RE: [R] Resampling Stats software
On Wed, 17 Dec 2003, Brandon Vaughn wrote: Thanks to everyone who wrote in with suggestions. I will check out the books mentioned. The book I mentioned Resampling: The New Statistics is actually available free online at: http://www.resample.com/content/text/index.shtml It seems pretty good as an introduction. But then again, I am new at this concept. An introduction to what? (It seems to confuse resampling and simulation-based inference.) Does anyone know right off hand how to do simple simulation with R? Like for instance, in the book mentioned above, there is an example of figuring out the probability that a company with 20 trucks with have 4 or more fail on a given day (the probability that any given truck fails is .10). So the way they do it is to simulate uniform numbers from 1 to 10, and let the number 1 represent a defective truck. So here is the setup in the program Resampling Stat: REPEAT 400 [repeat simulation 400 times] GENERATE 20 1,10 a [generate 20 numbers between 1 and 10; store in vector a] COUNT a = 1 b [count the number of 1's and store in vector b] SCORE b z [keep track of each trial in vector z] END [repeat process] COUNT z 3 k [count the number of times trials more than 3 and store] DIVIDE k 400 kk [convert to probability and store] PRINT kk[print result] This seems like a simple problem, and seemingly simple process in Resampling Stats. Any idea on how to get started doing this in R? However, the number of failures is a binomial variate, so it is much simpler in R, for example cnts - rbinom(400, 20, 0.1) mean(cnts = 4) However, doing 1 million runs was almost instantaneous on my machine. And the expected answer is pbinom(3, 20, 0.1, lower=FALSE) As a matter of terminology, this is not resampling as usually defined, so I do wonder exactly what it is you are after. For resampling in the usual sense, I would echo Jason's recommendation of Davison and Hinkley's CUP book. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
RE: [R] Resampling Stats software
From: Prof Brian Ripley
[snip]
As a matter of terminology, this is not resampling as usually
defined, so
I do wonder exactly what it is you are after. For resampling
in the usual
sense, I would echo Jason's recommendation of Davison and
Hinkley's CUP book.
Or perhaps at a gentler level, Efron Tibshirani's Introduction to the
Bootstrap (Chapman Hall/CRC)...
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UKFax: +44 1865 272595
Andy
--
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Re: [R] Resampling Stats software - link to book mentioned
--- Andrew Criswell [EMAIL PROTECTED] wrote: ... My search on Amazon fails to locate the book Brandon mentions, Resampling: The New Statistics. Is there more information on Author, ISBN, etc.? FYI, try http://www.resample.com/content/text/index.shtml or the main site at http://www.resample.com Regards, Michael Grant __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
RE: [R] Resampling Stats software
Thanks to everyone who wrote in with suggestions. I will check out the
books mentioned.
The book I mentioned Resampling: The New Statistics is actually available
free online at:
http://www.resample.com/content/text/index.shtml
It seems pretty good as an introduction. But then again, I am new at this
concept.
Does anyone know right off hand how to do simple simulation with R? Like
for instance, in the book mentioned above, there is an example of figuring
out the probability that a company with 20 trucks with have 4 or more fail
on a given day (the probability that any given truck fails is .10). So the
way they do it is to simulate uniform numbers from 1 to 10, and let the
number 1 represent a defective truck. So here is the setup in the program
Resampling Stat:
REPEAT 400 [repeat simulation 400 times]
GENERATE 20 1,10 a [generate 20 numbers between 1 and 10; store
in vector a]
COUNT a = 1 b [count the number of 1's and store in vector b]
SCORE b z [keep track of each trial in vector z]
END [repeat process]
COUNT z 3 k [count the number of times trials more than 3 and
store]
DIVIDE k 400 kk [convert to probability and store]
PRINT kk[print result]
This seems like a simple problem, and seemingly simple process in Resampling
Stats. Any idea on how to get started doing this in R?
Thanks everyone again for your advice and help!
Brandon
-Original Message-
From: Jason Turner [mailto:[EMAIL PROTECTED]
Sent: Monday, December 15, 2003 11:13 PM
To: Brandon Vaughn
Cc: [EMAIL PROTECTED]
Subject: Re: [R] Resampling Stats software
Brandon Vaughn wrote:
...
I am new to R (I have most of my experience in SAS and SPSS). I was
wondering if anyone has used both Resampling Stats and R, and could
comment on strengths/relationships.
There are a few add-on packages for resampling with R. boot is the one
I've used, and can strongly recommend.
Also, I have no clue on how to do the various examples from the book
Resampling: The New Statistics in R. Can anyone give me some
possible starting points? Or websites/books?
I've never heard of the book you cite, but these two are good. The first is
a pure bootstrap book, with examples in S-PLUS (the R library is rather
close). The second is an applied stats book, which includes a section on
resampling methods. All its examples are in S-PLUS, with notes about where
R differs (very little).
@Book{DavidsonHinkley1997,
author = {A. C. Davidson and D. V. Hinkley},
title = {Bootstrap Methods and their Application},
publisher = {Cambridge University Press},
year ={1997},
}
@book{VenablesRipley2002,
author = Venables, W.R. and Ripley, B.D.,
title = Modern Applied Statistics with S,
edition = Fourth,
publisher = {Springer-Verlag},
address = {New York},
year =2002,
}
Cheers
Jason
--
Indigo Industrial Controls Ltd.
http://www.indigoindustrial.co.nz
64-21-343-545
[EMAIL PROTECTED]
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Re: [R] Resampling Stats software
Brandon Vaughn wrote: Hi, I am new to R (I have most of my experience in SAS and SPSS). I was wondering if anyone has used both Resampling Stats and R, and could comment on strengths/relationships. Hmmm. 8 years ago I had to use Resampling Stats. I don't know what Resampling Stats is today, but recollecting my 8 year old experiences with todays R (which obviously is unfair!): Use R! Yyou can easily do everything in R what Resampling Stats was capable of. See also Jason Turner's message. Uwe Ligges Also, I have no clue on how to do the various examples from the book Resampling: The New Statistics in R. Can anyone give me some possible starting points? Or websites/books? Thanks, Brandon __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Resampling Stats software
A very good introductory text is Data Analysis by Resampling: Concepts and Applications by Clifford Lunneborg. My search on Amazon fails to locate the book Brandon mentions, Resampling: The New Statistics. Is there more information on Author, ISBN, etc.? You may wish to look at appendix 8, Bootstrapping Regression Models, to John Fox's An R and S-Plus Companion to Applied Regression. It can be found at http://socserv.socsci.mcmaster.ca/jfox/Books/Companion/scripts.html ANDREW Brandon Vaughn wrote: Hi, I am new to R (I have most of my experience in SAS and SPSS). I was wondering if anyone has used both Resampling Stats and R, and could comment on strengths/relationships. Also, I have no clue on how to do the various examples from the book Resampling: The New Statistics in R. Can anyone give me some possible starting points? Or websites/books? Thanks, Brandon __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Resampling Stats software
Brandon Vaughn wrote:
...
I am new to R (I have most of my experience in SAS and SPSS). I was
wondering if anyone has used both Resampling Stats and R, and could comment
on strengths/relationships.
There are a few add-on packages for resampling with R. boot is the
one I've used, and can strongly recommend.
Also, I have no clue on how to do the various
examples from the book Resampling: The New Statistics in R. Can anyone
give me some possible starting points? Or websites/books?
I've never heard of the book you cite, but these two are good. The
first is a pure bootstrap book, with examples in S-PLUS (the R library
is rather close). The second is an applied stats book, which includes a
section on resampling methods. All its examples are in S-PLUS, with
notes about where R differs (very little).
@Book{DavidsonHinkley1997,
author = {A. C. Davidson and D. V. Hinkley},
title ={Bootstrap Methods and their Application},
publisher ={Cambridge University Press},
year = {1997},
}
@book{VenablesRipley2002,
author = Venables, W.R. and Ripley, B.D.,
title =Modern Applied Statistics with S,
edition = Fourth,
publisher ={Springer-Verlag},
address = {New York},
year = 2002,
}
Cheers
Jason
--
Indigo Industrial Controls Ltd.
http://www.indigoindustrial.co.nz
64-21-343-545
[EMAIL PROTECTED]
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