#-*- R -*- ## Script from Fourth Edition of `Modern Applied Statistics with S' options(width=65, digits=5, height=9999) pdf(file="ch01.pdf", width=8, height=6, pointsize=9) # Chapter 1 Introduction # 1.1 A quick overview of S 2 + 3 sqrt(3/4)/(1/3 - 2/pi^2) library(MASS) mean(chem) m <- mean(chem); v <- var(chem)/length(chem) m/sqrt(v) std.dev <- function(x) sqrt(var(x)) t.test.p <- function(x, mu=0) { n <- length(x) t <- sqrt(n) * (mean(x) - mu) / std.dev(x) 2 * (1 - pt(abs(t), n - 1)) } t.stat <- function(x, mu = 0) { n <- length(x) t <- sqrt(n) * (mean(x) - mu) / std.dev(x) list(t = t, p = 2 * (1 - pt(abs(t), n - 1))) } z <- rnorm(300, 1, 2) # generate 300 N(1, 4) variables. t.stat(z) unlist(t.stat(z, 1)) # test mu=1, compact result # 1.4 An introductory session x <- rnorm(1000) y <- rnorm(1000) truehist(c(x,y+3), nbins=25) # ?truehist contour(dd <- kde2d(x,y)) image(dd) x <- seq(1, 20, 0.5) x w <- 1 + x/2 y <- x + w*rnorm(x) dum <- data.frame(x, y, w) dum rm(x, y, w) fm <- lm(y ~ x, data=dum) summary(fm) fm1 <- lm(y ~ x, data = dum, weight = 1/w^2) summary(fm1) lrf <- loess(y ~ x, dum) attach(dum) plot(x, y) lines(spline(x, fitted(lrf)), col = 2) abline(0, 1, lty = 3, col = 3) abline(fm, col = 4) abline(fm1, lty = 4, col = 5) plot(fitted(fm), resid(fm), xlab = "Fitted Values", ylab = "Residuals") qqnorm(resid(fm)) qqline(resid(fm)) detach() rm(fm,fm1,lrf,dum) hills # S: splom(~ hills) pairs(hills) # S: if(interactive()) brush(hills) attach(hills) plot(dist, time) if(interactive()) identify(dist, time, row.names(hills)) abline(lm(time ~ dist)) # library(lqs) abline(lqs(time ~ dist), lty=3, col=4) detach() if(interactive()){ plot(c(0,1), c(0,1), type="n") xy <- locator(type = "p") abline(lm(y ~ x, xy), col = 4) abline(rlm(y ~ x, xy, method = "MM"), lty = 3, col = 3) abline(lqs(y ~ x, xy), lty = 2, col = 2) rm(xy) } attach(michelson) search() plot(Expt, Speed, main="Speed of Light Data", xlab="Experiment No.") fm <- aov(Speed ~ Run + Expt) summary(fm) fm0 <- update(fm, . ~ . - Run) anova(fm0, fm) detach() rm(fm, fm0) 1 - pf(4.3781, 4, 76) qf(0.95, 4, 76) # End of ch01