Last week I dabbled in building classification trees with the party and rpart packages.  Now, I want to put together a series where I can apply those basic trees along with advanced techniques like bagging, boosting and random forest.  Additi... [Read more...]

For many problems, classification and regression trees can be a simple and elegant solution, assuming you know their well-documented strengths and weaknesses.  I first explored their use several years ago with JMP, which is easy to use.  If y... [Read more...]

With another NFL week down we are starting to see separation from the contenders and the “better luck next year” teams.  Any paid TV mouthpiece worth their salt will tell you it is a quarterback driven league.  Driven indeed.  In the last post, I dabbled in the simple code of ... [Read more...]

With two weeks of NFL football under our belts, it is time to start peaking under the proverbial hood at some of the statistics.  What better way than with R?  If you want the best stats out there, I recommend the website http://www.advancedn... [Read more...]

In the last post on the changepoint package, I concluded with a brief example of time series decomposition with the "decompose" command.  After further reading, I discovered the "stl" command, which to me appears a superior method.  STL stand... [Read more...]

Last time we downloaded data from quandl.com.  This was privately-owned homes completed in a month in thousands of units(not seasonally adjusted).  Now, let's take a look at some basic R functions to examine time series along with my first ex... [Read more...]

If you want to dig in with both feet on time series data, then quandl.com is a good choice.  The website claims to have several million datasets all of them available for free download.  It also allows you to upload data to the site with an a... [Read more...]

Much to my chagrin, I realized I forgot to include one of the more interesting features in the lattice package. You can quickly turn a quantitative variable into one of levels of equal counts.  This provides a nice way of looking at slices of your... [Read more...]

One of the things I've noticed teaching statistical fundamentals or working with colleagues is the lack of focus on first visually exploring the data.  Novices seem to want to jump right in with correlations and statistical tests without getting a... [Read more...]

Partial Least Squares Regression:This week I will be doing some consulting around Structural Equation Modeling (SEM) techniques to solve a unique business problem.  We are trying to identify customer preference for various products and traditional regression is not adequate because of the high dimensional component to the data set ... [Read more...]

I wanted to avoid advanced topics in this post and focus on some “blocking and tackling” with R in an effort to get novices started.  This is some of the basic code I found useful when I began using R just over 6 weeks ago. Reading in data from a .csv ... [Read more...]

Visual Exploration of Time SeriesA couple of weeks ago, I stumbled across the following post on using R to discover patterns in time series.http://dahtah.wordpress.com/2013/05/17/finding-patterns-in-time-series-using-regular-expressions/#commentsThe au... [Read more...]

When I first learned about Granger-causality this past February, I was bemused and quite skeptical of the whole procedure.  I felt it belonged on the scrapheap of impractical academic endeavors, preferring to possibly use an ARIMA transfer function model for the same task.  However, several contemporaries threw the red challenge ... [Read more...]