R-programming

http://www.r-project.org/ http://cran.r-project.org/
Hung Chen

Outline
Introduction:
Historical development S, Splus Capability Statistical Analysis Grouping, loops and conditional execution Function

References Calculator Data Type Resources Simulation and Statistical Tables

Probability distributions

Reading and writing data from files Modeling

Regression ANOVA

Data Analysis on Association Lottery Geyser Smoothing

Programming

R, S and S-plus
S: an interactive environment for data analysis developed at Bell Laboratories since 1976
1988 - S2: RA Becker, JM Chambers, A Wilks 1992 - S3: JM Chambers, TJ Hastie 1998 - S4: JM Chambers

Exclusively licensed by AT&T/Lucent to Insightful Corporation, Seattle WA. Product name: S-plus. Implementation languages C, Fortran. See: http://cm.bell-labs.com/cm/ms/departments/sia/S/history.html R: initially written by Ross Ihaka and Robert Gentleman at Dep. of Statistics of U of Auckland, New Zealand during 1990s. Since 1997: international R-core team of ca. 15 people with access to common CVS archive.

Introduction
R is GNU S A language and environment for data manipulation, calculation and graphical display.
R is similar to the award-winning S system, which was developed at Bell Laboratories by John Chambers et al. a suite of operators for calculations on arrays, in particular matrices, a large, coherent, integrated collection of intermediate tools for interactive data analysis, graphical facilities for data analysis and display either directly at the computer or on hardcopy a well developed programming language which includes conditionals, loops, user defined recursive functions and input and output facilities.

The core of R is an interpreted computer language.

It allows branching and looping as well as modular programming using functions. Most of the user-visible functions in R are written in R, calling upon a smaller set of internal primitives. It is possible for the user to interface to procedures written in C, C++ or FORTRAN languages for efficiency, and also to write additional primitives.

What R does and does not

o data handling and storage: numeric, textual o matrix algebra o hash tables and regular expressions o high-level data analytic and statistical functions o classes (OO) o graphics o programming language: loops, branching, subroutines o is not a database, but connects to DBMSs o has no graphical user interfaces, but connects to Java, TclTk o language interpreter can be very slow, but allows to call own C/C++ code o no spreadsheet view of data, but connects to Excel/MsOffice o no professional / commercial support

R and statistics
o Packaging: a crucial infrastructure to efficiently produce, load and keep consistent software libraries from (many) different sources / authors o Statistics: most packages deal with statistics and data analysis o State of the art: many statistical researchers provide their methods as R packages

Data Analysis and Presentation

The R distribution contains functionality for large number of statistical procedures.
linear and generalized linear models nonlinear regression models time series analysis classical parametric and nonparametric tests clustering smoothing

R also has a large set of functions which provide a flexible graphical environment for creating various kinds of data presentations.

References
For R,
The basic reference is The New S Language: A Programming Environment for Data Analysis and Graphics by Richard A. Becker, John M. Chambers and Allan R. Wilks (the Blue Book) . The new features of the 1991 release of S (S version 3) are covered in Statistical Models in S edited by John M. Chambers and Trevor J. Hastie (the White Book). Classical and modern statistical techniques have been implemented.
Some of these are built into the base R environment. Many are supplied as packages. There are about 8 packages supplied with R (called standard packages) and many more are available through the cran family of Internet sites (via http://cran.r-project.org).

All the R functions have been documented in the form of help pages in an output independent form which can be used to create versions for HTML, LATEX, text etc.
The document An Introduction to R provides a more user-friendly starting point. An R Language Definition manual More specialized manuals on data import/export and extending R.

R as a calculator
> log2(32) [1] 5
sin(seq(0, 2 * pi, length = 100)) 1.0 -1.0 0 -0.5 0.0 0.5

> sqrt(2) [1] 1.414214 > seq(0, 5, length=6) [1] 0 1 2 3 4 5

20

40 Index

60

80

100

> plot(sin(seq(0, 2*pi, length=100)))

Object orientation
primitive (or: atomic) data types in R are: numeric (integer, double, complex) character logical function out of these, vectors, arrays, lists can be built.

Object orientation
Object: a collection of atomic variables and/or other objects that belong together Example: a microarray experiment probe intensities patient data (tissue location, diagnosis, follow-up) gene data (sequence, IDs, annotation) Parlance: class: the abstract definition of it object: a concrete instance method: other word for function slot: a component of an object

Object orientation
Advantages: Encapsulation (can use the objects and methods someone else has written without having to care about the internals) Generic functions (e.g. plot, print) Inheritance (hierarchical organization of complexity) Caveat: Overcomplicated, baroque program architecture

variables
> a = 49 > sqrt(a) [1] 7 > a = "The dog ate my homework" > sub("dog","cat",a) [1] "The cat ate my homework > a = (1+1==3) >a [1] FALSE

numeric character string logical

vectors, matrices and arrays

vector: an ordered collection of data of the same type > a = c(1,2,3) > a*2 [1] 2 4 6 Example: the mean spot intensities of all 15488 spots on a chip: a vector of 15488 numbers In R, a single number is the special case of a vector with 1 element. Other vector types: character strings, logical

vectors, matrices and arrays

matrix: a rectangular table of data of the same type example: the expression values for 10000 genes for 30 tissue biopsies: a matrix with 10000 rows and 30 columns. array: 3-,4-,..dimensional matrix example: the red and green foreground and background values for 20000 spots on 120 chips: a 4 x 20000 x 120 (3D) array.

Lists
vector: an ordered collection of data of the same type. > a = c(7,5,1) > a[2] [1] 5 list: an ordered collection of data of arbitrary types. > doe = list(name="john",age=28,married=F) > doe$name [1] "john > doe$age [1] 28 Typically, vector elements are accessed by their index (an integer), list elements by their name (a character string). But both types support both access methods.

Data frames
data frame: is supposed to represent the typical data table that researchers come up with like a spreadsheet. It is a rectangular table with rows and columns; data within each column has the same type (e.g. number, text, logical), but different columns may have different types. Example: >a localisation tumorsize XX348 proximal 6.3 XX234 distal 8.0 XX987 proximal 10.0

progress FALSE TRUE FALSE

Factors

A character string can contain arbitrary text. Sometimes it is useful to use a limited vocabulary, with a small number of allowed words. A factor is a variable that can only take such a limited number of values, which are called levels. >a [1] Kolon(Rektum) Magen Magen [4] Magen Magen Retroperitoneal [7] Magen Magen(retrogastral) Magen Levels: Kolon(Rektum) Magen Magen(retrogastral) Retroperitoneal > class(a) [1] "factor" > as.character(a) [1] "Kolon(Rektum)" "Magen" "Magen" [4] "Magen" "Magen" "Retroperitoneal" [7] "Magen" "Magen(retrogastral)" "Magen" > as.integer(a) [1] 1 2 2 2 2 4 2 3 2 > as.integer(as.character(a)) [1] NA NA NA NA NA NA NA NA NA NA NA NA Warning message: NAs introduced by coercion

Subsetting
Individual elements of a vector, matrix, array or data frame are accessed with [ ] by specifying their index, or their name >a localisation tumorsize progress XX348 proximal 6.3 0 XX234 distal 8.0 1 XX987 proximal 10.0 0 > a[3, 2] [1] 10 > a["XX987", "tumorsize"] [1] 10 > a["XX987",] localisation tumorsize progress XX987 proximal 10 0

>a

localisation tumorsize progress XX348 proximal 6.3 0 XX234 distal 8.0 1 XX987 proximal 10.0 0 > a[c(1,3),] localisation tumorsize progress XX348 proximal 6.3 0 XX987 proximal 10.0 0 > a[c(T,F,T),] localisation tumorsize progress XX348 proximal 6.3 0 XX987 proximal 10.0 0 > a$localisation [1] "proximal" "distal" "proximal" > a$localisation=="proximal" [1] TRUE FALSE TRUE > a[ a$localisation=="proximal", ] localisation tumorsize progress XX348 proximal 6.3 0 XX987 proximal 10.0 0

Subsetting
subset rows by a vector of indices subset rows by a logical vector

subset a column comparison resulting in logical vector subset the selected rows

Resources
A package specification allows the production of loadable modules for specific purposes, and several contributed packages are made available through the CRAN sites. CRAN and R homepage:
http://www.r-project.org/ It is Rs central homepage, giving information on the R project and everything related to it. http://cran.r-project.org/ It acts as the download area,carrying the software itself, extension packages, PDF manuals.

Getting help with functions and features

help(solve) ?solve For a feature specified by special characters, the argument must be enclosed in double or single quotes, making it a character string: help("[[")

Getting help
Details about a specific command whose name you know (input arguments, options, algorithm, results): >? t.test or >help(t.test)

Getting help o HTML search engine o Search for topics with regular expressions: help.search

Probability distributions
Cumulative distribution function P(X x): p for the CDF Probability density function: d for the density,, Quantile function (given q, the smallest x such that P(X x) > q): q for the quantile simulate from the distribution: r
Distribution R name additional arguments beta beta shape1, shape2, ncp binomial binom size, prob Cauchy cauchy location, scale chi-squared chisq df, ncp exponential exp rate F f df1, df1, ncp gamma gamma shape, scale geometric geom prob hypergeometric hyper m, n, k log-normal lnorm meanlog, sdlog logistic logis; negative binomial nbinom; normal norm; Poisson pois; Students t t ; uniform unif; Weibull weibull; Wilcoxon wilcox

Grouping, loops and conditional execution

Grouped expressions
R is an expression language in the sense that its only command type is a function or expression which returns a result. Commands may be grouped together in braces, {expr 1, . . ., expr m}, in which case the value of the group is the result of the last expression in the group evaluated.

Control statements
if statements The language has available a conditional construction of the form if (expr 1) expr 2 else expr 3 where expr 1 must evaluate to a logical value and the result of the entire expression is then evident. a vectorized version of the if/else construct, the ifelse function. This has the form ifelse(condition, a, b)

Repetitive execution
for loops, repeat and while for (name in expr 1) expr 2 where name is the loop variable. expr 1 is a vector expression, (often a sequence like 1:20), and expr 2 is often a grouped expression with its sub-expressions written in terms of the dummy name. expr 2 is repeatedly evaluated as name ranges through the values in the vector result of expr 1. Other looping facilities include the repeat expr statement and the while (condition) expr statement. The break statement can be used to terminate any loop, possibly abnormally. This is the only way to terminate repeat loops. The next statement can be used to discontinue one particular cycle and skip to the next.

Branching
if (logical expression) { statements } else { alternative statements } else branch is optional

Loops
When the same or similar tasks need to be performed multiple times; for all elements of a list; for all columns of an array; etc.
Monte Carlo Simulation Cross-Validation (delete one and etc)

for(i in 1:10) { print(i*i) } i=1 while(i<=10) { print(i*i) i=i+sqrt(i) }

lapply, sapply, apply

When the same or similar tasks need to be performed multiple times for all elements of a list or for all columns of an array.
May be easier and faster than for loops

lapply(li, function ) To each element of the list li, the function function is applied. The result is a list whose elements are the individual function results. > li = list("klaus","martin","georg") > lapply(li, toupper) > [[1]] > [1] "KLAUS" > [[2]] > [1] "MARTIN" > [[3]] > [1] "GEORG"

lapply, sapply, apply

sapply( li, fct ) Like apply, but tries to simplify the result, by converting it into a vector or array of appropriate size > li = list("klaus","martin","georg") > sapply(li, toupper) [1] "KLAUS" "MARTIN" "GEORG" > fct = function(x) { return(c(x, x*x, x*x*x)) } > sapply(1:5, fct) [,1] [,2] [,3] [,4] [,5] [1,] 1 2 3 4 5 [2,] 1 4 9 16 25 [3,] 1 8 27 64 125

apply
apply( arr, margin, fct ) Apply the function fct along some dimensions of the array arr, according to margin, and return a vector or array of the appropriate size. >x [,1] [,2] [,3] [1,] 5 7 0 [2,] 7 9 8 [3,] 4 6 7 [4,] 6 3 5 > apply(x, 1, sum) [1] 12 24 17 14 > apply(x, 2, sum) [1] 22 25 20

functions and operators

Functions do things with data Input: function arguments (0,1,2,) Output: function result (exactly one) Example: add = function(a,b) { result = a+b return(result) } Operators: Short-cut writing for frequently used functions of one or two arguments. Examples: + - * / ! & | %%

functions and operators

Functions do things with data Input: function arguments (0,1,2,) Output: function result (exactly one) Exceptions to the rule: Functions may also use data that sits around in other places, not just in their argument list: scoping rules* Functions may also do other things than returning a result. E.g., plot something on the screen: side effects * Lexical scope and Statistical Computing. R. Gentleman, R. Ihaka, Journal of Computational and Graphical Statistics, 9(3), p. 491-508 (2000).

Reading data from files

The read.table() function
To read an entire data frame directly, the external file will normally have a special form. The first line of the file should have a name for each variable in the data frame. Each additional line of the file has its first item a row label and the values for each variable. Price Floor Area Rooms Age Cent.heat 01 52.00 111.0 830 5 6.2 no 02 54.75 128.0 710 5 7.5 no 03 57.50 101.0 1000 5 4.2 no 04 57.50 131.0 690 6 8.8 no 05 59.75 93.0 900 5 1.9 yes ...

numeric variables and nonnumeric variables (factors)

Reading data from files

HousePrice <- read.table("houses.data", header=TRUE)
Price 52.00 54.75 57.50 57.50 59.75 ... Floor Area 111.0 830 128.0 710 101.0 1000 131.0 690 93.0 900 Rooms 5 5 5 6 5 Age 6.2 7.5 4.2 8.8 1.9 Cent.heat no no no no yes

The data file is named input.dat.

Suppose the data vectors are of equal length and are to be read in in parallel. Suppose that there are three vectors, the first of mode character and the remaining two of mode numeric.

The scan() function

inp<- scan("input.dat", list("",0,0)) To separate the data items into three separate vectors, use assignments like label <- inp[[1]]; x <- inp[[2]]; y <- inp[[3]] inp <- scan("input.dat", list(id="", x=0, y=0)); inp$id; inp$x; inp$y

Storing data
Every R object can be stored into and restored from a file with the commands save and load. This uses the XDR (external data representation) standard of Sun Microsystems and others, and is portable between MSWindows, Unix, Mac. > save(x, file=x.Rdata) > load(x.Rdata)

Importing and exporting data

There are many ways to get data into R and out of R. Most programs (e.g. Excel), as well as humans, know how to deal with rectangular tables in the form of tab-delimited text files. > x = read.delim(filename.txt) also: read.table, read.csv > write.table(x, file=x.txt, sep=\t)

Importing data: caveats

Type conversions: by default, the read functions try to guess and autoconvert the data types of the different columns (e.g. number, factor, character). There are options as.is and colClasses to control this read the online help Special characters: the delimiter character (space, comma, tabulator) and the end-of-line character cannot be part of a data field. To circumvent this, text may be quoted. However, if this option is used (the default), then the quote characters themselves cannot be part of a data field. Except if they themselves are within quotes Understand the conventions your input files use and set the quote options accordingly.

Statistical models in R
Regression analysis
a linear regression model with independent homoscedastic errors

The analysis of variance (ANOVA)

Predictors are now all categorical/ qualitative. The name Analysis of Variance is used because the original thinking was to try to partition the overall variance in the response to that due to each of the factors and the error. Predictors are now typically called factors which have some number of levels. The parameters are now often called effects. The parameters are considered fixed but unknown called fixed-effects models but random-effects models are also used where parameters are taken to be random variables.

One-Way ANOVA
The model
Given a factor occurring at i =1,,I levels, with j = 1 ,,Ji observations per level. We use the model yij = + i + ij, i =1,,I , j = 1 ,,Ji

Not all the parameters are identifiable and some restriction is necessary:
Set =0 and use I different dummy variables. Set 1 = 0 this corresponds to treatment contrasts Set Jii = 0 ensure orthogonality

Generalized linear models Nonlinear regression

Two-Way Anova
The model yijk = + i + j + ()i j+ ijk.
We have two factors, at I levels and at J levels. Let nij be the number of observations at level i of and level j of and let those observations be yij1, yij2,. A complete layout has nij 1 for all i, j.

The interaction effect ()i j is interpreted as that part of the mean response not attributable to the additive effect of i and j.
For example, you may enjoy strawberries and cream individually, but the combination is superior. In contrast, you may like fish and ice cream but not together.

As of an investigation of toxic agents, 48 rats were allocated to 3 poisons (I,II,III) and 4 treatments (A,B,C,D).
The response was survival time in tens of hours. The Data:

Statistical Strategy and Model Uncertainty

Strategy
Diagnostics: Checking of assumptions: constant variance, linearity, normality, outliers, influential points, serial correlation and collinearity. Transformation: Transforming the response Box-Cox, transforming the predictors tests and polynomial regression. Variable selection: Stepwise and criterion based methods

Avoid doing too much analysis.

Remember that fitting the data well is no guarantee of good predictive performance or that the model is a good representation of the underlying population. Avoid complex models for small datasets. Try to obtain new data to validate your proposed model. Some people set aside some of their existing data for this purpose. Use past experience with similar data to guide the choice of model.

Simulation and Regression

What is the sampling distribution of least squares estimates when the noises are not normally distributed? Assume the noises are independent and identically distributed.
1. Generate from the known error distribution. 2. Form y = X + . 3. Compute the estimate of .

Repeat these three steps many times.

We can estimate the sampling distribution of using the empirical distribution of the generated , which we can estimate as accurately as we please by simply running the simulation for long enough. This technique is useful for a theoretical investigation of the properties of a proposed new estimator. We can see how its performance compares to other estimators. It is of no value for the actual data since we dont know the true error distribution and we dont know .

Bootstrap
The bootstrap method mirrors the simulation method but uses quantities we do know.
Instead of sampling from the population distribution which we do not know in practice, we resample from the data itself.

Difficulty: is unknown and the distribution of is known. Solution: is replaced by its good estimate b and the distribution of is replaced by the residuals e1,,en.
1. Generate e* by sampling with replacement from e1,,en. 2. Form y* = X b + e*. 3. Compute b* from (X, y*).

For small n, it is possible to compute b* for every possible samples of e1,,en. 1 n

In practice, this number of bootstrap samples can be as small as 50 if all we want is an estimate of the variance of our estimates but needs to be larger if confidence intervals are wanted.

Implementation
How do we take a sample of residuals with replacement?
sample() is good for generating random samples of indices: sample(10,rep=T) leads to 7 9 9 2 5 7 4 1 8 9

Execute the bootstrap.

Make a matrix to save the results in and then repeat the bootstrap process 1000 times for a linear regression with five regressors: bcoef<matrix(0,1000,6) Program:for(iin1:1000){ newy<g$fit+g$res[sample(47,rep=T)] brg<lm(newy~y) bcoef[i,]<brg$coef } Heregistheoutputfromthedatawithregression analysis.

Test and Confidence Interval

To test the null hypothesis that H0 : 1 = 0 against the alternative H1 : 1 > 0, we may figure what fraction of the bootstrap sampled 1 were less than zero: length(bcoef[bcoef[,2]<0,2])/1000: It leads to 0.019. The p-value is 1.9% and we reject the null at the 5% level. We can also make a 95% confidence interval for this parameter by taking the empirical quantiles: quantile(bcoef[,2],c(0.025,0.975)) 2.5% 97.5% 0.00099037 0.01292449 We can get a better picture of the distribution by looking at the density and marking the confidence interval: plot(density(bcoef[,2]),xlab="Coefficient of Race",main="") abline(v=quantile(bcoef[,2],c(0.025,0.975)))

Bootstrap distribution of 1 with 95% confidence intervals

Study the Association between Number and Payoff

length(lottery.number) #254 breaks<- 100*(0:10); breaks[1]<- -1 hist(lottery.number,10,breaks) abline(256/10,0) (goodnes-of-fit test)

50 $500 1/1000 boxplot(lottery.payoff, main = "NJ Pick-it Lottery + (5/22/75-3/16/76)", sub = "Payoff") lottery.label<- NJ Pick-it Lottery (5/22/75-3/16/76) hist(lottery.payoff, main = lottery.label)

Data Analysis
$500 ?
outliers? min(lottery.payoff) # 83 lottery.number[lottery.payoff == min(lottery.payoff)] #123 # <, >, <=, >=, ==, != : max(lottery.payoff) # 869.5 lottery.number[lottery.payoff == max(lottery.payoff)] # 499

plot(lottery.number, lottery.payoff); abline(500,0) #

Load modreg package. a<- loess(lottery.payoff ~ lottery.number,span=50,degree=2) a<- rbind(lottery.number[lottery.payoff >= 500],lottery.payoff[lottery.payoff >= 500])



combination bets plot(a[1,],a[2,],xlab="lottery.number",ylab="lottery.payoff", main= "Payoff >=500") boxplot(split(lottery.payoff,lottery.number%/%100), sub= "Leading Digit of Winning Numbers", ylab= "Payoff")

qqplot(lottery.payoff, lottery3.payoff); abline(0,1) boxplot(lottery.payoff, lottery2.payoff, lottery3.payoff) $500
rbind(lottery2.number[lottery2.payoff >= 500],lottery2.payoff[lottery2.payoff >= 500]) rbind(lottery3.number[lottery3.payoff >= 500],lottery3.payoff[lottery3.payoff >= 500])

New Jersey Pick-It Lottery

lottery 254 1975 5 22 1976 3 16
number: 000 999 1975 5 22 payoff:

lottery2 (1976 11 10 1977 9 6 ) lottery3 (1980 12 1 1981 9 22 ) lottery.number<- scan("c:/lotterynumber.txt") lottery.payoff<- scan("c:/lotterypayoff.txt") lottery2<- scan("c:/lottery2.txt") lottery2<- matrix(lottery2,byrow=F,ncol=2)

Old Faithful Geyser in Yellowstone National Park

1985 8 1 1985 8 15 waiting: time interval between the starts of successive eruptions, denote it by wt duration: the duration of the subsequent eruption, denote it by dt. Some are recorded as L(ong), S(hort) and M(edium) during the night w1 d 1 w2 d 2 dt wt+1( ) geyser

In R, use help(faithful) to get more information on this data set. Load the data set by data(faithful). geyser<- matrix(scan("c:/geyser.txt"),byrow=F,ncol=2)
geyser.waiting<- geyser[,1]; geyser.duration<- geyser[,2] hist(geyser.waiting)

Kernel Density Estimation

The function `density' computes kernel density estimates with the given kernel and bandwidth.
density(x, bw = "nrd0", adjust = 1, kernel = c("gaussian", "epanechnikov", "rectangular", "triangular", "biweight", "cosine", "optcosine"), window =
kernel, width, give.Rkern = FALSE, n = 512, from, to, cut = 3, na.rm = FALSE)

n: the number of equally spaced points at which the density is to be estimated.

hist(geyser.waiting,freq=FALSE)
lines(density(geyser.waiting)) plot(density(geyser.waiting)) lines(density(geyser.waiting,bw=10)) lines(density(geyser.waiting,bw=1,kernel=e))

Show the kernels in the R parametrization

(kernels <- eval(formals(density)$kernel)) plot (density(0, bw = 1), xlab = "", main="R's density() kernels with bw = 1") for(i in 2:length(kernels)) lines(density(0, bw = 1, kern = kernels[i]), col = i) legend(1.5,.4, legend = kernels, col = seq(kernels), lty = 1, cex = .8, y.int = 1)

The Effect of Choice of Kernels

The average amount of annual precipitation (rainfall) in inches for each of 70 United States (and Puerto Rico) cities. data(precip) bw <- bw.SJ(precip) ## sensible automatic choice plot(density(precip, bw = bw, n = 2^13), main = "same sd bandwidths, 7 different kernels") for(i in 2:length(kernels)) lines(density(precip, bw = bw, kern = kernels[i], n = 2^13), col = i)


duration<- geyser.duration[1:298] waiting<- geyser.waiting[2:299] plot(duration,waiting,xlab=" ",ylab="waiting") plot(density(duration),xlab=" ",ylab="density") plot(density(geyser.waiting),xlab="waiting",ylab="density") # wt dt plot(geyser.waiting,geyser.duration,xlab="waiting", ylab="duration")
tube tube tube tube Rinehart (1969; J. Geophy. Res., 566573)


: dt wt+1 plot(duration,waiting,xlab= , ylab=waiting") : duration dt ( A
ts.plot(geyser.duration,xlab= ,ylab= )

B: dt+1 versus d
lag.plot(geyser.duration,1) 1: Second-Order Markov Chain

Explore Association
Data(stackloss)
It is a data frame with 21 observations on 4 variables. [,1] `Air Flow' Flow of cooling air [,2] `Water Temp' Cooling Water Inlet Temperature [,3] `Acid Conc.' Concentration of acid [per 1000, minus 500] [,4] `stack.loss' Stack loss The data sets `stack.x', a matrix with the first three (independent) variables of the data frame, and `stack.loss', the numeric vector giving the fourth (dependent) variable, are provided as well.

Scatterplots, scatterplot matrix: plot(stackloss$Ai,stackloss$W) plot(stackloss) data(stackloss)

two quantitative variables.

summary(lm.stack <- lm(stack.loss ~ stack.x)) summary(lm.stack <- lm(stack.loss ~ stack.x))

Explore Association
Boxplot suitable for showing a quantitative and a qualitative variable. The variable test is not quantitative but categorical.
Such variables are also called factors.

LEAST SQUARES ESTIMATION

Geometric representation of the estimation .
The data vector Y is projected orthogonally onto the model space spanned by X. The fit is represented by projection y = X with the difference between the fit and the data represented by the residual vector e.

Hypothesis tests to compare models

Given several predictors for a response, we might wonder whether all are needed.
Consider a large model, , and a smaller model, , which consists of a subset of the predictors that are in . By the principle of Occams Razor (also known as the law of parsimony), wed prefer to use if the data will support it. So well take to represent the null hypothesis and to represent the alternative. A geometric view of the problem may be seen in the following figure.