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

Chapter 8. Applications of Resampling Methods and Monte Carlo Tests

The general idea of resampling methods is explained in the previous chapter where also a variety of simple examples has been shown. In this chapter we look at more complex applications of the most successful resampling method - the bootstrap. The examples will show that the bootstrap can be used for different kinds of complex problems, but will also show that conceptual adaptations of the bootstrap are needed. In other words, we will see that the bootstrap has to be modified.

First, we see the bootstrap applied to regression analysis, then we see the bootstrap in the context of imputation of missing values, followed by an application in times series analysis and to applications in complex survey designs.

Afterwards, we focus on resampling tests. We will see that each statistical test can be formulated as a Monte Carlo resampling test, with the (great) advantage that distribution of the test statistics must not be fixed as...