Lecture 1: R Basics

Outline
 Why R, and R Paradigm
 References, Tutorials and links
 R Overview
 R Interface
 R Workspace
 Help
 R Packages
 Input/Output
 Reusing Results

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Why R?
It's free!
It runs on a variety of platforms including
Windows, Unix and MacOS.
It provides an unparalleled platform for
programming new statistical methods in an
easy and straightforward manner.
It contains advanced statistical routines not yet
available in other packages.
It has state-of-the-art graphics capabilities.

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R has a Steep
Learning Curve
First, while there are many introductory tutorials
(covering data types, basic commands, the
interface), none alone are comprehensive. In
part, this is because much of the advanced
functionality of R comes from hundreds of
user contributed packages. Hunting for what
you want can be time consuming, and it can
be hard to get a clear overview of what
procedures are available.
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R paradigm is different
Rather than setting up a complete analysis at
once, the process is highly interactive. You run
a command (say fit a model), take the results
and process it through another command (say
a set of diagnostic plots), take those results
and process it through another command (say
cross-validation), etc. The cycle may include
transforming the data, and looping back
through the whole process again. You stop
when you feel that you have fully analyzed the
data.

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How to download?
 Google it using R or CRAN
(Comprehensive R Archive Network)
 http://www.r-project.org

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 Tutorials
Each of the following tutorials are in PDF format.
 P. Kuhnert & B. Venables,

An Introduction to R: Software for Statistical Modeling & Comp

uting

 J.H. Maindonald, Using R for Data Analysis and Graphics

 B. Muenchen, R for SAS and SPSS Users
 W.J. Owen, The R Guide
 D. Rossiter,
Introduction to the R Project for Statistical Computing for Use
at the ITC

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 W.N. Venebles & D. M. Smith, An Introduction to R
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Web links
 Paul Geissler's excellent R tutorial
 Dave Robert's Excellent Labs on Ecological Analysis
 Excellent Tutorials by David Rossitier
 Excellent tutorial an nearly every aspect of R (c/o Rob Kabacoff) MOST of these
notes follow this web page format
 Introduction to R by Vincent Zoonekynd
 R Cookbook
 Data Manipulation Reference

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Web links
 R time series tutorial
 R Concepts and Data Types presentation by Deepayan Sarkar
 Interpreting Output From lm()
 The R Wiki
 An Introduction to R
 Import / Export Manual
 R Reference Cards

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Web links
 KickStart
 Hints on plotting data in R
 Regression and ANOVA
 Appendices to Fox Book on Regression
 JGR a Java-based GUI for R [Mac|Windows|Linux]
 A Handbook of Statistical Analyses Using R(Brian S. Everitt and Torsten Hothorn)

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R Overview
R is a comprehensive statistical and graphical
programming language and is a dialect of the
S language:
1988 - S2: RA Becker, JM Chambers, A Wilks
1992 - S3: JM Chambers, TJ Hastie
1998 - S4: JM Chambers
R: initially written by Ross Ihaka and Robert
Gentleman at Dep. of Statistics of U of
Auckland, New Zealand during 1990s.
Since 1997: international “R-core” team of 15
people with access to common CVS archive.

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R Overview
You can enter commands one at a time at the
command prompt (>) or run a set of
commands from a source file.
There is a wide variety of data types, including
vectors (numerical, character, logical),
matrices, dataframes, and lists.
To quit R, use
>q()

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R Overview
Most functionality is provided through built-in
and user-created functions and all data objects
are kept in memory during an interactive
session.
Basic functions are available by default. Other
functions are contained in packages that can
be attached to a current session as needed

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R Overview
A key skill to using R effectively is learning how
to use the built-in help system. Other sections
describe the working environment, inputting
programs and outputting results, installing new
functionality through packages and etc.
A fundamental design feature of R is that the
output from most functions can be used as
input to other functions. This is described in
reusing results.

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R Interface
Start the R system, the main window
(RGui) with a sub window (R Console)
will appear
In the `Console' window the cursor is
waiting for you to type in some R
commands.

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Your First R Session

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 R Introduction
 Results of calculations can be stored in objects using
the assignment operators:
 An arrow (<-) formed by a smaller than character and a
hyphen without a space!
 The equal character (=).

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R Introduction
 These objects can then be used in other calculations.
To print the object just enter the name of the object.
There are some restrictions when giving an object a
name:
 Object names cannot contain `strange' symbols like !, +, -,
#.
 A dot (.) and an underscore ( ) are allowed, also a name
starting with a dot.
 Object names can contain a number but cannot start with a
number.
 R is case sensitive, X and x are two different objects, as
well as temp and temP.

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An example
> # An example
> x <- c(1:10)
> x[(x>8) | (x<5)]
> # yields 1 2 3 4 9 10
> # How it works
> x <- c(1:10)
>X
>1 2 3 4 5 6 7 8 9 10
>x>8
>FFFFFFFFTT
>x<5
>TTTTFFFFFF
>x>8|x<5
>TTTTFFFFTT
> x[c(T,T,T,T,F,F,F,F,T,T)]
> 1 2 3 4 9 10

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R Introduction
 To list the objects that you have in your current R
session use the function ls or the function objects.
> ls()
[1] "x" "y"
 So to run the function ls we need to enter the name
followed by an opening ( and a closing ). Most functions
in R accept certain arguments. For example, one of the
arguments of the function ls is pattern. To list all objects
starting with the letter x:
> x2 = 9
> y2 = 10
> ls(pattern="x")
[1] "x" "x2"

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R Introduction
 If you assign a value to an object that already exists
then the contents of the object will be overwritten with
the new value (without a warning!). Use the function rm
to remove one or more objects from your session.

> rm(x, x2)

 Lets create two small vectors with data and a

scatterplot.
z2 <- c(1,2,3,4,5,6)
z3 <- c(6,8,3,5,7,1)
plot(z2,z3)
title("My first scatterplot")

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R Warning !
R is a case sensitive language.
FOO, Foo, and foo are three different objects

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R Introduction
> x = sin(9)/75
> y = log(x) + x^2
>x
[1] 0.005494913
>y
[1] -5.203902
> m <- matrix(c(1,2,4,1), ncol=2)
>m
> [,1] [,2]
[1,] 1 4
[2,] 2 1

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R Workspace
Objects that you create during an R
session are held in memory, the
collection of objects that you currently
have is called the workspace. This
workspace is not saved on disk unless
you tell R to do so. This means that
your objects are lost when you close R
and not save the objects, or worse
when R or your system crashes on you
during a session.

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R Workspace
When you close the RGui or the R
console window, the system will ask if
you want to save the workspace
image. If you select to save the
workspace image then all the objects
in your current R session are saved in
a file .RData. This is a binary file
located in the working directory of R,
which is by default the installation
directory of R.

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R Workspace
 During your R session you can also
explicitly save the workspace image. Go to
the `File‘ menu and then select `Save
Workspace...', or use the save.image
function.
## save to the current working directory
save.image()
## just checking what the current working directory is
getwd()
## save to a specific file and location
save.image("C:\\Program Files\\R\\R-
2.5.0\\bin\\.RData")

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R Workspace
If you have saved a workspace image and
you start R the next time, it will restore
the workspace. So all your previously
saved objects are available again. You can
also explicitly load a saved workspace. Go
the `File' menu and select `Load
workspace...'.

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R Workspace
Commands are entered interactively at the R
user prompt. Up and down arrow keys
scroll through your command history.
You will probably want to keep different
projects in different physical directories.

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R Workspace
R gets confused if you use a path in your code
like
       c:\mydocuments\myfile.txt
This is because R sees "\" as an escape
character. Instead, use
c:\\my documents\\myfile.txt
      or
 c:/mydocuments/myfile.txt
   

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R Workspace
getwd() # print the current working directory

ls()  # list the objects in the current workspace

setwd(mydirectory)   # change to mydirectory
setwd("c:/docs/mydir")  

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R Workspace
#view and set options for the session
help(options) # learn about available options
options() # view current option settings
options(digits=3) # number of digits to print
on output
# work with your previous commands
history() # display last 25 commands
history(max.show=Inf) # display all previous commands

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R Workspace
 To access help for a function in a
package that’s not currently loaded,
specify in addition the name of the
package: For example, to obtain
documentation for the rlm() (robust
linear model) function in the MASS
package, help(rlm, package="MASS")

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 R Workspace
# save your command history
savehistory(file="myfile") # default is ".Rhistory"
# recall your command history
loadhistory(file="myfile") # default is ".Rhistory“

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R Help
Once R is installed, there is a comprehensive
built-in help system. At the program's
command prompt you can use any of the
following:
help.start()   # general help
help(foo)      # help about function foo
?foo           # same thing
apropos("foo") # list all function containing string foo
example(foo)   # show an example of function foo

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R Help
# search for foo in help manuals and archived mailing lists
RSiteSearch("foo")
# get vignettes on using installed packages
# A vignette is a long-form guide to your
package
vignette()      # show available vingettes
vignette("foo") # show specific vignette

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R Datasets
R comes with a number of sample datasets
that you can experiment with. Type
> data( )
to see the available datasets. The results
will depend on which packages you have
loaded. Type
help(datasetname)
for details on a sample dataset.

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R Datasets
 http://stat.ethz.ch/R-manual/R-
devel/library/datasets/html/00Index.ht
ml

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R Packages
 One of the strengths of R is that the system can
easily be extended. The system allows you to write
new functions and package those functions in a so
called `R package' (or `R library'). The R package
may also contain other R objects, for example
data sets or documentation. There is a lively R
user community and many R packages have been
written and made available on CRAN for other
users. Just a few examples, there are packages for
portfolio optimization, drawing maps, exporting
objects to html, time series analysis, spatial
statistics and the list goes on and on.

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R Packages
 When you download R, already a number (around
30) of packages are downloaded as well. To use a
function in an R package, that package has to be
attached to the system. When you start R not all
of the downloaded packages are attached, only
seven packages are attached to the system by
default. You can use the function search to see a
list of packages that are currently attached to the
system, this list is also called the search path.
> search()
[1] ".GlobalEnv" "package:stats" "package:graphics"
[4] "package:grDevices" "package:datasets" "package:utils"
[7] "package:methods" "Autoloads" "package:base"

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R Packages
To attach another package to the system you can use the
menu or the library function. Via the menu:

Select the `Packages' menu and select `Load package...', a list of

available packages on your system will be displayed. Select
one and click `OK', the package is now attached to your
current R session.
Via the library function:
> library(MASS)

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 R Packages
 The function library can also be used to list all the available
libraries on your system with a short description. Run the function
without any arguments
> library()
Packages in library 'C:/PROGRA~1/R/R-25~1.0/library':
base The R Base Package
Boot Bootstrap R (S-Plus) Functions (Canty)
class Functions for Classification
cluster Cluster Analysis Extended Rousseeuw et al.
codetools Code Analysis Tools for R
datasets The R Datasets Package
DBI R Database Interface
foreign Read Data Stored by Minitab, S, SAS, SPSS, Stata, Systat,
dBase, ...
graphics The R Graphics Package

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R Packages
install = function() {
install.packages(c("moments","graphics","Rcmdr","hexbin"),
repos="http://lib.stat.cmu.edu/R/CRAN")
}
install()

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 R Conflicting objects
 It is not recommended to do, but R allows the user to give
an object a name that already exists. If you are not sure if
a name already exists, just enter the name in the R console
and see if R can find it. R will look for the object in all the
libraries (packages) that are currently attached to the R
system. R will not warn you when you use an existing
name.
> mean = 10
> mean
[1] 10

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 R Conflicting objects
The object mean already exists in the base package, but is now
masked by your object mean. To get a list of all masked
objects use the function conflicts.
> conflicts()
[1] "body<-" "mean“

You can safely remove the object mean with the function
rm() without risking deletion of the mean function.

Calling rm() removes only objects in your working environment

by default.

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 Source Codes
you can have input come from a script file (a file
containing R commands) and direct output to a variety
of destinations.
Input
The source( ) function runs a script in the current
session. If the filename does not include a path, the file
is taken from the current working directory.
# input a script
source("myfile")

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 Output
Output
The sink( ) function defines the direction of the
output.
# direct output to a file
sink("myfile", append=FALSE, split=FALSE)

# return output to the terminal

sink()

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 Output
The append option controls whether output
overwrites or adds to a file.
The split option determines if output is also sent to
the screen as well as the output file.
Here are some examples of the sink() function.
# output directed to output.txt in c:\projects directory.
# output overwrites existing file. no output to terminal.
sink("myfile.txt", append=TRUE, split=TRUE)

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 Graphs
To redirect graphic output use one of the following
functions. Use dev.off( ) to return output to the
terminal.
Function Output to

pdf("mygraph.pdf") pdf file

win.metafile("mygraph.wmf") windows metafile

png("mygraph.png") png file

jpeg("mygraph.jpg") jpeg file

bmp("mygraph.bmp") bmp file

postscript("mygraph.ps") postscript file

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 Redirecting Graphs
# example - output graph to jpeg file
jpeg("c:/mygraphs/myplot.jpg")
plot(x)
dev.off()

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 Reusing Results
One of the most useful design features of R is that
the output of analyses can easily be saved and
used as input to additional analyses.
# Example 1
lm(mpg~wt, data=mtcars)
This will run a simple linear regression of miles per
gallon on car weight using the dataframe mtcars.
Results are sent to the screen. Nothing is saved.

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 Reusing Results
# Example 2
fit <- lm(mpg~wt, data=mtcars)
This time, the same regression is performed but the
results are saved under the name fit. No output is
sent to the screen. However, you now can
manipulate the results.
str(fit) # view the contents/structure of "fit“
The assignment has actually created a list called "fit"
that contains a wide range of information
(including the predicted values, residuals,
coefficients, and more.
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 Reusing Results
# plot residuals by fitted values
plot(fit$residuals, fit$fitted.values)
To see what a function returns, look at the value section of the
online help for that function. Here we would look at
help(lm).
The results can also be used by a wide range of other functions.
# produce diagnostic plots
plot(fit)

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Lecture 2: Data Input
Outline
 Data Types
 Importing Data
 Keyboard Input
 Database Input
 Exporting Data
 Viewing Data
 Variable Labels
 Value Labels
 Missing Data
 Date Values
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Data Types
R has a wide variety of data types including
scalars, vectors (numerical, character, logical,
factors), matrices, dataframes, and lists.

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Vectors
a <- c(1,2,5.3,6,-2,4) # numeric vector
b <- c("one","two","three") # character vector
c <- c(TRUE,TRUE,TRUE,FALSE,TRUE,FALSE)
#logical vector
Refer to elements of a vector using subscripts.
a[c(2,4)] # 2nd and 4th elements of vector

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Matrices
All columns in a matrix must have the same mode(numeric, character, etc.) and the
same length.
The general format is
mymatrix <- matrix(vector, nrow=r, ncol=c,
byrow=FALSE,dimnames=list(char_vector_rownames, char_vector_colnames))
byrow=TRUE indicates that the matrix should be filled by rows. byrow=FALSE
indicates that the matrix should be filled by columns (the default). dimnames
provides optional labels for the columns and rows.

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Matrices
# generates 5 x 4 numeric matrix
y<-matrix(1:20, nrow=5,ncol=4)
# another example
cells <- c(1,26,24,68)
rnames <- c("R1", "R2")
cnames <- c("C1", "C2")
mymatrix <- matrix(cells, nrow=2, ncol=2, byrow=TRUE, dimnames=list(rnames, cnames))
#Identify rows, columns or elements using subscripts.
x[,4] # 4th column of matrix
x[3,] # 3rd row of matrix
x[2:4,1:3] # rows 2,3,4 of columns 1,2,3

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Arrays
Arrays are similar to matrices but can have more
than two dimensions. See help(array) for
details.

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Data frames
A data frame is more general than a matrix, in that different columns can
have different modes (numeric, character, factor, etc.).
d <- c(1,2,3,4)
e <- c("red", "white", "red", NA)
f <- c(TRUE,TRUE,TRUE,FALSE)
mydata <- data.frame(d,e,f)
names(mydata) <- c("ID","Color","Passed") #variable names

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 Data frames
There are a variety of ways to identify the elements of a
dataframe .
myframe[3:5] # columns 3,4,5 of dataframe
myframe[c("ID","Age")] # columns ID and Age from dataframe
myframe$X1 # variable x1 in the dataframe

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Lists
An ordered collection of objects (components). A list allows you to
gather a variety of (possibly unrelated) objects under one name.
# example of a list with 4 components -
# a string, a numeric vector, a matrix, and a scaler
w <- list(name="Fred", mynumbers=a, mymatrix=y, age=5.3)

# example of a list containing two lists

v <- c(list1,list2)

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Lists
Identify elements of a list using the [[]] convention.
mylist[[2]] # 2nd component of the list

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Factors
Tell R that a variable is nominal by making it a factor.
# variable gender with 20 "male" entries and
# 30 "female" entries
gender <- c(rep("male",20), rep("female", 30))
gender <- factor(gender)
# stores gender as 20 1s and 30 2s and associates
# 1=female, 2=male internally (alphabetically)
# R now treats gender as a nominal variable
summary(gender)

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Useful Functions
length(object) # number of elements or components
str(object)    # structure of an object
class(object)  # class or type of an object
names(object)  # names
c(object,object,...)  # combine objects into a vector
cbind(object, object, ...) # combine objects as columns
rbind(object, object, ...) # combine objects as rows
ls()       # list current objects
rm(object) # delete an object
newobject <- edit(object) # edit copy and save a
newobject
fix(object)               # edit in place

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Importing Data
Importing data into R is fairly simple.
For Stata and Systat, use the foreign package.
For SPSS and SAS I would recommend the Hmisc
package for ease and functionality.
See the Quick-R section on packages, for information
on obtaining and installing the these packages.
Example of importing data are provided below.

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From A Comma Delimited
Text File
# first row contains variable names, comma is separator
# assign the variable id to row names
# note the / instead of \ on mswindows systems
mydata <- read.table("c:/mydata.csv", header=TRUE, sep=",",
row.names="id")
# Reads a file in table format and creates a data frame from it, with
cases corresponding to lines and variables to fields in the file.
# The second argument indicates whether or not the first row is a set
of labels.

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From Excel
The best way to read an Excel file is to export it to a comma delimited file and
import it using the method above.
On windows systems you can use the RODBC package to access Excel files.
The first row should contain variable/column names.
# first row contains variable names
# we will read in workSheet mysheet
library(RODBC)
channel <- odbcConnectExcel("c:/myexel.xls")
mydata <- sqlFetch(channel, "mysheet")
odbcClose(channel)

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Keyboard Input
Usually you will obtain a dataframe by importing it from SAS,
SPSS, Excel, Stata, a database, or an ASCII file. To create
it interactively, you can do something like the following.
# create a dataframe from scratch
age <- c(25, 30, 56)
gender <- c("male", "female", "male")
weight <- c(160, 110, 220)
mydata <- data.frame(age,gender,weight)

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Keyboard Input
You can also use R's built in spreadsheet to enter the data interactively, as
in the following example.
# enter data using editor
mydata <- data.frame(age=numeric(0), gender=character(0),
weight=numeric(0))
mydata <- edit(mydata)
# note that without the assignment in the line above,
# the edits are not saved!

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Exporting Data
There are numerous methods for exporting R objects
into other formats . For SPSS, SAS and Stata. you
will need to load the foreign packages. For Excel,
you will need the xlsReadWrite package.

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Exporting Data
To A Tab Delimited Text File
write.table(mydata, "c:/mydata.txt", sep="\t")
To an Excel Spreadsheet
library(xlsReadWrite)
write.xls(mydata, "c:/mydata.xls")
To SAS
library(foreign)
write.foreign(mydata, "c:/mydata.txt", "c:/mydata.sas",
  package="SAS")

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Viewing Data
There are a number of functions for listing the contents of an object or
dataset.
# list objects in the working environment
ls()
# list the variables in mydata
names(mydata)
# list the structure of mydata (alternative to summary):
str(mydata)
# dimensions of an object
dim(object)

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Viewing Data
There are a number of functions for listing the contents of an object or
dataset.
# class of an object (numeric, matrix, dataframe, etc)
class(object)
# print mydata
mydata
# print first 10 rows of mydata
head(mydata, n=10)
# print last 5 rows of mydata
tail(mydata, n=5)

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Variable Labels
R's ability to handle variable labels is somewhat
unsatisfying.
If you use the Hmisc package, you can take advantage of
some labeling features.
library(Hmisc)
label(mydata$myvar) <- "Variable label for variable
myvar"
describe(mydata)

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Variable Labels
Unfortunately the label is only in effect for functions
provided by the Hmisc package, such as
describe(). Your other option is to use the variable
label as the variable name and then refer to the
variable by position index.
names(mydata)[3] <- "This is the label for variable 3"
mydata[3] # list the variable

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 Value Labels
To understand value labels in R, you need to understand the data structure factor.
You can use the factor function to create your own value lables.
# variable v1 is coded 1, 2 or 3
# we want to attach value labels 1=red, 2=blue,3=green
mydata$v1 <- factor(mydata$v1,
levels = c(1,2,3),
labels = c("red", "blue", "green"))
# variable y is coded 1, 3 or 5
# we want to attach value labels 1=Low, 3=Medium, 5=High

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Value Labels
mydata$v1 <- ordered(mydata$y,
levels = c(1,3, 5),
labels = c("Low", "Medium", "High"))
Use the factor() function for nominal data and the ordered()
function for ordinal data. R statistical and graphic functions will
then treat the data appropriately.
Note: factor and ordered are used the same way, with the same
arguments. The former creates factors and the later creates
ordered factors.

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Missing Data
In R, missing values are represented by the symbol NA (not
available) . Impossible values (e.g., dividing by zero) are
represented by the symbol NaN (not a number). Unlike SAS,
R uses the same symbol for character and numeric data.
Testing for Missing Values
is.na(x) # returns TRUE of x is missing
y <- c(1,2,3,NA)
is.na(y) # returns a vector (F F F T)

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Missing Data
Recoding Values to Missing
# recode 99 to missing for variable v1
# select rows where v1 is 99 and recode column v1
mydata[mydata$v1==99,"v1"] <- NA
Excluding Missing Values from Analyses
Arithmetic functions on missing values yield missing values.
x <- c(1,2,NA,3)
mean(x)          # returns NA
mean(x, na.rm=TRUE) # returns 2

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Missing Data
The function complete.cases() returns a logical vector
indicating which cases are complete.
# list rows of data that have missing values
mydata[!complete.cases(mydata),]
The function na.omit() returns the object with listwise
deletion of missing values.
# create new dataset without missing data
newdata <- na.omit(mydata)

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Missing Data
Advanced Handling of Missing Data
Most modeling functions in R offer options for dealing
with missing values. You can go beyond pairwise
of listwise deletion of missing values through
methods such as multiple imputation. Good
implementations that can be accessed through R
include Amelia II, Mice, and mitools.

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Date Values
Dates are represented as the number of days since 1970-
01-01, with negative values for earlier dates.
# use as.Date( ) to convert strings to dates
mydates <- as.Date(c("2007-06-22", "2004-02-13"))
# number of days between 6/22/07 and 2/13/04
days <- mydates[1] - mydates[2]
Sys.Date( ) returns today's date.
Date() returns the current date and time.

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Date Values
The following symbols can be used with the
format( ) function to print dates.
Symbol Meaning Example

%d day as a number (0-31) 01-31

%a abbreviated weekday Mon

%A unabbreviated weekday Monday

%m month (00-12) 00-12

%b abbreviated month Jan

%B unabbreviated month January

%y 2-digit year 07
%Y 4-digit year 2007

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Date Values
# print today's date
today <- Sys.Date()
format(today, format="%B %d %Y")
"June 20 2007"

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Lecture 3: Data
Manipulation
Outline
 Creating New Variable
 Operators
 Built-in functions
 Control Structures
 User Defined Functions
 Sorting Data
 Merging Data
 Aggregating Data
 Reshaping Data
 Sub-setting Data
 Data Type Conversions

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Introduction
Once you have access to your data, you will
want to massage it into useful form. This
includes creating new variables (including
recoding and renaming existing variables),
sorting and merging datasets, aggregating
data, reshaping data, and subsetting datasets
(including selecting observations that meet
criteria, randomly sampling observation, and
dropping or keeping variables).

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Introduction
Each of these activities usually involve the use of
R's built-in operators (arithmetic and logical)
and functions (numeric, character, and
statistical). Additionally, you may need to use
control structures (if-then, for, while, switch)
in your programs and/or create your
own functions. Finally you may need to
convert variables or datasets from one type to
another (e.g. numeric to character or matrix to
dataframe).

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Creating new variables
 Use the assignment operator <- to create new variables.
A wide array of operators and functions are available here.
 # Three examples for doing the same computations
mydata$sum <- mydata$x1 + mydata$x2
mydata$mean <- (mydata$x1 + mydata$x2)/2
attach(mydata)
mydata$sum <- x1 + x2
mydata$mean <- (x1 + x2)/2
detach(mydata)
 mydata <- transform( mydata,
sum = x1 + x2,
mean = (x1 + x2)/2
)

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Creating new variables
Recoding variables
 In order to recode data, you will probably use one or more of
R's control structures.
 # create 2 age categories
mydata$agecat <- ifelse(mydata$age > 70,
c("older"), c("younger"))

# another example: create 3 age categories

attach(mydata)
mydata$agecat[age > 75] <- "Elder"
mydata$agecat[age > 45 & age <= 75] <- "Middle Aged"
mydata$agecat[age <= 45] <- "Young"
detach(mydata)

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Creating new variables
Renaming variables
 You can rename variables programmatically or interactively.
 # rename interactively
fix(mydata) # results are saved on close

# rename programmatically
library(reshape)
mydata <- rename(mydata, c(oldname="newname"))

# you can re-enter all the variable names in order

# changing the ones you need to change.the limitation
# is that you need to enter all of them!
names(mydata) <- c("x1","age","y", "ses")

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Arithmetic Operators
Operator Description
+ addition
- subtraction
* multiplication
/ division
^ or ** exponentiation
x %% y modulus (x mod y) 5%%2 is 1
x %/% y integer division 5%/%2 is 2

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Logical Operators
Operator Description
< less than
<= less than or equal to
> greater than
>= greater than or equal to
== exactly equal to
!= not equal to
!x Not x
x|y x OR y
x&y x AND y
isTRUE(x) test if x is TRUE
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Control Structures
 R has the standard control structures you
would expect. expr can be multiple
(compound) statements by enclosing them in
braces { }. It is more efficient to use built-in
functions rather than control structures
whenever possible.

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Control Structures
 if-else
 if (cond) expr
if (cond) expr1 else expr2
 for
 for (var in seq) expr
 while
 while (cond) expr
 switch
 switch(expr, ...)
 ifelse
 ifelse(test,yes,no)

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Control Structures
 # transpose of a matrix
# a poor alternative to built-in t() function

mytrans <- function(x) {

  if (!is.matrix(x)) {
    warning("argument is not a matrix: returning NA")
    return(NA_real_)
  }
  y <- matrix(1, nrow=ncol(x), ncol=nrow(x))
  for (i in 1:nrow(x)) {
    for (j in 1:ncol(x)) {
      y[j,i] <- x[i,j]
    }
  }
return(y)
}

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Control Structures
 # try it
z <- matrix(1:10, nrow=5, ncol=2)
tz <- mytrans(z)

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R built-in functions
Almost everything in R is done
through functions. Here I'm only
referring to numeric and character
functions that are commonly used in
creating or recoding variables.

Note that while the examples on this

page apply functions to individual
variables, many can be applied to
vectors and matrices as well.
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Numeric Functions
Function Description
abs(x) absolute value
sqrt(x) square root
ceiling(x) ceiling(3.475) is 4
floor(x) floor(3.475) is 3
trunc(x) trunc(5.99) is 5
round(x, digits=n) round(3.475, digits=2) is 3.48
signif(x, digits=n) signif(3.475, digits=2) is 3.5
cos(x), sin(x), tan(x) also acos(x), cosh(x), acosh(x), etc.
log(x) natural logarithm
log10(x) common logarithm
exp(x) e^x

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 Character Functions
Function Description
substr(x, start=n1, stop=n2) Extract or replace substrings in a character vector.
x <- "abcdef"
substr(x, 2, 4) is "bcd"
substr(x, 2, 4) <- "22222" is "a222ef"

grep(pattern, x , Search for pattern in x. If fixed =FALSE then pattern is a regular expression. If
ignore.case=FALSE, fixed=FALSE) fixed=TRUE then pattern is a text string. Returns matching indices.
grep("A", c("b","A","c"), fixed=TRUE) returns 2

sub(pattern, replacement, x, Find pattern in x and replace with replacement text. If fixed=FALSE then pattern is
ignore.case =FALSE, fixed=FALSE) a regular expression.If fixed = T then pattern is a text string.
sub("\\s",".","Hello There") returns "Hello.There"

strsplit(x, split) Split the elements of character vector x at split.

strsplit("abc", "") returns 3 element vector "a","b","c"
paste(..., sep="") Concatenate strings after using sep string to seperate them.
paste("x",1:3,sep="") returns c("x1","x2" "x3")
paste("x",1:3,sep="M") returns c("xM1","xM2" "xM3")
paste("Today is", date())

toupper(x) Uppercase
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Stat/Prob Functions
 The following table describes functions related
to probaility distributions. For random number
generators below, you can use set.seed(1234)
or some other integer to create reproducible
pseudo-random numbers.

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Function Description
dnorm(x) normal density function (by default m=0 sd=1)
# plot standard normal curve
x <- pretty(c(-3,3), 30)
y <- dnorm(x)
plot(x, y, type='l', xlab="Normal Deviate", ylab="Density", yaxs="i")
pnorm(q) cumulative normal probability for q
(area under the normal curve to the right of q)
pnorm(1.96) is 0.975
qnorm(p) normal quantile.
value at the p percentile of normal distribution
qnorm(.9) is 1.28 # 90th percentile
rnorm(n, m=0,sd=1) n random normal deviates with mean m
and standard deviation sd.
#50 random normal variates with mean=50, sd=10
x <- rnorm(50, m=50, sd=10)
dbinom(x, size, prob) binomial distribution where size is the sample size
pbinom(q, size, prob) and prob is the probability of a heads (pi)
qbinom(p, size, prob) # prob of 0 to 5 heads of fair coin out of 10 flips
rbinom(n, size, prob) dbinom(0:5, 10, .5)
# prob of 5 or less heads of fair coin out of 10 flips
pbinom(5, 10, .5)
dpois(x, lamda) poisson distribution with m=std=lamda
ppois(q, lamda) #probability of 0,1, or 2 events with lamda=4
qpois(p, lamda) dpois(0:2, 4)
rpois(n, lamda) # probability of at least 3 events with lamda=4
1- ppois(2,4)
dunif(x, min=0, max=1) uniform distribution, follows the same pattern
punif(q, min=0, max=1) as the normal distribution above.
qunif(p, min=0, max=1) #10 uniform random variates
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Graphics
Function Description

mean(x, trim=0, mean of object x

na.rm=FALSE) # trimmed mean, removing any missing values and
# 5 percent of highest and lowest scores
mx <- mean(x,trim=.05,na.rm=TRUE)

sd(x) standard deviation of object(x). also look at var(x) for variance and mad(x) for median absolute
deviation.

median(x) median

quantile(x, probs) quantiles where x is the numeric vector whose quantiles are desired and probs is a numeric vector with
probabilities in [0,1].
# 30th and 84th percentiles of x
y <- quantile(x, c(.3,.84))

range(x) range

sum(x) sum

diff(x, lag=1) lagged differences, with lag indicating which lag to use

min(x) minimum

max(x) maximum

scale(x, center=TRUE, column center or standardize a matrix.

scale=TRUE)

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Other Useful Functions
Function Description

seq(from , to, by) generate a sequence

indices <- seq(1,10,2)
#indices is c(1, 3, 5, 7, 9)

rep(x, ntimes) repeat x n times

y <- rep(1:3, 2)
# y is c(1, 2, 3, 1, 2, 3)

cut(x, n) divide continuous variable in factor with n levels

y <- cut(x, 5)

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Sorting
 To sort a dataframe in R, use the order( ) function. By
default, sorting is ASCENDING. Prepend the sorting
variable by a minus sign to indicate DESCENDING order.
Here are some examples.
 # sorting examples using the mtcars dataset
data(mtcars)
# sort by mpg
newdata = mtcars[order(mtcars$mpg),]
# sort by mpg and cyl
newdata <- mtcars[order(mtcars$mpg, mtcars$cyl),]
#sort by mpg (ascending) and cyl (descending)
newdata <- mtcars[order(mtcars$mpg, -mtcars$cyl),]

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Merging
To merge two dataframes (datasets) horizontally, use the
merge function. In most cases, you join two
dataframes by one or more common key variables (i.e.,
an inner join).
# merge two dataframes by ID
total <- merge(dataframeA,dataframeB,by="ID")
# merge two dataframes by ID and Country
total <-
merge(dataframeA,dataframeB,by=c("ID","Country"))
http://www.cookbook-
r.com/Manipulating_data/Merging_data_frames/

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Merging
ADDING ROWS
To join two dataframes (datasets) vertically, use the rbind
function. The two dataframes must have the same
variables, but they do not have to be in the same order.
total <- rbind(dataframeA, dataframeB)

If dataframeA has variables that dataframeB does not, then either:

Delete the extra variables in dataframeA or
Create the additional variables in dataframeB and set them to NA
(missing)
before joining them with rbind.

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Aggregating
 It is relatively easy to collapse data in R
using one or more variables and a
defined function.
http://davetang.org/muse/2013/05/22/using-
aggregate-and-apply-in-r/

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Data Type Conversion
 Type conversions in R work as you would
expect. For example, adding a character
string to a numeric vector converts all
the elements in the vector to character.
 Use is.foo to test for data type foo.
Returns TRUE or FALSE
Use as.foo to explicitly convert it.
 is.numeric(), is.character(), is.vector(),
is.matrix(), is.data.frame()
as.numeric(), as.character(), as.vector(),
as.matrix(), as.data.frame)

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Lecture 3: Statistics
Outline
 T-test
 Non-parametric tests
 Exact tests
 Multiple Linear Regression
 Diagnostics
 Anova
 Diagnostics
 Multiple Comparisons
 Frequency and Cross tabulations
 Power Analysis

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T test
 The t.test( ) function produces a variety of t-tests.
Unlike most statistical packages, the default assumes
unequal variance and applies the Welsh df
modification.# independent 2-group t-test
t.test(y~x) # where y is numeric and x is a binary factor
 # independent 2-group t-test
t.test(y1,y2) # where y1 and y2 are numeric
 # paired t-test
t.test(y1,y2,paired=TRUE) # where y1 & y2 are numeric
 # one samle t-test
t.test(y,mu=3) # Ho: mu=3

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Nonparametric Tests of
Group Differences
 R provides functions for carrying out Mann-Whitney U,
Wilcoxon Signed Rank, Kruskal Wallis, and Friedman
tests.# independent 2-group Mann-Whitney U Test
wilcox.test(y~A)
# where y is numeric and A is A binary factor
 # independent 2-group Mann-Whitney U Test
wilcox.test(y,x) # where y and x are numeric
 # dependent 2-group Wilcoxon Signed Rank Test
wilcox.test(y1,y2,paired=TRUE) # where y1 and y2 are
numeric
 # Kruskal Wallis Test One Way Anova by Ranks
kruskal.test(y~A) # where y1 is numeric and A is a factor
 # Randomized Block Design - Friedman Test
friedman.test(y~A|B)
# where y are the data values, A is a grouping factor
# and B is a blocking factor
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Resampling Statistics
 The coin package provides the ability to
perform a wide variety of re-randomization or
permutation based statistical tests. These tests
do not assume random sampling from well-
defined populations. They can be a reasonable
alternative to classical procedures when test
assumptions can not be met. See
coin: A Computational Framework for Conditiona
l Inference
for details.
 In the examples below, lower case letters
represent numerical variables and upper case
letters represent categorical factors. Monte-Carlo
simulation are available for all tests. Exact tests
are available forApplied
2 group procedures.
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Independent Two- and K-
Sample Location Tests
 # Exact Wilcoxon Mann Whitney Rank Sum Test
# where y is numeric and A is a binary factor
library(coin)
wilcox_test(y~A, data=mydata,
distribution="exact")
 # One-Way Permutation Test based on 9999
Monte-Carlo
# resamplings. y is numeric and A is a
categorical factor
library(coin)
oneway_test(y~A, data=mydata,
  distribution=approximate(B=9999))

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Symmetry of a response for
repeated measurements
# Exact Wilcoxon Signed Rank Test
# where y1 and y2 are repeated measures
library(coin)
wilcoxsign_test(y1~y2, data=mydata,
distribution="exact")
 # Freidman Test based on 9999 Monte-Carlo

resamplings.
# y is numeric, A is a grouping factor, and B is a
# blocking factor.
library(coin)
friedman_test(y~A|B, data=mydata,
   distribution=approximate(B=9999))

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Independence of Two
Numeric Variables
 # Spearman Test of Independence based
on 9999 Monte-Carlo
# resamplings. x and y are numeric
variables.
library(coin)
spearman_test(y~x, data=mydata,
   distribution=approximate(B=9999))

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Independence in Contingency
Tables
 # Independence in 2-way Contingency Table based on
# 9999 Monte-Carlo resamplings. A and B are factors.
library(coin)
chisq_test(A~B, data=mydata,
   distribution=approximate(B=9999))
 # Cochran-Mantel-Haenzsel Test of 3-way Contingency
Table
# based on 9999 Monte-Carlo resamplings. A, B, are factors
# and C is a stratefying factor.
library(coin)
mh_test(A~B|C, data=mydata,
   distribution=approximate(B=9999))
 # Linear by Linear Association Test based on 9999
# Monte-Carlo resamplings. A and B are ordered factors.
library(coin)
lbl_test(A~B, data=mydata,
   distribution=approximate(B=9999))
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Independence in Contingency
Tables
 # Independence in 2-way Contingency Table based on
# 9999 Monte-Carlo resamplings. A and B are factors.
library(coin)
chisq_test(A~B, data=mydata,
   distribution=approximate(B=9999))
 # Cochran-Mantel-Haenzsel Test of 3-way Contingency
Table
# based on 9999 Monte-Carlo resamplings. A, B, are factors
# and C is a stratefying factor.
library(coin)
mh_test(A~B|C, data=mydata,
   distribution=approximate(B=9999))
 # Linear by Linear Association Test based on 9999
# Monte-Carlo resamplings. A and B are ordered factors.
library(coin)
lbl_test(A~B, data=mydata,
   distribution=approximate(B=9999))
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Frequencies and Crosstabs
 This section describes the creation of frequency
and contingency tables from categorical
variables, along with tests of independence,
measures of association, and methods for
graphically displaying results.
 Generating Frequency Tables
 R provides many methods for creating
frequency and contingency tables. Three are
described below. In the following examples,
assume that A, B, and C represent categorical
variables.

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Frequencies and Crosstabs
 table
 You can generate frequency tables using the table( )
function, tables of proportions using the prop.table( )
function, and marginal frequencies using margin.table( ).
 # 2-Way Frequency Table
attach(mydata)
mytable <- table(A,B) # A will be rows, B will be columns
mytable # print table
margin.table(mytable, 1) # A frequencies (summed over B)
margin.table(mytable, 2) # B frequencies (summed over A)
prop.table(mytable) # cell percentages
prop.table(mytable, 1) # row percentages
prop.table(mytable, 2) # column percentages

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Using with( ) and by( )
There are two functions that can help write simpler and more efficient
code.
With
The with( ) function applys an expression to a dataset. It is similar to
DATA= in SAS.
# with(data, expression)
# example applying a t-test to dataframe mydata
with(mtcars, t.test(mpg,hp))
By
The by( ) function applys a function to each level of a factor or factors.
It is similar to BY processing in SAS.
# by(data, factorlist, function)
# example apply a t-test separately for men and women
by(mydata, gender, t.test(y1,y2))

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Multiple (Linear) Regression
 R provides comprehensive support for multiple linear
regression. The topics below are provided in order of
increasing complexity.
 Fitting the Model
 # Multiple Linear Regression Example
fit <- lm(y ~ x1 + x2 + x3, data=mydata)
summary(fit) # show results
 # Other useful functions
coefficients(fit) # model coefficients
confint(fit, level=0.95) # CIs for model parameters
fitted(fit) # predicted values
residuals(fit) # residuals
anova(fit) # anova table
vcov(fit) # covariance matrix for model parameters
influence(fit) # regression diagnostics
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Diagnostic Plots
 Diagnostic plots provide checks for
heteroscedasticity, normality, and
influential observerations.
 # diagnostic plots
layout(matrix(c(1,2,3,4),2,2)) # optional 4
graphs/page
plot(fit)

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Diagnostic Plots
 Regression Diagnostics
 An excellent review of regression diagnostics is provided in John Fox's aptly
named Overview of Regression Diagnostics.

 Dr. Fox's car package provides advanced utilities for regression modeling.
 # Assume that we are fitting a multiple linear regression
# on the MTCARS data
library(car)
fit <- lm(mpg~disp+hp+wt+drat, data=mtcars)
 This example is for exposition only. We will ignore the fact that this may not
be a great way of modeling the this particular set of data!

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Outliers
 # Assessing Outliers
outlier.test(fit) # Bonferonni p-value for
most extreme obs
qq.plot(fit, main="QQ Plot") #qq plot for
studentized resid
layout(matrix(c(1,2,3,4,5,6),2,3)) # optional
layout
leverage.plots(fit, ask=FALSE) # leverage
plots

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Influential Observations
 # Influential Observations
# added variable plots
av.plots(fit, one.page=TRUE, ask=FALSE)
# Cook's D plot
# identify D values > 4/(n-k-1)
cutoff <- 4/((nrow(mtcars)-length(fit$coefficients)-
2))
plot(fit, which=4, cook.levels=cutoff)
# Influence Plot
influencePlot(fit, main="Influence Plot",
  sub="Circle size is proportial to Cook's Distance" )

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Non-normality
 # Normality of Residuals
# qq plot for studentized resid
qq.plot(fit, main="QQ Plot")
# distribution of studentized residuals
library(MASS)
sresid <- studres(fit)
hist(sresid, freq=FALSE,
   main="Distribution of Studentized Residuals")
xfit<-seq(min(sresid),max(sresid),length=40)
yfit<-dnorm(xfit)
lines(xfit, yfit)

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Non-constant Error Variance
 # Evaluate homoscedasticity
# non-constant error variance test
ncv.test(fit)
# plot studentized residuals vs. fitted
values
spread.level.plot(fit)

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Multi-collinearity
 # Evaluate Collinearity
vif(fit) # variance inflation
factors
sqrt(vif(fit)) > 2 # problem?

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Nonlinearity
 # Evaluate Nonlinearity
# component + residual plot
cr.plots(fit, one.page=TRUE,
ask=FALSE)
# Ceres plots
ceres.plots(fit, one.page=TRUE,
ask=FALSE)

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Non-independence of Errors
 # Test for Autocorrelated Errors
durbin.watson(fit)

 Additional Diagnostic Help

 The gvlma( ) function in the gvlma package, performs a global validation of
linear model assumptions as well separate evaluations of skewness, kurtosis,
and heteroscedasticity.
 # Global test of model assumptions
library(gvlma)
gvmodel <- gvlma(fit)
summary(gvmodel)

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Comparing Models
 You can compare nested models with the anova( )
function. The following code provides a simultaneous
test that x3 and x4 add to linear prediction above and
beyond x1 and x2.
 # compare models
fit1 <- lm(y ~ x1 + x2 + x3 + x4, data=mydata)
fit2 <- lm(y ~ x1 + x2)
anova(fit1, fit2)

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Cross Validation
 You can do K-Fold cross-validation using the cv.lm( ) function in the DAAG
package.
 # K-fold cross-validation
library(DAAG)
cv.lm(df=mydata, fit, m=3) # 3 fold cross-validation
 Sum the MSE for each fold, divide by the number of observations, and take the
square root to get the cross-validated standard error of estimate.
 You can assess R2 shrinkage via K-fold cross-validation. Using the crossval()
function from the bootstrap package, do the following:
 # Assessing R2 shrinkage using 10-Fold Cross-Validation
fit <- lm(y~x1+x2+x3,data=mydata)
library(bootstrap)
# define functions
theta.fit <- function(x,y){lsfit(x,y)}
theta.predict <- function(fit,x){cbind(1,x)%*%fit$coef}
# matrix of predictors
X <- as.matrix(mydata[c("x1","x2","x3")])
# vector of predicted values
y <- as.matrix(mydata[c("y")])
results <- crossval(X,y,theta.fit,theta.predict,ngroup=10)
cor(y, fit$fitted.values)**2 # raw R2
cor(y,results$cv.fit)**2 # cross-validated R2

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Variable Selection
 Selecting a subset of predictor variables from
a larger set (e.g., stepwise selection) is a
controversial topic. You can perform stepwise
selection (forward, backward, both) using the
stepAIC( ) function from the MASS package.
stepAIC( ) performs stepwise model selection
by exact AIC.
 # Stepwise Regression
library(MASS)
fit <- lm(y~x1+x2+x3,data=mydata)
step <- stepAIC(fit, direction="both")
step$anova # display results

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Variable Selection
 Alternatively, you can perform all-subsets regression using
the leaps( ) function from the leaps package. In the
following code nbest indicates the number of subsets of each
size to report. Here, the ten best models will be reported for
each subset size (1 predictor, 2 predictors, etc.).
 # All Subsets Regression
library(leaps)
attach(mydata)
leaps<-regsubsets(y~x1+x2+x3+x4,data=mydata,nbest=10)
# view results
summary(leaps)
# plot a table of models showing variables in each model.
# models are ordered by the selection statistic.
plot(leaps,scale="r2")
# plot statistic by subset size
library(car)
subsets(leaps, statistic="rsq")

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Variable Selection
 Other options for plot( ) are bic, Cp, and adjr2. Other options for
plotting with
subset( ) are bic, cp, adjr2, and rss.
 Relative Importance
 The relaimpo package provides measures of relative importance for
each of the predictors in the model. See help(calc.relimp) for details
on the four measures of relative importance provided.
 # Calculate Relative Importance for Each Predictor
library(relaimpo)
calc.relimp(fit,type=c("lmg","last","first","pratt"),
   rela=TRUE)
# Bootstrap Measures of Relative Importance (1000 samples)
boot <- boot.relimp(fit, b = 1000, type = c("lmg",
  "last", "first", "pratt"), rank = TRUE,
  diff = TRUE, rela = TRUE)
booteval.relimp(boot) # print result
plot(booteval.relimp(boot,sort=TRUE)) # plot result

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Nonlinear Regression
The nls package provides functions for nonlinear regression. See John
Fox's Nonlinear Regression and Nonlinear Least Squares for an
overview. Huet and colleagues'
Statistical Tools for Nonlinear Regression: A Practical Guide with S-P
LUS and R Examples
is a valuable reference book.
 Robust Regression
 There are many functions in R to aid with robust regression. For
example, you can perform robust regression with the rlm( ) function
in the MASS package. John Fox's (who else?) Robust Regression
provides a good starting overview. The UCLA Statistical Computing
website has Robust Regression Examples.
 The robust package provides a comprehensive library of robust
methods, including regression. The robustbase package also
provides basic robust statistics including model selection methods.
And David Olive has provided an detailed online review of
Applied Robust Statistics with sample R code.

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 Comparing Models

You can compare nested models with the anova( ) function. The following code provides a simultaneous test that x3 and x4 add to linear prediction above and beyond x1 and x2.

# compare models
fit1 <- lm(y ~ x1 + x2 + x3 + x4, data=mydata)
fit2 <- lm(y ~ x1 + x2)
anova(fit1, fit2)

Cross Validation

You can do K-Fold cross-validation using the cv.lm( ) function in the DAAG package.

# K-fold cross-validation
library(DAAG)
cv.lm(df=mydata, fit, m=3) # 3 fold cross-validation

Sum the MSE for each fold, divide by the number of observations, and take the square root to get the cross-validated standard error of estimate.

You can assess R2 shrinkage via K-fold cross-validation. Using the crossval() function from the bootstrap package, do the following:

# Assessing R2 shrinkage using 10-Fold Cross-Validation
fit <- lm(y~x1+x2+x3,data=mydata)
library(bootstrap)
# define functions
theta.fit <- function(x,y){lsfit(x,y)}
theta.predict <- function(fit,x){cbind(1,x)%*%fit$coef}
# matrix of predictors
X <- as.matrix(mydata[c("x1","x2","x3")])
# vector of predicted values
y <- as.matrix(mydata[c("y")])
results <- crossval(X,y,theta.fit,theta.predict,ngroup=10)
cor(y, fit$fitted.values)**2 # raw R2
cor(y,results$cv.fit)**2 # cross-validated R2

Variable Selection

Selecting a subset of predictor variables from a larger set (e.g., stepwise selection) is a controversial topic. You can perform stepwise selection (forward, backward, both) using the stepAIC( ) function from the MASS package. stepAIC( ) performs stepwise model selection by exact AIC.

# Stepwise Regression
library(MASS)
fit <- lm(y~x1+x2+x3,data=mydata)
step <- stepAIC(fit, direction="both")
step$anova # display results

Alternatively, you can perform all-subsets regression using the leaps( ) function from the leaps package. In the following code nbest indicates the number of subsets of each size to report. Here, the ten best models will be reported for each subset size (1 predictor, 2 predictors, etc.).

# All Subsets Regression
library(leaps)
attach(mydata)
leaps<-regsubsets(y~x1+x2+x3+x4,data=mydata,nbest=10)
# view results
summary(leaps)
# plot a table of models showing variables in each model.
# models are ordered by the selection statistic.
plot(leaps,scale="r2")
# plot statistic by subset size
library(car)
subsets(leaps, statistic="rsq")

click to view

Other options for plot( ) are bic, Cp, and adjr2. Other options for plotting with
subset( ) are bic, cp, adjr2, and rss.

Relative Importance

The relaimpo package provides measures of relative importance for each of the predictors in the model. See help(calc.relimp) for details on the four measures of relative importance provided.

# Calculate Relative Importance for Each Predictor
library(relaimpo)
calc.relimp(fit,type=c("lmg","last","first","pratt"),
   rela=TRUE)
# Bootstrap Measures of Relative Importance (1000 samples)
boot <- boot.relimp(fit, b = 1000, type = c("lmg",
  "last", "first", "pratt"), rank = TRUE,
  diff = TRUE, rela = TRUE)
booteval.relimp(boot) # print result
plot(booteval.relimp(boot,sort=TRUE)) # plot result

click to view
 Graphic Enhancements

The car package offers a wide variety of plots for regression, including added variable plots, and enhanced diagnostic and scatter plots.

Going Further


Nonlinear Regression

The nls package provides functions for nonlinear regression. See John Fox's Nonlinear Regression and Nonlinear Least Squares for an overview. Huet and colleagues' Statistical Tools for Nonlinear Regression: A Practical Guide with S-PLUS and R Examples is a valuable reference book.

Robust Regression


Regression Examples. Applied Statistical Computing and

There are many functions in R to aid with robust regression. For example, you can perform robust regression with the rlm( ) function in the MASS package. John Fox's (who else?) Robust Regression provides a good starting overview. The UCLA Statistical Computing website has Robust

140
 The robust package provides a comprehensive library of robust methods, including regression. The robustbase package also provides basic robust statistics including model selection methods. And David Olive has provided an detailed online review of Applied Robust Statistics with
sample R code.
Graphics
ANOVA
 If you have been analyzing
ANOVA designs in traditional
statistical packages, you are likely
to find R's approach less coherent
and user-friendly. A good online
presentation on ANOVA in R is
available from Katholieke
Universiteit Leuven.

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ANOVA - Fit a Model
 In the following examples lower case letters are
numeric variables and upper case letters are factors.
 # One Way Anova (Completely Randomized Design)
fit <- aov(y ~ A, data=mydataframe)
 # Randomized Block Design (B is the blocking factor)
fit <- aov(y ~ A + B, data=mydataframe)
 # Two Way Factorial Design
fit <- aov(y ~ A + B + A:B, data=mydataframe)
fit <- aov(y ~ A*B, data=mydataframe) # same thing
 # Analysis of Covariance
fit <- aov(y ~ A + x, data=mydataframe)

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ANOVA - Fit a Model
 For within subjects designs, the dataframe
has to be rearranged so that each
measurement on a subject is a separate
observation. See R and Analysis of Variance.
 # One Within Factor
fit <-
aov(y~A+Error(Subject/A),data=mydataframe)
 # Two Within Factors W1 W2, Two Between
Factors B1 B2
fit <-
aov(y~(W1*W2*B1*B2)+Error(Subject/(W1*W2))+
(B1*B2),
   data=mydataframe)
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2. Look at Diagnostic Plots
 Diagnostic plots provide checks for
heteroscedasticity, normality, and
influential
observerations.layout(matrix(c(1,2,3,4),2,
2)) # optional layout
plot(fit) # diagnostic plots
 For details on the evaluation of test
requirements, see (M)ANOVA
Assumptions.

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ANOVA - 3. Evaluate Model
Effects
 WARNING: R provides Type I sequential SS,
not the default Type III marginal SS reported
by SAS and SPSS. In a nonorthogonal design
with more than one term on the right hand
side of the equation order will matter (i.e.,
A+B and B+A will produce different results)!
We will need use the drop1( ) function to
produce the familiar Type III results. It will
compare each term with the full model.
Alternatively, we can use anova(fit.model1,
fit.model2) to compare nested models
directly.
 summary(fit) # display Type I ANOVA table
drop1(fit,~.,test="F") # type III SS and F Tests
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Multiple Comparisons
 You can get Tukey HSD tests using the
function below. By default, it calculates
post hoc comparisons on each factor in
the model. You can specify specific
factors as an option. Again, remember
that results are based on Type I SS!
 # Tukey Honestly Significant Differences
TukeyHSD(fit) # where fit comes from aov()

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Visualizing Results
 Use box plots and line plots to visualize group differences. There are
also two functions specifically designed for visualizing mean
differences in ANOVA layouts. interaction.plot( ) in the base stats
package produces plots for two-way interactions. plotmeans( ) in the
gplots package produces mean plots for single factors, and includes
confidence intervals.
 # Two-way Interaction Plot
attach(mtcars)
gears <- factor(gears)
cyl <- factor(cyl)
interaction.plot(cyl, gear, mpg, type="b", col=c(1:3),
   leg.bty="o", leg.bg="beige", lwd=2, pch=c(18,24,22),
   xlab="Number of Cylinders",
   ylab="Mean Miles Per Gallon",
   main="Interaction Plot")
 # Plot Means with Error Bars
library(gplots)
attach(mtcars)
cyl <- factor(cyl)
plotmeans(mpg~cyl,xlab="Number of Cylinders",
  ylab="Miles Per Gallon, main="Mean Plot\nwith 95% CI")
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Power Analysis
Overview
Power analysis is an important aspect of experimental design. It allows
us to determine the sample size required to detect an effect of a
given size with a given degree of confidence. Conversely, it allows us
to determine the probability of detecting an effect of a given size
with a given level of confidence, under sample size constraints. If the
probability is unacceptably low, we would be wise to alter or abandon
the experiment.
The following four quantities have an intimate relationship:
1. sample size
2. effect size
3. significance level = P(Type I error) = probability of finding an effect
that is not there
4. power = 1 - P(Type II error) = probability of finding an effect that is
there
Given any three, we can determine the fourth.

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Power Analysis in R
 The pwr package develped by Stéphane Champely,
impliments power analysis as outlined by Cohen (!988). Some
of the more important functions are listed below.
function power calculations for
pwr.2p.test two proportions (equal n)
pwr.2p2n.test two proportions (unequal n)
pwr.anova.test balanced one way ANOVA
pwr.chisq.test chi-square test
pwr.f2.test general linear model
pwr.p.test proportion (one sample)
pwr.r.test correlation
pwr.t.test t-tests (one sample, 2 sample, paired)
pwr.t2n.test t-test (two samples with unequal n)

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Power Analysis t-tests
For t-tests, use the following functions:
pwr.t.test(n = , d = , sig.level = , power = , type =
c("two.sample", "one.sample", "paired"))
where n is the sample size, d is the effect size, and type indicates a two-
sample t-test, one-sample t-test or paired t-test. If you have unequal
sample sizes, use
pwr.t2n.test(n1 = , n2= , d = , sig.level =, power = )
where n1 and n2 are the sample sizes.
For t-tests, the effect size is assessed as

Cohen suggests that d values of 0.2, 0.5, and 0.8 represent small,
medium, and large effect sizes respectively.
You can specify alternative="two.sided", "less", or "greater" to indicate
a two-tailed, or one-tailed test. A two tailed test is the default.
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Power Analysis - ANOVA
For a one-way analysis of variance use
pwr.anova.test(k = , n = , f = , sig.level = , power = )
where k is the number of groups and n is the common sample
size in each group.
For a one-way ANOVA effect size is measured by f where

Cohen suggests that f values of 0.1, 0.25, and 0.4 represent

small, medium, and large effect sizes respectively.
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Power Analysis
CORRELATIONS
 For correlation coefficients use
 pwr.r.test(n = , r = , sig.level = , power
=)
 where n is the sample size and r is the
correlation. We use the population
correlation coefficient as the effect size
measure. Cohen suggests that r values of
0.1, 0.3, and 0.5 represent small, medium,
and large effect sizes respectively.

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Power Analysis Linear Models
For linear models (e.g., multiple regression) use
pwr.f2.test(u =, v = , f2 = , sig.level = , power = )
where u and v are the numerator and denominator degrees of freedom. We use
f2 as the effect size measure.

The first formula is appropriate when we are evaluating the impact of a set of
predictors on an outcome. The second formula is appropriate when we are
evaluating the impact of one set of predictors above and beyond a second set
of predictors (or covariates). Cohen suggests f2 values of 0.02, 0.15, and 0.35
represent small, medium, and large effect sizes.
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Power Analysis
Tests of Proportions
When comparing two proportions use
pwr.2p.test(h = , n = , sig.level =, power = )
where h is the effect size and n is the common sample size in each
group.

Cohen suggests that h values of 0.2, 0.5, and 0.8 represent small,
medium, and large effect sizes respectively.
For unequal n's use
pwr.2p2n.test(h = , n1 = , n2 = , sig.level = , power = )
To test a single proportion use
pwr.p.test(h = , n = , sig.level = power = )
For both two sample and one sample proportion tests, you can specify
alternative="two.sided", "less", or "greater" to indicate a two-tailed,
or one-tailed test. A two tailed
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Power Analysis
Chi-square Tests
For chi-square tests use
pwr.chisq.test(w =, N = , df = , sig.level =, power = )
where w is the effect size, N is the total sample size, and df is
the degrees of freedom. The effect size w is defined as

Cohen suggests that w values of 0.1, 0.1, and 0.5 represent

small, medium, and large effect sizes respectively.

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Power Analysis
some Examples
library(pwr)
# For a one-way ANOVA comparing 5 groups, calculate the
# sample size needed in each group to obtain a power of
# 0.80, when the effect size is moderate (0.25) and a
# significance level of 0.05 is employed.
pwr.anova.test(k=5,f=.25,sig.level=.05,power=.8)
# What is the power of a one-tailed t-test, with a
# significance level of 0.01, 25 people in each group,
# and an effect size equal to 0.75?
pwr.t.test(n=25,d=0.75,sig.level=.01,alternative="greater")
# Using a two-tailed test proportions, and assuming a
# significance level of 0.01 and a common sample size of
# 30 for each proportion, what effect size can be detected
# with a power of .75?
pwr.2p.test(n=30,sig.level=0.01,power=0.75)
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Power Analysis - examples
Creating Power or Sample Size Plots
The functions in the pwr package can be used to generate power and sample size graphs.
# Plot sample size curves for detecting correlations of
# various sizes.
library(pwr)
# range of correlations
r <- seq(.1,.5,.01)
nr <- length(r)
# power values
p <- seq(.4,.9,.1)
np <- length(p)
# obtain sample sizes
samsize <- array(numeric(nr*np), dim=c(nr,np))
for (i in 1:np){
  for (j in 1:nr){
    result <- pwr.r.test(n = NULL, r = r[j],
    sig.level = .05, power = p[i],
    alternative = "two.sided")
    samsize[j,i] <- ceiling(result$n)
  }
}

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Power Analysis - examples
 # set up graph
xrange <- range(r)
yrange <- round(range(samsize))
colors <- rainbow(length(p))
plot(xrange, yrange, type="n",
  xlab="Correlation Coefficient (r)",
  ylab="Sample Size (n)" )
# add power curves
for (i in 1:np){
  lines(r, samsize[,i], type="l", lwd=2, col=colors[i])
}
# add annotation (grid lines, title, legend)
abline(v=0, h=seq(0,yrange[2],50), lty=2, col="grey89")
abline(h=0, v=seq(xrange[1],xrange[2],.02), lty=2,
   col="grey89")
title("Sample Size Estimation for Correlation Studies\n
  Sig=0.05 (Two-tailed)")
legend("topright", title="Power", as.character(p),
   fill=colors)
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Non-linear Modelling
 For dose-response modeling, one
of the most common parametric
approaches is to use a 3-
parameter EMAX model

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Non-linear Modelling
For dose-response modeling, one of the most
common parametric approaches is to use a 3-
parameter EMAX model by fitting the dose response
function g(D)
Emax D
g ( D )  E  Y D   E0 
ED50  D

where E0 is the response Y at baseline (absence of

dose), Emax is the asymptotic maximum dose effect
and ED50 is the concentration that produces 50%
of the maximal effect or potency
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Non-linear Modelling
For dose-response modeling, one of the most
common parametric approaches is to use a 3-
parameter EMAX model by fitting the dose response
function g(D)
Emax D
g ( D )  E  Y D   E0 
ED50  D

where E0 is the response Y at baseline (absence of

dose), Emax is the asymptotic maximum dose effect
and ED50 is the concentration that produces 50%
of the maximal effect or potency
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Non-linear Modelling
 Expansion of equation above is achieved with the 4-
parameter EMAX model for

Emax D 
g ( D)  E  Y D   E0   
ED50  D

where  is the 4th parameter which is sometimes

called the Hill(Holford and Sheiner[1]) parameter.
The Hill parameter affects the shape of the curve
and is in some cases very difficult to estimate.
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Non-linear Modelling

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