Book Image

R Statistics Cookbook

By : Francisco Juretig
2 (2)
Book Image

R Statistics Cookbook

2 (2)
By: Francisco Juretig

Overview of this book

R is a popular programming language for developing statistical software. This book will be a useful guide to solving common and not-so-common challenges in statistics. With this book, you'll be equipped to confidently perform essential statistical procedures across your organization with the help of cutting-edge statistical tools. You'll start by implementing data modeling, data analysis, and machine learning to solve real-world problems. You'll then understand how to work with nonparametric methods, mixed effects models, and hidden Markov models. This book contains recipes that will guide you in performing univariate and multivariate hypothesis tests, several regression techniques, and using robust techniques to minimize the impact of outliers in data.You'll also learn how to use the caret package for performing machine learning in R. Furthermore, this book will help you understand how to interpret charts and plots to get insights for better decision making. By the end of this book, you will be able to apply your skills to statistical computations using R 3.5. You will also become well-versed with a wide array of statistical techniques in R that are extensively used in the data science industry.
Table of Contents (12 chapters)

Robust linear regression

When doing linear regression, we have seen that our estimates can change dramatically in the presence of influential points. This is usually problematic when dealing with noisy datasets. R exposes the rlm function, which offers several weighting options: Huber, and bi-square among them.

Huber weights are appropriate when we don't have many extreme cases, and bisquare weights are best for those extreme cases. In either case, the algorithm operates in the same fashion, by using iteratively reweighted least squares (IRLS), which is described at the end of this recipe.

Getting ready

No special package is needed for this recipe.

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