Data Frames and Transactions

September 24, 2012 | Wesley

Transactions are a very useful tool when dealing with data mining.  It provides a way to mine itemsets or rules on datasets. In R the data must be in transactions form.  If the data is only available in a data.frame then to create (or coerce) the data frame to ... [Read more...]

Association and concordance measures

September 12, 2012 | arthur charpentier

Following the course, in order to define assocation measures (from Kruskal (1958)) or concordance measures (from Scarsini (1984)), define a concordance function as follows: let be a random pair with copula , and with copula . Then define the so-... [Read more...]

Kendall’s Tau

September 5, 2012 | Wesley

Kendall’s Tau This is an example of Kendall’s Tau rank correlation.  This is similar to Spearman’s Rho in that it is a non-parametric measure of correlation on ranks.  It is an appropriate measure for ordinal data and is fairly straight forward when there are no ties in ... [Read more...]

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