Actuarial Notes

Modern Applied Statistics with S

By W. N. Venables and B. D. Ripley · Springer · 2002

Study guide: Exam PCPA

A guide to using the S environments, S-PLUS and R, for statistical analysis: both an introduction to S and a course in modern statistical methods. Readers are assumed to have a basic grounding in statistics, and the emphasis throughout is on practical problems and full analyses of real data sets, across linear, non-linear and smooth regression, tree-based methods, multivariate analysis, pattern recognition, survival analysis, time series and spatial statistics. The fourth edition is written for S-PLUS 6.0 or R 1.5.0 or later and adds coverage of R. It is published in Springer's Statistics and Computing series.

On the syllabus

  • Exam PCPA — objectives B1–B2; pp. 172–176, which fall within 6.8 An Unbalanced Four-Way Layout (pp. 169–176).

Preface

Typographical Conventions

1 Introduction

  • 1.1 A Quick Overview of S
  • 1.2 Using S
  • 1.3 An Introductory Session
  • 1.4 What Next?

2 Data Manipulation

  • 2.1 Objects
  • 2.2 Connections
  • 2.3 Data Manipulation
  • 2.4 Tables and Cross-Classification

3 The S Language

  • 3.1 Language Layout
  • 3.2 More on S Objects
  • 3.3 Arithmetical Expressions
  • 3.4 Character Vector Operations
  • 3.5 Formatting and Printing
  • 3.6 Calling Conventions for Functions
  • 3.7 Model Formulae
  • 3.8 Control Structures
  • 3.9 Array and Matrix Operations
  • 3.10 Introduction to Classes and Methods

4 Graphics

  • 4.1 Graphics Devices
  • 4.2 Basic Plotting Functions
  • 4.3 Enhancing Plots
  • 4.4 Fine Control of Graphics
  • 4.5 Trellis Graphics

5 Univariate Statistics

  • 5.1 Probability Distributions
  • 5.2 Generating Random Data
  • 5.3 Data Summaries
  • 5.4 Classical Univariate Statistics
  • 5.5 Robust Summaries
  • 5.6 Density Estimation
  • 5.7 Bootstrap and Permutation Methods

6 Linear Statistical Models

  • 6.1 An Analysis of Covariance Example
  • 6.2 Model Formulae and Model Matrices
  • 6.3 Regression Diagnostics
  • 6.4 Safe Prediction
  • 6.5 Robust and Resistant Regression
  • 6.6 Bootstrapping Linear Models
  • 6.7 Factorial Designs and Designed Experiments
  • 6.8 An Unbalanced Four-Way Layout
  • 6.9 Predicting Computer Performance
  • 6.10 Multiple Comparisons

7 Generalized Linear Models

  • 7.1 Functions for Generalized Linear Modelling
  • 7.2 Binomial Data
  • 7.3 Poisson and Multinomial Models
  • 7.4 A Negative Binomial Family
  • 7.5 Over-Dispersion in Binomial and Poisson GLMs

8 Non-Linear and Smooth Regression

  • 8.1 An Introductory Example
  • 8.2 Fitting Non-Linear Regression Models
  • 8.3 Non-Linear Fitted Model Objects and Method Functions
  • 8.4 Confidence Intervals for Parameters
  • 8.5 Profiles
  • 8.6 Constrained Non-Linear Regression
  • 8.7 One-Dimensional Curve-Fitting
  • 8.8 Additive Models
  • 8.9 Projection-Pursuit Regression
  • 8.10 Neural Networks
  • 8.11 Conclusions

9 Tree-Based Methods

  • 9.1 Partitioning Methods
  • 9.2 Implementation in rpart
  • 9.3 Implementation in tree

10 Random and Mixed Effects

  • 10.1 Linear Models
  • 10.2 Classic Nested Designs
  • 10.3 Non-Linear Mixed Effects Models
  • 10.4 Generalized Linear Mixed Models
  • 10.5 GEE Models

11 Exploratory Multivariate Analysis

  • 11.1 Visualization Methods
  • 11.2 Cluster Analysis
  • 11.3 Factor Analysis
  • 11.4 Discrete Multivariate Analysis

12 Classification

  • 12.1 Discriminant Analysis
  • 12.2 Classification Theory
  • 12.3 Non-Parametric Rules
  • 12.4 Neural Networks
  • 12.5 Support Vector Machines
  • 12.6 Forensic Glass Example
  • 12.7 Calibration Plots

13 Survival Analysis

  • 13.1 Estimators of Survivor Curves
  • 13.2 Parametric Models
  • 13.3 Cox Proportional Hazards Model
  • 13.4 Further Examples

14 Time Series Analysis

  • 14.1 Second-Order Summaries
  • 14.2 ARIMA Models
  • 14.3 Seasonality
  • 14.4 Nottingham Temperature Data
  • 14.5 Regression with Autocorrelated Errors
  • 14.6 Models for Financial Series

15 Spatial Statistics

  • 15.1 Spatial Interpolation and Smoothing
  • 15.2 Kriging
  • 15.3 Point Process Analysis

16 Optimization

  • 16.1 Univariate Functions
  • 16.2 Special-Purpose Optimization Functions
  • 16.3 General Optimization

Appendix A Implementation-Specific Details

  • A.1 Using S-PLUS under Unix / Linux
  • A.2 Using S-PLUS under Windows
  • A.3 Using R under Unix / Linux
  • A.4 Using R under Windows
  • A.5 For Emacs Users

Appendix B The S-PLUS GUI

Appendix C Datasets, Software and Libraries

  • C.1 Our Software
  • C.2 Using Libraries

References

Index

Sources