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You're reading from  Learning R Programming

Product typeBook
Published inOct 2016
Reading LevelBeginner
PublisherPackt
ISBN-139781785889776
Edition1st Edition
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Author (1)
Kun Ren
Kun Ren
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Kun Ren

Kun Ren has used R for nearly 4 years in quantitative trading, along with C++ and C#, and he has worked very intensively (more than 8-10 hours every day) on useful R packages that the community does not offer yet. He contributes to packages developed by other authors and reports issues to make things work better. He is also a frequent speaker at R conferences in China and has given multiple talks. Kun also has a great social media presence. Additionally, he has substantially contributed to various projects, which is evident from his GitHub account: https://github.com/renkun-ken https://cn.linkedin.com/in/kun-ren-76027530 http://renkun.me/ http://renkun.me/formattable/ http://renkun.me/pipeR/ http://renkun.me/rlist/
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Analyzing data


In practical data analysis, most time is spent on data cleansing, that is, to filter and transform the original data (or raw data) to a form that is easier to analyze. The filtering and transforming process is also called data manipulation. We will dedicate an entire chapter to this topic.

In this section, we directly assume that the data is ready for analysis. We won't go deep into the models, but will apply some simple models to leave you an impression of how to fit a model with data, how to interact with fitted models, and how to apply a fitted model to make predictions.

Fitting a linear model

The simplest model in R is the linear model, that is, we use a linear function to describe the relationship between two random variables under a certain set of assumptions. In the following example, we will create a linear function that maps xto 3 + 2 * x. Then we generate a normally-distributed random numeric vector x, and generate y by f(x) plus some independent noise:

f <- function...
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Learning R Programming
Published in: Oct 2016Publisher: PacktISBN-13: 9781785889776

Author (1)

author image
Kun Ren

Kun Ren has used R for nearly 4 years in quantitative trading, along with C++ and C#, and he has worked very intensively (more than 8-10 hours every day) on useful R packages that the community does not offer yet. He contributes to packages developed by other authors and reports issues to make things work better. He is also a frequent speaker at R conferences in China and has given multiple talks. Kun also has a great social media presence. Additionally, he has substantially contributed to various projects, which is evident from his GitHub account: https://github.com/renkun-ken https://cn.linkedin.com/in/kun-ren-76027530 http://renkun.me/ http://renkun.me/formattable/ http://renkun.me/pipeR/ http://renkun.me/rlist/
Read more about Kun Ren