[R] Nice analysis of time series data

Prof J C Nash (U30A) nashjc at uottawa.ca
Thu Mar 7 16:37:56 CET 2013


In the recent SIAM Review, vol 54, No 3, pp 597-606, Robert Vanderbei 
does a nice analysis of daily temperature data. This uses publicly 
available data. A version of the paper is available at

http://arxiv.org/pdf/1209.0624

and there is a presentation at

http://www.princeton.edu/~rvdb/tex/talks/GERAD/LocalWarming.pdf

This would make a nice case for a vignette showing how to do such an 
analysis in R, possibly as a project for a senior undergraduate or 
perhaps even at the Master's level if some tools were developed, since 
Vanderbei presents a good argument for using Least Absolute Deviations 
regression (LAD). Generally LAD is overlooked by statisticians, maybe 
because the tools are unfamiliar.

I'm willing to kibbitz on a vignette if there's interest somewhere.

John Nash



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