euskadi.net/" target="_blank">Euskalmet</a> is the Basque Agency of Meteorology. Euskalmet collects daily meteorological data at several stations. A database containi

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Compiling C code for R. Fibonacci timings example

javi | May 8, 2025, 7:21 a.m.

<p> As an interpreted language, R has some limitations when it comes to racing against the clock. Calling precompiled code is a common trick to speed-up R code. Computationally intensive tasks can be

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Automatic Makefile for R and LaTeX

javi | May 7, 2025, 10:25 p.m.

<p> The so-called vignettes are a useful supplemental documentation for R packages. A vignette often mixes standard text, typically formatted in LaTeX, with chunks of R code. During the process of bui

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Temperature trends in Alaska

javi | May 7, 2025, 9:54 p.m.

<p> The website of the <a href="http://climate.gi.alaska.edu/" target="_blank">Alaska Climate Reasearch Center</a> contains a lot of interesting information about climate and meteorology in a unique p

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