Posts Tagged ‘ association ’

Data Frames and Transactions

September 24, 2012
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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 transaction the researcher may use the

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Association and concordance measures

September 12, 2012
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Association and concordance measures

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-...

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Kendall’s Tau

September 5, 2012
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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 the ranks. When ties do exist then variations

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