Time Series Analysis: With Applications in R

Cover.jpg......Page 1
front-matter.pdf......Page 2
Preface......Page 7
Contents......Page 11
First steps......Page 17
Assignments......Page 19
Vectorized arithmetic......Page 20
Standard procedures......Page 22
Graphics......Page 23
Expressions and objects......Page 25
Functions and arguments......Page 27
Vectors......Page 28
Quoting and escape sequences......Page 29
Functions that create vectors......Page 30
Matrices and arrays......Page 32
Factors......Page 34
Lists......Page 35
Data frames......Page 36
Indexing......Page 37
Conditional selection......Page 38
Indexing of data frames......Page 39
Grouped data and data frames......Page 41
Implicit loops......Page 42
Sorting......Page 43
Exercises......Page 44
The workspace......Page 46
Textual output......Page 47
Scripting......Page 48
Getting help......Page 49
Built-in data......Page 50
attach and detach......Page 51
subset, transform, and within......Page 52
Plot layout......Page 54
Building a plot from pieces......Page 55
Combining plots......Page 57
Flow control......Page 59
Data entry......Page 61
Reading from a text file......Page 62
Further details on read.table......Page 65
The data editor......Page 66
Interfacing to other programs......Page 67
Exercises......Page 68
Random sampling......Page 69
Probability calculations and combinatorics......Page 70
Discrete distributions......Page 71
Continuous distributions......Page 72
Densities......Page 73
Cumulative distribution functions......Page 76
Quantiles......Page 77
Random numbers......Page 78
Exercises......Page 79
Summary statistics for a single group......Page 80
Histograms......Page 84
Empirical cumulative distribution......Page 86
Q--Q plots......Page 87
Summary statistics by groups......Page 88
Histograms......Page 92
Parallel boxplots......Page 93
Stripcharts......Page 94
Generating tables......Page 96
Marginal tables and relative frequency......Page 100
Barplots......Page 102
Dotcharts......Page 104
Piecharts......Page 105
Exercises......Page 106
One-sample t test......Page 108
Wilcoxon signed-rank test......Page 112
Two-sample t test......Page 113
Two-sample Wilcoxon test......Page 116
The paired t test......Page 117
The matched-pairs Wilcoxon test......Page 119
Exercises......Page 120
Simple linear regression......Page 121
Residuals and fitted values......Page 125
Prediction and confidence bands......Page 129
Correlation......Page 132
Pearson correlation......Page 133
Spearman's......Page 135
Exercises......Page 136
One-way analysis of variance......Page 138
Pairwise comparisons and multiple testing......Page 142
Relaxing the variance assumption......Page 144
Graphical presentation......Page 145
Kruskal--Wallis test......Page 147
Two-way analysis of variance......Page 148
Graphics for repeated measurements......Page 151
The ANOVA table in regression analysis......Page 152
Exercises......Page 154
Single proportions......Page 155
Two independent proportions......Page 157
k proportions, test for trend......Page 159
r c tables......Page 161
Exercises......Page 163
The principles of power calculations......Page 165
Power of one-sample and paired t tests......Page 166
Approximate methods......Page 168
Two-sample problems......Page 169
Comparison of proportions......Page 171
Exercises......Page 172
The cut function......Page 173
Manipulating factor levels......Page 175
Working with dates......Page 176
Recoding multiple variables......Page 179
Conditional calculations......Page 180
Combining and restructuring data frames......Page 181
Appending frames......Page 182
Merging data frames......Page 183
Reshaping data frames......Page 185
Per-group and per-case procedures......Page 188
Time splitting......Page 189
Exercises......Page 193
Plotting multivariate data......Page 195
Model specification and output......Page 197
Model search......Page 200
Exercises......Page 203
Linear models......Page 205
Polynomial regression......Page 206
Regression through the origin......Page 208
Design matrices and dummy variables......Page 210
Linearity over groups......Page 212
Interactions......Page 216
Two-way ANOVA with replication......Page 217
Analysis of covariance......Page 218
Graphical description......Page 219
Comparison of regression lines......Page 222
Diagnostics......Page 228
Exercises......Page 234
Logistic regression......Page 236
Generalized linear models......Page 237
Logistic regression on tabular data......Page 238
The analysis of deviance table......Page 243
Connection to test for trend......Page 244
Likelihood profiling......Page 246
Logistic regression using raw data......Page 248
Prediction......Page 250
Model checking......Page 251
Exercises......Page 256
Essential concepts......Page 258
Survival objects......Page 259
Kaplan--Meier estimates......Page 260
The log-rank test......Page 263
The Cox proportional hazards model......Page 265
Exercises......Page 267
Basic ideas......Page 268
Survival analysis with constant hazard......Page 269
Fitting Poisson models......Page 271
Computing rates......Page 275
Models with piecewise constant intensities......Page 279
Exercises......Page 283
Nonlinear curve fitting......Page 284
Basic usage......Page 285
Finding starting values......Page 287
Self-starting models......Page 293
Profiling......Page 294
Finer control of the fitting algorithm......Page 296
Exercises......Page 297
Obtaining and installing R and the ISwR package......Page 298
Data sets in the ISwR package......Page 301
Compendium......Page 332
Answers to exercises......Page 344
Bibliography......Page 361
Index......Page 363