Book Image

Simulation for Data Science with R

By : Matthias Templ
Book Image

Simulation for Data Science with R

By: Matthias Templ

Overview of this book

Data Science with R aims to teach you how to begin performing data science tasks by taking advantage of Rs powerful ecosystem of packages. R being the most widely used programming language when used with data science can be a powerful combination to solve complexities involved with varied data sets in the real world. The book will provide a computational and methodological framework for statistical simulation to the users. Through this book, you will get in grips with the software environment R. After getting to know the background of popular methods in the area of computational statistics, you will see some applications in R to better understand the methods as well as gaining experience of working with real-world data and real-world problems. This book helps uncover the large-scale patterns in complex systems where interdependencies and variation are critical. An effective simulation is driven by data generating processes that accurately reflect real physical populations. You will learn how to plan and structure a simulation project to aid in the decision-making process as well as the presentation of results. By the end of this book, you reader will get in touch with the software environment R. After getting background on popular methods in the area, you will see applications in R to better understand the methods as well as to gain experience when working on real-world data and real-world problems.
Table of Contents (18 chapters)
Simulation for Data Science with R
Credits
About the Author
About the Reviewer
www.PacktPub.com
Preface
Index

Monte Carlo tests


Do you know the test statistics of the multivariate Anderson-Darling test for multivariate normality? Don't worry, these test statistics have only been approximated for a few significance levels in terms of simulation experiments, and it is generally unknown. But then how we can estimate the value of the test statistics for a given number of observations, number of variables and a certain significance level? The answer is easy, and the procedure is as easy as for much simpler tests. We can do it with resampling methods for testing - the Monte Carlo tests.

A motivating example

Before we go to more formal descriptions of such tests, we introduce the Monte Carlo resampling test with a long introductory example. This should show why a Monte Carlo test works. The following example using body temperature data is motivated by a lecture given by Friedrich Leisch at the Vienna University of Technology and adapted for further follow-up lectures by the author of the book.

We first took...