Statistical software r
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Statistical Software R. See http://www.statsci.org. More data sets …. What is R ?. A new(?) standard to interchange the ideas of statistics. - Public SW by GNU, under GPL ( It’s free ). - S language + Math/Stat Lib + Graphical tools. - 1 st version was published in early 90’s.

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Statistical Software R

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Statistical software r

Statistical Software R


Statistical software r

See http://www.statsci.org

More data sets ….


Statistical software r

What is R ?

A new(?) standard to interchange the ideas of statistics.

- Public SW by GNU, under GPL ( It’s free ).

- S language + Math/Stat Lib + Graphical tools

- 1st version was published in early 90’s

  • More information: http://www.cran.r-project.org


Time vs time

Time vs Time

Develop for 1 month, run in 1 second.

Or, develop for 1 day, run in 10 min.

Run time

Excel

R

C, FORTRAN

Dev. time


Applicability range of

Applicability, range of

Convenience

C, FORTRAN

Excel

R

Excel

Calculator

R

C, FORTRAN

Applicability


R excel and c

R, Excel and C

- Excel is a SW for general purpose

- R is a professional SW

- C is a developing tool having wide range of applicability


Statistical software r

GUI ?

GUI is a good feature , especially for novice!

  • Clicking is slower and hard than typing !!

  • Clicking is not good for iterative job at company

  • Clicking is easy to generate garbage !!


Statistical software r

R is ~

  • R = S lang. + Math & Stat Lib. + Graphic tools

    • Easy & efficient handling of data

    • Rich modern statistical routines

    • Free under GPL of GNU

- To turn ideas into SW, quickly and faithfully.

- R is at the center of statistical development.

- R is a tool for saving & exchanging statistical data


Statistical software r

Very good book, but a little difficult to novice.


Statistical software r

Easieralternatives


Statistical software r

There are many easy books (try to find in amazon)

and free tutorial guides in internet.

Official free introductory guide:

http://cran.r-project.org/doc/manuals/R-intro.pdf


Statistical software r

A free self study guide sites:

http://tryr.codeschool.com/

http://www.sr.bham.ac.uk/~ajrs/R/index.html


Statistical software r

Download

R ver. 2.10.1, base package, executable binary file :

http://www.cran.r-project.org/bin/windows/base/R-2.10.1-win32.exe

By clicking the install icon, you can install R easily.

Contributed packages: downloading inside of R


Statistical software r

ENIAC programming, 1946


A journey for easy scientific computing

FORTRAN

Algol60

COBOL

C

APL

Pascal

Smalltalk

C++

Lisp

S-plus

Scheme

S

A journey for easy scientific computing

ENIAC

OO

Syntax

Sense

Semantics


Features of r

Features of R

1. Vector Arithmetic (APL, S-plus)

2. Object Oriented property (Smalltalk, S-plus)

3. Lazy evaluation (S-plus)

4. (Nested) lexical scoping (Scheme, PASCAL)


1 vector arithmetic

1. Vector Arithmetic

x <- c(10,20,30) + c(5,5,5)

y <- c(10,20,30) + c(1,2,3)


2 object oriented property

2. Object oriented property

Smalltalk (1970, A. Kay, Xerox)

Everything is an object, and every object has a class.

Object is everything ?

Integrated concept : Variable, Data, Function, …..

Unified framework to work on. (user)

Class has the info of the object. (types of var)


Statistical software r

거시기

갑옷을 거시기하자 (갑옷을 입자, 갑옷을 벗자)

class:갑옷 method:거시기 object: 실제 개개의 갑옷


Concept of oo

Concept of OO

Clicking the mouse button !

( open a file, execute a pgm, delete a file, ….)

Let the function work properly

according to the characteristics of objects !

Make human command easier

and make computer work harder

to understand the command.


Oo in r

OO in R

  • - diag(3), diag(c(1,2,3)), diag(diag(3))

  • plot(sunspots) , plot(Titanic), plot(USJudgeRatings)

  • attributes(sunspots) ,

  • attributes(Titanic),

  • attributes (USJudgeRatings)


Statistical software r

How to use R

1) Help : by menu, help(plot), ?title

2) demo(); demo(nlm); demo(image)

3) x <- matrix(1:4,2,); ls(); attributes(x)

4) #Install & Upload package tseries; search()

5) save.image("C:/temp/a.RData"); q()


Memory hdd

Memory & HDD

Peripheral device

Computer

CPU

Memory

HDD


How r works

How R works

Memory

.GlobalEnv

Environment

Namespace & Loaded Value

Frame for computing

new objects

Input Output

HDD

loaded package

library

….

….

> search()

> searchpaths()

> ls() # shows objects inside of libraries


Statistical software r

R data sets

R has its own data sets for testing

- data();

- Titanic; ?Titanic

- plot(Titanic)


Statistical software r

Data sets of SVV

http://www.aw.com/sharpe

Get text file and excel file in your computer,

and decompress.

Make copies of text files under “C:\temp\text”


Statistical software r

SDV data : see p 188 # 32 , Economic Analysis data


Statistical software r

You can draw by yourself very simply !

data.svv<-dir("c:/temp/text")

dfile.svv<-paste("c:/temp/text/",data.svv,sep="")

dsv<- read.table(dfile.svv[37],head=TRUE, sep="\t")

y<-dsv[,3]

x<-dsv[,4]

plot(x,y, pch=16, col="purple", xlab="Sogang Stat" )

points(20000,40, pch=1, cex=10, col="blue")

title("Economic Analysis")


Install load packages

Install & load packages

Memory

Server

Load

Internet

HDD

Install


Statistical software r

Stock price data from finance.yahoo.com

ghq<-get.hist.quote # upload the package “tseries”

time<- "1996-01-01"

kospi <- ghq(ins = "^ks11", start =time, quote = "Close")

dscon <- ghq(ins = "011160.ks", start = time, quote ="Close")

tm <- ghq(ins = "tm", start =time, quote = "Close")

plot(tm,xlab="Toyata Motors")

plot(kospi,dscon,type="l", xlab="종합주가지수", ylab="두산건설" )


Statistical software r

Hanoi Tower

By simple programming, graphical implementation of Hanoi tower is possible in R . The code & program were loaded to cyber campus.

- hanoi(4)

- hanoi(14)


Statistical software r

Business Statistics, Sogang Business School

# This is comment line.

# download R from cran.r-project.org

# explain menu first

q() # Stop R session; Do not save the workspace

# .First<-function() cat("Helo everyone ?\n")

# .Last<-function() { cat(“Bye, SBS Students !")}

# ls()

# ls(all=TRUE)

q()

# Save the workspace


Statistical software r

# Now, we know the first and the last of R

# That is, we know everything of R

q

help

help(q)


Statistical software r

data()

help(data)

sunspots

help(sunspots)

hist(sunspots)

help(hist)

args(hist) # arguments of the function hist()

hist(sunspots, nclass=10) # with more intervals


Statistical software r

par(mfrow=c(1,2)) # set graphic layout

hist(sunspots) # in different layout

hist(sunspots, nclass=20) # two in a picture

hist(sunspots, nclass=20,plot=F) # without plot


Statistical software r

?co2

# co2 and sunspots in Jan 59 - Dec 83 ?

co2x<- co2[1:(12*(83-58))]

sunpt<-sunspots[-(1:(12*(1958-1748)))]

par(mfrow=c(2,1))

plot(co2x)

plot(sunpt)


Statistical software r

x <- rnorm(100,0,1) # random number generator

y<-rnorm(100,0,1) # each has 100 elements

x # show x

y # show y

xy<- x + y

( z<-rnorm(100,0,1) ) # assign and show

ls() # show objects in …


Statistical software r

# tuning for graphic layout

help(par)

# Text and Symbols: cex, pch, type, xlab, ylab, ....

# The Plot Area: bty, pty, xlim, ylim, ....

# Figure and Page Areas: mfrow, ....

# Miscellaneous: lty, ....


Statistical software r

plot(x,y)

plot(xy, y)

# set the graphic parameters

par(mfrow=c(2,2), pty="s")

plot(x, y, pch=0, cex=0.7 ) # pch and cex

plot(xy, y, pch=16,cex=0.7)

plot(x,y, pch=0, cex=1.2 )

plot(xy,y, pch=16, cex=1.2 )


Statistical software r

par(mfrow=c(1,1)) # mfrow

plot(xy,y, pch=16, cex=1.2 )

plot(xy,y, type="n") # prepare axis only

points(xy,y, pch=16, cex=1.2 )

lines(xy,y)

# plot only points, but not axis

plot(xy,y, axes=FALSE, xlab="x+y", ylab="y")


Statistical software r

cbind(x, y, xy) # column binding

y[y>0]

xy[y>0]

cbind(x, y, xy) [y>0]

plot(xy,y, type="n", xlab="x+y", ylab="y" ) # axis only

points(xy[y>0],y[y>0], pch=16, cex=0.6 ) # for y>0

points(xy[y<=0],y[y<=0], pch=1, cex=0.8 ) # y <= 0


Statistical software r

# pch

plot(c(-1,8),c(-1,8), type="n")

for(i in 0:7) for(j in 0:7) points(i, j, pch=i+8*j, cex=1.2)

points(-0.5, -0.5, pch="9", cex=1.2)

points(7.5, 7.5, pch="한", cex=1.2)


Statistical software r

identify( xy, y, x)

# to pick the points, using (left) mouse button

identify( xy, y, round(x,2), cex=0.6)

# to stop, use (right) mouse button

pts<-locator(5)

polygon(pts)

help(polygon)


Statistical software r

par() # all graphic parameters

par()$usr # usr

uc <- par()$usr # to simplify

lines( c(uc[1], uc[2]), c(0,0), lty=2) # center line

lines( c(0,0), c(uc[3], uc[4]), lty=2) # lty

# diagonal line

lines( c(uc[1], uc[2]), c(uc[3], uc[4]) , lty=1)

text( 1.0, -1.2, " positive y-values ! ")

title(" (x+y) and y from N(0,1) ", cex=0.6 )


Statistical software r

help(USJudgeRatings)

USJudgeRatings

pairs(USJudgeRatings)

pairs(USJudgeRatings[1:5])


Statistical software r

## put histograms on the diagonal

panel.hist <- function(x, ...)

{

usr <- par("usr"); on.exit(par(usr))

par(usr = c(usr[1:2], 0, 1.5) )

h <- hist(x, plot = FALSE)

breaks <- h$breaks; nB <- length(breaks)

y <- h$counts; y <- y/max(y)

rect(breaks[-nB], 0, breaks[-1], y, col="cyan", ...)

}

pairs(USJudgeRatings[1:5], panel=panel.smooth,

cex = 1.5, pch = 24, bg="light blue",

diag.panel=panel.hist, cex.labels = 2, font.labels=2)


Statistical software r

# You can fix and modify the picture in power point

# Class Assignment.

# draw the picture of (2x+y, 2y)

# for different pch parameters

# in a plot and put a legend.


Statistical software r

# Important functions to understand R

# ls(); search(); searchpaths()

# attributes()

# c(); data.frame() ; factor(); ordered()

# apply()


Statistical software r

Thank you !!


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