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  • Book Overview & Buying Simulation for Data Science with R
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Simulation for Data Science with R

Simulation for Data Science with R

By : Matthias Templ
4.2 (5)
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Simulation for Data Science with R

Simulation for Data Science with R

4.2 (5)
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 (13 chapters)
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12
Index

Cross-validation


Cross-validation is a resampling method as well, similar to the jackknife. However, the aim is now not to make inference statistics but to estimate prediction errors.

Cross-validation is mainly used for the comparison of methods or to find the optimal values of parameters in an estimation model.

In the following section, we will explain cross-validation based on regression analysis. For readers who have never heard of regression analysis, we recommend to read a basic textbook about regression analysis. We only point out some very basic issues.

The classical linear regression model

The classical linear regression model in its simplest case with one response and one predictor is given by with . In matrix notation, this is

, with the response y a vector of values, design matrix X with observations and p + 1 variables (including a vector of ones in the first column for the intercept term), a vector of size p + 1 and error term of length n. To keep it simple, we consider only...

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