XploRe, An Interactive Statistical Computing Environment

This book describes the statistical computing environment called XploRe which is a widely available package (details on how to obtain it are provided in the book). As its name suggests, XploRe provides a highly interactive graphics interface for exploratory statistical analysis and provides for user-written macros and smoothing procedures for effective high-dimensional data analysis. The main aim of the book is to show how XploRe can be used for a wide variety of statistical tasks ranging from basic data manipulation to interactive customizing of graphs and dynamic fitting of high-dimensional statistical models. As a result, it may be used as the basis of a course in model building, computational statistics, applied multivariate analysis, and econometrics.

Sommario

I A Beginner's Course.- 1 Un Amuse-Gueule.- 2 An XploRe Tutorial.- 2.1 Getting Started.- 2.2 Two-Dimensional Plots.- 2.3 Creating a Macro.- 2.4 The Interactive Help System.- 2.5 Three-Dimensional Plots.- 2.6 Reading and Writing Data.- 3 The Integrated Working Environment.- 3.1 Introduction.- 3.2 The Editor.- 3.3 How to Run and Debug a Program.- 3.4 The Context-Sensitive Help System.- 3.5 Graphic Tools in XploRe.- 3.6 Multiple Window Displays.- 3.7 Manipulating Windows.- 3.8 How to Print a Graphic.- 3.9 The Static 2-D Window.- 3.10 The Dynamic 3-D Window.- 3.11 The Boxplot Window.- 3.12 The Flury Faces Window.- 3.13 How to Use and Create Libraries.- II XploRe in Use.- 4 Graphical Aids for Statistical Data Analysis.- 4.1 Introduction.- 4.2 First Pictures.- 4.3 Stratifications.- 5 Density and Regression Smoothing.- 5.1 Introduction.- 5.2 Density Estimation.- 5.3 Nadaraya-Watson Nonparametric Regression.- 5.4 Local Polynomial Fitting.- 5.5 Estimation of Regression Derivatives.- 5.6 Variable Amount of Smoothing.- 6 Bandwidth Selection in Density Estimation.- 6.1 Introduction.- 6.2 Choosing the Smoothing Parameter.- 6.3 Density Estimation in Action.- 7 Interactive Graphics for Teaching Simple Statistics.- 7.1 Introduction.- 7.2 The General Structure of the Teachware System.- 7.3 Description of the Main Macros in the Module.- 7.4 Details on XploRe Language.- 7.5 Conclusions.- 8 XClust: Clustering in an Interactive Way.- 8.1 Introduction.- 8.2 Cluster Analysis and Classification.- 8.3 The K-Means Method in XploRe.- 8.4 The Adaptive K-Means Method.- 8.5 The Hierarchical Cluster Analysis.- 8.6 Classification and Regression Tree (CART).- 8.7 The Investigation of the Stability of Adaptive Weights.- 9 Exploratory Projection Pursuit.- 9.1 Introduction.- 9.2 Projection Pursuit Indices.- 9.3 The Index Functions in Practice.- 9.4 What Will Be Found on Real Data?.- 9.5 Computational Aspects.- 9.6 The PPEXPL Macro.- 10 Generalized Linear Models.- 10.1 Introduction.- 10.2 Some Theory.- 10.3 Implementation.- 10.4 Example for a Gamma Model.- 10.5 Negative Binomial Regression.- 10.6 GLM Extensions: Parametric Survival Models.- 11 Additive Modeling.- 11.1 Introduction.- 11.2 Generalized Additive Models.- 11.3 Sliced Inverse Regression.- 11.4 Average Derivative Estimation.- 12 Comparing Parametric and Semiparametric Binary Response Models.- 12.1 Introduction.- 12.2 The Data.- 12.3 Parametric and Semiparametric Binary Response Models.- 12.4 Estimation.- 12.5 Testing the Adequacy of the Logit Link.- 12.6 Summary and Conclusions.- 13 Approximative Methods for Regression Models with Errors in Covariates.- 13.1 Introduction.- 13.2 Regression Calibration.- 13.3 Simulation and Extrapolation (SIMEX).- 14 Nonlinear Time Series Analysis.- 14.1 Introduction.- 14.2 Parametric Approaches.- 14.3 Nonparainetric Approach.- 14.4 Nonlinearity Tests.- 14.5 Nonlinear Prediction.- 15 Un Digestif.- 15.1 A Whole Bunch of Pictures.- 15.2 Interactive Contouring.- A Questions to XploRe.- B Language Reference.- B.1 Operators.- B.2 Flow Control.- B.3 Commands.- References.- Author Index.

Info autore

Wolfgang Härdle is a professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.

Riassunto

This book describes an interactive statistical computing environment called 1 XploRe. XploRe is a matrix-oriented statistical language with a comprehensive set of basic statistical operations that provides highly interactive graphics, as well as a programming environ ment for user-written macros;

Dettagli sul prodotto

• Autori: Wolfgang Härdle, Sigbert Klinke, Berwin Turlach, Berwin A. Turlach
• Editore: Springer, Berlin
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 01.01.1995
• EAN: 9780387944296
• ISBN: 978-0-387-94429-6
• Pagine: 387
• Peso: 796 g
• Illustrazioni: XXXII, 387 pp. 143 figs., 32 in color
• Serie: Statistics and Computing; Statistics and Computing
• Categoria: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica