An Introduction To R
An Introduction To R
An Introduction To R
Notes on R: A Programming Environment for Data Analysis and Graphics Version 1.7.0 (2003-04-16)
c c c c c
1990 W. N. Venables 1992 W. N. Venables & D. M. Smith 1997 R. Gentleman & R. Ihaka 1997, 1998 M. Maechler 19992002 R Development Core Team
Permission is granted to make and distribute verbatim copies of this manual provided the copyright notice and this permission notice are preserved on all copies. Permission is granted to copy and distribute modied versions of this manual under the conditions for verbatim copying, provided that the entire resulting derived work is distributed under the terms of a permission notice identical to this one. Permission is granted to copy and distribute translations of this manual into another language, under the above conditions for modied versions, except that this permission notice may be stated in a translation approved by the R Development Core Team. ISBN 3-901167-55-2
Table of Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1 Introduction and preliminaries . . . . . . . . . . . . . . 2
1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 1.10 1.11 The R environment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Related software and documentation . . . . . . . . . . . . . . . . . . . . . . R and statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . R and the window system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Using R interactively . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . An introductory session . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Getting help with functions and features . . . . . . . . . . . . . . . . . . R commands, case sensitivity, etc. . . . . . . . . . . . . . . . . . . . . . . . . Recall and correction of previous commands . . . . . . . . . . . . . . . Executing commands from or diverting output to a le . . . . Data permanency and removing objects . . . . . . . . . . . . . . . . . . 2 2 2 3 3 4 4 5 5 6 6
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Probability distributions . . . . . . . . . . . . . . . . . . 34
8.1 R as a set of statistical tables . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 8.2 Examining the distribution of a set of data . . . . . . . . . . . . . . . 35 8.3 One- and two-sample tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
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Statistical models in R . . . . . . . . . . . . . . . . . . . 52
11.1 11.2 11.3 11.4 11.5 11.6 Dening statistical models; formulae . . . . . . . . . . . . . . . . . . . . 11.1.1 Contrasts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generic functions for extracting model information . . . . . . Analysis of variance and model comparison . . . . . . . . . . . . . . 11.4.1 ANOVA tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Updating tted models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.6.1 Families . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.6.2 The glm() function . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonlinear least squares and maximum likelihood models . . 11.7.1 Least squares. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.7.2 Maximum likelihood . . . . . . . . . . . . . . . . . . . . . . . . . . Some non-standard models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52 54 55 55 56 57 57 58 58 59 62 62 63 64
11.7
11.8
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Graphical procedures . . . . . . . . . . . . . . . . . . . . 65
12.1 High-level plotting commands . . . . . . . . . . . . . . . . . . . . . . . . . . 12.1.1 The plot() function . . . . . . . . . . . . . . . . . . . . . . . . . . 12.1.2 Displaying multivariate data . . . . . . . . . . . . . . . . . . . 12.1.3 Display graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.1.4 Arguments to high-level plotting functions . . . . . . Low-level plotting commands . . . . . . . . . . . . . . . . . . . . . . . . . . 12.2.1 Mathematical annotation . . . . . . . . . . . . . . . . . . . . . . 12.2.2 Hershey vector fonts . . . . . . . . . . . . . . . . . . . . . . . . . . Interacting with graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Using graphics parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.4.1 Permanent changes: The par() function . . . . . . . 12.4.2 Temporary changes: Arguments to graphics functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graphics parameters list . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.5.1 Graphical elements . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.5.2 Axes and tick marks . . . . . . . . . . . . . . . . . . . . . . . . . . 12.5.3 Figure margins . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.5.4 Multiple gure environment . . . . . . . . . . . . . . . . . . . Device drivers. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.6.1 PostScript diagrams for typeset documents . . . . . 12.6.2 Multiple graphics devices . . . . . . . . . . . . . . . . . . . . . . Dynamic graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65 65 66 66 67 68 70 70 70 71 71 72 72 72 73 74 76 77 77 78 79
12.2
12.3 12.4
12.5
12.6
12.7
Appendix A Appendix B
B.1 Invoking R under UNIX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84 B.2 Invoking R under Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87 B.3 Invoking R under MacOS Classic. . . . . . . . . . . . . . . . . . . . . . . . 90
Appendix C
C.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 C.2 Editing actions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 C.3 Command line editor summary . . . . . . . . . . . . . . . . . . . . . . . . . 92
Preface
Preface
This introduction to R is derived from an original set of notes describing the S and S-Plus environments written by Bill Venables and David M. Smith (Insightful Corporation). We have made a number of small changes to reect dierences between the R and S programs, and expanded some of the material. We would like to extend warm thanks to Bill Venables for granting permission to distribute this modied version of the notes in this way, and for being a supporter of R from way back. Comments and corrections are always welcome. Please address email correspondence to [email protected].
classical and modern statistical techniques have been implemented. Some of these are built into the base R environment, but many are supplied as packages. (Currently the distinction is largely a matter of historical accident.) There are about 8 packages supplied with R (called standard packages) and many more are available through the cran family of Internet sites (via http://cran.r-project.org). Most classical statistics and much of the latest methodology is available for use with R, but users will need to be prepared to do a little work to nd it. There is an important dierence in philosophy between S (and hence R) and the other main statistical systems. In S a statistical analysis is normally done as a series of steps, with intermediate results being stored in objects. Thus whereas SAS and SPSS will give copious output from a regression or discriminant analysis, R will give minimal output and store the results in a t object for subsequent interrogation by further R functions.
> q() At this point you will be asked whether you want to save the data from your R session. You can respond yes, no or cancel (a single letter abbreviation will do) to save the data before quitting, quit without saving, or return to the R session. Data which is saved will be available in future R sessions. Further R sessions are simple. 1. Make work the working directory and start the program as before: $ cd work $ R 2. Use the R program, terminating with the q() command at the end of the session. To use R under Windows the procedure to follow is basically the same. Create a folder as the working directory, and set that in the Start In eld in your R shortcut. Then launch R by double clicking on the icon.
> example(topic) Windows versions of R have other optional help systems: use > ?help for further details.
C programmers should note that _ is not available, but . is and is often used to separate words in R names. not inside strings, nor within the argument list of a function denition
The leading dot in this le name makes it invisible in normal le listings in UNIX.
With other than vector types of argument, such as list mode arguments, the action of c() is rather dierent. See Section 6.2.1 [Concatenating lists], page 28. The underscore character, _ is an allowable synonym for the left pointing assignment operator <-, however we discourage this option, as it can easily lead to much less readable code. Actually, it is still available as .Last.value before any other statements are executed
The construction 30:1 may be used to generate a sequence backwards. The function seq() is a more general facility for generating sequences. It has ve arguments, only some of which may be specied in any one call. The rst two arguments, if given, specify the beginning and end of the sequence, and if these are the only two arguments given the result is the same as the colon operator. That is seq(2,10) is the same vector as 2:10. Parameters to seq(), and to many other R functions, can also be given in named form, in which case the order in which they appear is irrelevant. The rst two parameters may be named from=value and to=value; thus seq(1,30), seq(from=1, to=30) and seq(to=30, from=1) are all the same as 1:30. The next two parameters to seq() may be named by=value and length=value, which specify a step size and a length for the sequence respectively. If neither of these is given, the default by=1 is assumed. For example > seq(-5, 5, by=.2) -> s3 generates in s3 the vector c(-5.0, -4.8, -4.6, ..., 4.6, 4.8, 5.0). Similarly > s4 <- seq(length=51, from=-5, by=.2) generates the same vector in s4. The fth parameter may be named along=vector, which if used must be the only parameter, and creates a sequence 1, 2, ..., length(vector), or the empty sequence if the vector is empty (as it can be). A related function is rep() which can be used for replicating an object in various complicated ways. The simplest form is > s5 <- rep(x, times=5) which will put ve copies of x end-to-end in s5.
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c("X1", "Y2", "X3", "Y4", "X5", "Y6", "X7", "Y8", "X9", "Y10") Note particularly that recycling of short lists takes place here too; thus c("X", "Y") is repeated 5 times to match the sequence 1:10.4
paste(..., collapse=ss) allows to collapse the arguments into a single character string putting ss in between, and there are more tools for character manipulation, see the help for sub and substring.
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The advantage is that alphanumeric names are often easier to remember than numeric indices. This option is particularly useful in connection with data frames, as we shall see later. An indexed expression can also appear on the receiving end of an assignment, in which case the assignment operation is performed only on those elements of the vector. The expression must be of the form vector[index vector] as having an arbitrary expression in place of the vector name does not make much sense here. The vector assigned must match the length of the index vector, and in the case of a logical index vector it must again be the same length as the vector it is indexing. For example > x[is.na(x)] <- 0 replaces any missing values in x by zeros and > y[y < 0] <- -y[y < 0] has the same eect as > y <- abs(y)
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numeric mode is actually an amalgam of two distinct modes, namely integer and double precision, as explained in the manual. Note however that length(object) does not always contain intrinsic useful information, e.g., when object is a function.
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> d <- as.integer(digits) Now d and z are the same.3 There is a large collection of functions of the form as.something() for either coercion from one mode to another, or for investing an object with some other attribute it may not already possess. The reader should consult the dierent help les to become familiar with them.
In general, coercion from numeric to character and back again will not be exactly reversible, because of roundo errors in the character representation.
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Notice that in the case of a character vector, sorted means sorted in alphabetical order. A factor is similarly created using the factor() function: > statef <- factor(state) The print() function handles factors slightly dierently from other objects: > statef [1] tas sa qld nsw nsw nt wa wa qld vic nsw vic qld qld sa [16] tas sa nt wa vic qld nsw nsw wa sa act nsw vic vic act Levels: act nsw nt qld sa tas vic wa To nd out the levels of a factor the function levels() can be used. > levels(statef) [1] "act" "nsw" "nt" "qld" "sa" "tas" "vic" "wa"
Foreign readers should note that there are eight states and territories in Australia, namely the Australian Capital Territory, New South Wales, the Northern Territory, Queensland, South Australia, Tasmania, Victoria and Western Australia.
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act nsw nt qld sa tas vic wa 44.500 57.333 55.500 53.600 55.000 60.500 56.000 52.250 The function tapply() is used to apply a function, here mean(), to each group of components of the rst argument, here incomes, dened by the levels of the second component, here statef2 , as if they were separate vector structures. The result is a structure of the same length as the levels attribute of the factor containing the results. The reader should consult the help document for more details. Suppose further we needed to calculate the standard errors of the state income means. To do this we need to write an R function to calculate the standard error for any given vector. Since there is an builtin function var() to calculate the sample variance, such a function is a very simple one liner, specied by the assignment: > stderr <- function(x) sqrt(var(x)/length(x)) (Writing functions will be considered later in Chapter 10 [Writing your own functions], page 43.) After this assignment, the standard errors are calculated by > incster <- tapply(incomes, statef, stderr) and the values calculated are then > incster act nsw nt qld sa tas vic wa 1.5 4.3102 4.5 4.1061 2.7386 0.5 5.244 2.6575 As an exercise you may care to nd the usual 95% condence limits for the state mean incomes. To do this you could use tapply() once more with the length() function to nd the sample sizes, and the qt() function to nd the percentage points of the appropriate t-distributions. The function tapply() can be used to handle more complicated indexing of a vector by multiple categories. For example, we might wish to split the tax accountants by both state and sex. However in this simple instance (just one category) what happens can be thought of as follows. The values in the vector are collected into groups corresponding to the distinct entries in the category. The function is then applied to each of these groups individually. The value is a vector of function results, labelled by the levels attribute of the category. The combination of a vector and a labelling factor is an example of what is sometimes called a ragged array, since the subclass sizes are possibly irregular. When the subclass sizes are all the same the indexing may be done implicitly and much more eciently, as we see in the next section.
Note that tapply() also works in this case when its second argument is not a factor, e.g., tapply(incomes, state), and this is true for quite a few other functions, since arguments are coerced to factors when necessary (using as.factor()).
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but is otherwise identical to factor. For most purposes the only dierence between ordered and unordered factors is that the former are printed showing the ordering of the levels, but the contrasts generated for them in tting linear models are dierent.
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> N <- crossprod(Xb, Xv) However a simpler direct way of producing this matrix is to use table(): > N <- table(blocks, varieties)
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perm[j] becoming the new j-th dimension. The easiest way to think of this operation is as a generalization of transposition for matrices. Indeed if A is a matrix, (that is, a doubly subscripted array) then B given by > B <- aperm(A, c(2,1)) is just the transpose of A. For this special case a simpler function t() is available, so we could have used B <- t(A).
Note that x %*% x is ambiguous, as it could mean either x x or xx , where x is the column form. In such cases the smaller matrix seems implicitly to be the interpretation adopted, so the scalar x x is in this case the result. The matrix xx may be calculated either by cbind(x) %*% x or x %*% rbind(x) since the result of rbind() or cbind() is always a matrix.
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> accountants <- data.frame(home=statef, loot=income, shot=incomef) A list whose components conform to the restrictions of a data frame may be coerced into a data frame using the function as.data.frame() The simplest way to construct a data frame from scratch is to use the read.table() function to read an entire data frame from an external le. This is discussed further in Chapter 7 [Reading data from les], page 31.
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gather together all variables for any well dened and separate problem in a data frame under a suitably informative name; when working with a problem attach the appropriate data frame at position 2, and use the working directory at level 1 for operational quantities and temporary variables; before leaving a problem, add any variables you wish to keep for future reference to the data frame using the $ form of assignment, and then detach(); nally remove all unwanted variables from the working directory and keep it as clean of left-over temporary variables as possible. In this way it is quite simple to work with many problems in the same directory, all of which have variables named x, y and z, for example.
See the on-line help for autoload for the meaning of the second term.
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Input le form with names and row labels: Price 52.00 54.75 57.50 57.50 59.75 Floor 111.0 128.0 101.0 131.0 93.0 Area 830 710 1000 690 900 Rooms 5 5 5 6 5 Age 6.2 7.5 4.2 8.8 1.9 Cent.heat no no no no yes
01 02 03 04 05 ...
By default numeric items (except row labels) are read as numeric variables and nonnumeric variables, such as Cent.heat in the example, as factors. This can be changed if necessary. The function read.table() can then be used to read the data frame directly > HousePrice <- read.table("houses.data") Often you will want to omit including the row labels directly and use the default labels. In this case the le may omit the row label column as in the following.
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Input le form without row labels: Price 52.00 54.75 57.50 57.50 59.75 ... Floor 111.0 128.0 101.0 131.0 93.0 Area 830 710 1000 690 900 Rooms 5 5 5 6 5 Age 6.2 7.5 4.2 8.8 1.9 Cent.heat no no no no yes
The data frame may then be read as > HousePrice <- read.table("houses.data", header=TRUE) where the header=TRUE option species that the rst line is a line of headings, and hence, by implication from the form of the le, that no explicit row labels are given.
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data() and to load one of these use, for example, data(infert) In most cases this will load an R object of the same name, usually a data frame. However, in a few cases it loads several objects, so see the on-line help for the object to see what to expect.
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8 Probability distributions
8.1 R as a set of statistical tables
One convenient use of R is to provide a comprehensive set of statistical tables. Functions are provided to evaluate the cumulative distribution function P (X x), the probability density function and the quantile function (given q, the smallest x such that P (X x) > q), and to simulate from the distribution. Distribution beta binomial Cauchy chi-squared exponential F gamma geometric hypergeometric log-normal logistic negative binomial normal Poisson Students t uniform Weibull Wilcoxon R name beta binom cauchy chisq exp f gamma geom hyper lnorm logis nbinom norm pois t unif weibull wilcox additional arguments shape1, shape2, ncp size, prob location, scale df, ncp rate df1, df1, ncp shape, scale prob m, n, k meanlog, sdlog location, scale size, prob mean, sd lambda df, ncp min, max shape, scale m, n
Prex the name given here by d for the density, p for the CDF, q for the quantile function and r for simulation (r andom deviates). The rst argument is x for dxxx, q for pxxx, p for qxxx and n for rxxx (except for rhyper and rwilcox, for which it is nn). The non-centrality parameter ncp is currently only available for the CDFs and a few other functions: see the on-line help for current details. The pxxx and qxxx functions all have logical arguments lower.tail and log.p and the dxxx ones have log. This allows, e.g., getting the cumulative (or integrated) hazard function, H(t) = log(1 F (t)), by - pxxx(t, ..., lower.tail = FALSE, log.p = TRUE) or more accurate log-likelihoods (by dxxx(..., log = TRUE)), directly. In addition there are functions ptukey and qtukey for the distribution of the studentized range of samples from a normal distribution. Here are some examples > ## 2-tailed p-value for t distribution > 2*pt(-2.43, df = 13) > ## upper 1% point for an F(2, 7) distribution > qf(0.99, 2, 7)
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Max. 5.100
The decimal point is 1 digit(s) to the left of the | 16 18 20 22 24 26 28 30 32 34 36 38 40 42 44 46 48 50 | | | | | | | | | | | | | | | | | | 070355555588 000022233333335577777777888822335777888 00002223378800035778 0002335578023578 00228 23 080 7 2337 250077 0000823577 2333335582225577 0000003357788888002233555577778 03335555778800233333555577778 02222335557780000000023333357778888 0000233357700000023578 00000022335800333 0370
A stem-and-leaf plot is like a histogram, and R has a function hist to plot histograms. > hist(eruptions) ## make the bins smaller, make a plot of density > hist(eruptions, seq(1.6, 5.2, 0.2), prob=TRUE) > lines(density(eruptions, bw=0.1)) > rug(eruptions) # show the actual data points More elegant density plots can be made by density, and we added a line produced by density in this example. The bandwidth bw was chosen by trial-and-error as the default
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gives too much smoothing (it usually does for interesting densities). (Automated methods of bandwidth choice are implemented in packages MASS and KernSmooth.)
Histogram of eruptions
0.7 Relative Frequency 0.0 1.5 0.1 0.2 0.3 0.4 0.5 0.6
2.0
2.5
3.0
3.5 eruptions
4.0
4.5
5.0
We can plot the empirical cumulative distribution function by using function ecdf in the standard package stepfun. > library(stepfun) > plot(ecdf(eruptions), do.points=FALSE, verticals=TRUE) This distribution is obviously far from any standard distribution. How about the righthand mode, say eruptions of longer than 3 minutes? Let us t a normal distribution and overlay the tted CDF. > long <- eruptions[eruptions > 3] > plot(ecdf(long), do.points=FALSE, verticals=TRUE) > x <- seq(3, 5.4, 0.01) > lines(x, pnorm(x, mean=mean(long), sd=sqrt(var(long))), lty=3)
ecdf(long)
1.0 Fn(x) 0.0 0.2 0.4 0.6 0.8
3.0
3.5
4.0 x
4.5
5.0
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Quantile-quantile (Q-Q) plots can help us examine this more carefully. par(pty="s") qqnorm(long); qqline(long) which shows a reasonable t but a shorter right tail than one would expect from a normal distribution. Let us compare this with some simulated data from a t distribution
Normal QQ Plot
Sample Quantiles
3.0
3.5
4.0
4.5
5.0
Theoretical Quantiles
x <- rt(250, df = 5) qqnorm(x); qqline(x) which will usually (it is a random sample) show longer tails than expected for a normal. We can make a Q-Q plot against the generating distribution by qqplot(qt(ppoints(250), df=5), x, xlab="Q-Q plot for t dsn") qqline(x) Finally, we might want a more formal test of agreement with normality (or not). Package ctest provides the Shapiro-Wilk test > library(ctest) > shapiro.test(long) Shapiro-Wilk normality test data: long W = 0.9793, p-value = 0.01052 and the Kolmogorov-Smirnov test > ks.test(long, "pnorm", mean=mean(long), sd=sqrt(var(long))) One-sample Kolmogorov-Smirnov test data: long D = 0.0661, p-value = 0.4284 alternative hypothesis: two.sided (Note that the distribution theory is not valid here as we have estimated the parameters of the normal distribution from the same sample.)
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79.94
79.96
79.98
80.00
80.02
80.04
To test for the equality of the means of the two examples, we can use an unpaired t-test by > library(ctest) > t.test(A, B) Welch Two Sample t-test data: A and B
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t = 3.2499, df = 12.027, p-value = 0.00694 alternative hypothesis: true difference in means is not equal to 0 95 percent confidence interval: 0.01385526 0.07018320 sample estimates: mean of x mean of y 80.02077 79.97875 which does indicate a signicant dierence, assuming normality. By default the R function does not assume equality of variances in the two samples (in contrast to the similar S-Plus t.test function). We can use the F test to test for equality in the variances, provided that the two samples are from normal populations. > var.test(A, B) F test to compare two variances data: A and B F = 0.5837, num df = 12, denom df = 7, p-value = 0.3938 alternative hypothesis: true ratio of variances is not equal to 1 95 percent confidence interval: 0.1251097 2.1052687 sample estimates: ratio of variances 0.5837405 which shows no evidence of a signicant dierence, and so we can use the classical t-test that assumes equality of the variances. > t.test(A, B, var.equal=TRUE) Two Sample t-test data: A and B t = 3.4722, df = 19, p-value = 0.002551 alternative hypothesis: true difference in means is not equal to 0 95 percent confidence interval: 0.01669058 0.06734788 sample estimates: mean of x mean of y 80.02077 79.97875 All these tests assume normality of the two samples. The two-sample Wilcoxon (or Mann-Whitney) test only assumes a common continuous distribution under the null hypothesis. > wilcox.test(A, B) Wilcoxon rank sum test with continuity correction data: A and B W = 89, p-value = 0.007497 alternative hypothesis: true mu is not equal to 0
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Warning message: Cannot compute exact p-value with ties in: wilcox.test(A, B) Note the warning: there are several ties in each sample, which suggests strongly that these data are from a discrete distribution (probably due to rounding). There are several ways to compare graphically the two samples. We have already seen a pair of boxplots. The following > library(stepfun) > plot(ecdf(A), do.points=FALSE, verticals=TRUE, xlim=range(A, B)) > plot(ecdf(B), do.points=FALSE, verticals=TRUE, add=TRUE) will show the two empirical CDFs, and qqplot will perform a Q-Q plot of the two samples. The Kolmogorov-Smirnov test is of the maximal vertical distance between the two ecdfs, assuming a common continuous distribution: > ks.test(A, B) Two-sample Kolmogorov-Smirnov test data: A and B D = 0.5962, p-value = 0.05919 alternative hypothesis: two.sided Warning message: cannot compute correct p-values with ties in: ks.test(A, B)
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abline(lsfit(xc[[i]], yc[[i]])) } (Note the function split() which produces a list of vectors got by splitting a larger vector according to the classes specied by a category. This is a useful function, mostly used in connection with boxplots. See the help facility for further details.) WARNING: for() loops are used in R code much less often than in compiled languages. Code that takes a whole object view is likely to be both clearer and faster in R. Other looping facilities include the > repeat expr statement and the > while (condition) expr statement. The break statement can be used to terminate any loop, possibly abnormally. This is the only way to terminate repeat loops. The next statement can be used to discontinue one particular cycle and skip to the next. Control statements are most often used in connection with functions which are discussed in Chapter 10 [Writing your own functions], page 43, and where more examples will emerge.
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After this object is created it is permanent, like all objects, and may be used in statements such as > regcoeff <- bslash(Xmat, yvar) and so on. The classical R function lsfit() does this job quite well, and more1 . It in turn uses the functions qr() and qr.coef() in the slightly counterintuitive way above to do this part of the calculation. Hence there is probably some value in having just this part isolated in a simple to use function if it is going to be in frequent use. If so, we may wish to make it a matrix binary operator for even more convenient use.
See also the methods described in Chapter 11 [Statistical models in R], page 52
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> fun1 <- function(data, data.frame, graph=TRUE, limit=20) { ... } it could be called as > ans <- fun1(d, df) which is now equivalent to the three cases above, or as > ans <- fun1(d, df, limit=10) which changes one of the defaults. It is important to note that defaults may be arbitrary expressions, even involving other arguments to the same function; they are not restricted to be constants as in our simple example here.
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A block design is dened by two factors, say blocks (b levels) and varieties (v levels). If R and K are the v by v and b by b replications and block size matrices, respectively, and N is the b by v incidence matrix, then the eciency factors are dened as the eigenvalues of the matrix E = Iv R1/2 N K 1 N R1/2 = Iv A A, where A = K 1/2 N R1/2 . One way to write the function is given below. > bdeff <- function(blocks, varieties) { blocks <- as.factor(blocks) # minor safety move b <- length(levels(blocks)) varieties <- as.factor(varieties) # minor safety move v <- length(levels(varieties)) K <- as.vector(table(blocks)) # remove dim attr R <- as.vector(table(varieties)) # remove dim attr N <- table(blocks, varieties) A <- 1/sqrt(K) * N * rep(1/sqrt(R), rep(b, v)) sv <- svd(A) list(eff=1 - sv$d^2, blockcv=sv$u, varietycv=sv$v) } It is numerically slightly better to work with the singular value decomposition on this occasion rather than the eigenvalue routines. The result of the function is a list giving not only the eciency factors as the rst component, but also the block and variety canonical contrasts, since sometimes these give additional useful qualitative information.
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> no.dimnames(X) This is particularly useful for large integer arrays, where patterns are the real interest rather than the values.
10.7 Scope
The discussion in this section is somewhat more technical than in other parts of this document. However, it details one of the major dierences between S-Plus and R. The symbols which occur in the body of a function can be divided into three classes; formal parameters, local variables and free variables. The formal parameters of a function are those occurring in the argument list of the function. Their values are determined by the process of binding the actual function arguments to the formal parameters. Local
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variables are those whose values are determined by the evaluation of expressions in the body of the functions. Variables which are not formal parameters or local variables are called free variables. Free variables become local variables if they are assigned to. Consider the following function denition. f <- function(x) { y <- 2*x print(x) print(y) print(z) } In this function, x is a formal parameter, y is a local variable and z is a free variable. In R the free variable bindings are resolved by rst looking in the environment in which the function was created. This is called lexical scope. First we dene a function called cube. cube <- function(n) { sq <- function() n*n n*sq() } The variable n in the function sq is not an argument to that function. Therefore it is a free variable and the scoping rules must be used to ascertain the value that is to be associated with it. Under static scope (S-Plus) the value is that associated with a global variable named n. Under lexical scope (R) it is the parameter to the function cube since that is the active binding for the variable n at the time the function sq was dened. The dierence between evaluation in R and evaluation in S-Plus is that S-Plus looks for a global variable called n while R rst looks for a variable called n in the environment created when cube was invoked. ## rst evaluation in S S> cube(2) Error in sq(): Object "n" not found Dumped S> n <- 3 S> cube(2) [1] 18 ## then the same function evaluated in R R> cube(2) [1] 8 Lexical scope can also be used to give functions mutable state. In the following example we show how R can be used to mimic a bank account. A functioning bank account needs to have a balance or total, a function for making withdrawals, a function for making deposits and a function for stating the current balance. We achieve this by creating the three functions within account and then returning a list containing them. When account is invoked it takes a numerical argument total and returns a list containing the three functions. Because these functions are dened in an environment which contains total, they will have access to its value. The special assignment operator, <<-, is used to change the value associated with total. This operator looks back in enclosing environments for an environment that contains the symbol total and when it nds such an environment it replaces the value, in that environ-
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ment, with the value of right hand side. If the global or top-level environment is reached without nding the symbol total then that variable is created and assigned to there. For most users <<- creates a global variable and assigns the value of the right hand side to it2 . Only when <<- has been used in a function that was returned as the value of another function will the special behavior described here occur. open.account <- function(total) { list( deposit = function(amount) { if(amount <= 0) stop("Deposits must be positive!\n") total <<- total + amount cat(amount, "deposited. Your balance is", total, "\n\n") }, withdraw = function(amount) { if(amount > total) stop("You dont have that much money!\n") total <<- total - amount cat(amount, "withdrawn. Your balance is", total, "\n\n") }, balance = function() { cat("Your balance is", total, "\n\n") } ) } ross <- open.account(100) robert <- open.account(200) ross$withdraw(30) ross$balance() robert$balance() ross$deposit(50) ross$balance() ross$withdraw(500)
In some sense this mimics the behavior in S-Plus since in S-Plus this operator always creates or assigns to a global variable. So it is hidden under UNIX.
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be placed in any directory. If R is invoked in that directory then that le will be sourced. This le gives individual users control over their workspace and allows for dierent startup procedures in dierent working directories. If no .Rprofile le is found in the startup directory, than R looks for a .Rprofile le in the users home directory and uses that (if it exists). Any function named .First() in either of the two prole les or in the .RData image has a special status. It is automatically performed at the beginning of an R session and may be used to initialize the environment. For example, the denition in the example below alters the prompt to $ and sets up various other useful things that can then be taken for granted in the rest of the session. Thus, the sequence in which les are executed is, Rprofile.site, .Rprofile, .RData and then .First(). A denition in later les will mask denitions in earlier les. > .First <- function() { options(prompt="$ ", continue="+\t") # $ is the prompt options(digits=5, length=999) # custom numbers and printout x11() # for graphics par(pch = "+") # plotting character source(file.path(Sys.getenv("HOME"), "R", "mystuff.R")) # my personal package library(stepfun) # attach the step function tools } Similarly a function .Last(), if dened, is executed at the very end of the session. An example is given below. > .Last <- function() { graphics.off() # a small safety measure. cat(paste(date(),"\nAdios\n")) # Is it time for lunch? }
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> methods(class="data.frame") Conversely the number of classes a generic function can handle can also be quite large. For example the plot() function has a default method and variants for objects of classes "data.frame", "density", "factor", and more. A complete list can be got again by using the methods() function: > methods(plot) The reader is referred to the ocial references for a complete discussion of this mechanism.
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11 Statistical models in R
This section presumes the reader has some familiarity with statistical methodology, in particular with regression analysis and the analysis of variance. Later we make some rather more ambitious presumptions, namely that something is known about generalized linear models and nonlinear regression. The requirements for tting statistical models are suciently well dened to make it possible to construct general tools that apply in a broad spectrum of problems. R provides an interlocking suite of facilities that make tting statistical models very simple. As we mention in the introduction, the basic output is minimal, and one needs to ask for the details by calling extractor functions.
yi =
j=0
j xij + ei ,
ei NID(0, 2 ),
i = 1, . . . , n
In matrix terms this would be written y = X + e where the y is the response vector, X is the model matrix or design matrix and has columns x0 , x1 , . . . , xp , the determining variables. Very often x0 will be a column of ones dening an intercept term.
Examples
Before giving a formal specication, a few examples may usefully set the picture. Suppose y, x, x0, x1, x2, . . . are numeric variables, X is a matrix and A, B, C, . . . are factors. The following formulae on the left side below specify statistical models as described on the right. y~x y~1+x Both imply the same simple linear regression model of y on x. The rst has an implicit intercept term, and the second an explicit one.
y~0+x y ~ -1 + x y ~ x - 1 Simple linear regression of y on x through the origin (that is, without an intercept term). log(y) ~ x1 + x2 Multiple regression of the transformed variable, log(y), on x1 and x2 (with an implicit intercept term).
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y ~ poly(x,2) y ~ 1 + x + I(x^2) Polynomial regression of y on x of degree 2. The rst form uses orthogonal polynomials, and the second uses explicit powers, as basis. y ~ X + poly(x,2) Multiple regression y with model matrix consisting of the matrix X as well as polynomial terms in x to degree 2. y~A y~A+x y y y y ~ ~ ~ ~ Single classication analysis of variance model of y, with classes determined by A. Single classication analysis of covariance model of y, with classes determined by A, and with covariate x.
A*B A + B + A:B B %in% A A/B Two factor non-additive model of y on A and B. The rst two specify the same crossed classication and the second two specify the same nested classication. In abstract terms all four specify the same model subspace.
y ~ (A + B + C)^2 y ~ A*B*C - A:B:C Three factor experiment but with a model containing main eects and two factor interactions only. Both formulae specify the same model. y~A*x y ~ A/x y ~ A/(1 + x) - 1 Separate simple linear regression models of y on x within the levels of A, with dierent codings. The last form produces explicit estimates of as many dierent intercepts and slopes as there are levels in A. y ~ A*B + Error(C) An experiment with two treatment factors, A and B, and error strata determined by factor C. For example a split plot experiment, with whole plots (and hence also subplots), determined by factor C. The operator ~ is used to dene a model formula in R. The form, for an ordinary linear model, is response ~ op 1 term 1 op 2 term 2 op 3 term 3 . . . where response op i term i is a vector or matrix, (or expression evaluating to a vector or matrix) dening the response variable(s). is an operator, either + or -, implying the inclusion or exclusion of a term in the model, (the rst is optional). is either a vector or matrix expression, or 1,
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a factor, or a formula expression consisting of factors, vectors or matrices connected by formula operators. In all cases each term denes a collection of columns either to be added to or removed from the model matrix. A 1 stands for an intercept column and is by default included in the model matrix unless explicitly removed. The formula operators are similar in eect to the Wilkinson and Rogers notation used by such programs as Glim and Genstat. One inevitable change is that the operator . becomes : since the period is a valid name character in R. The notation is summarized below (based on Chambers & Hastie, 1992, p.29): Y ~M M1 +M2 Include M 1 and M 2. M1 -M2 Include M 1 leaving out terms of M 2. M1 :M2 The tensor product of M 1 and M 2. If both terms are factors, then the subclasses factor. M 1 %in% M 2 Similar to M 1:M 2, but with a dierent coding. M1 *M2 M 1 + M 2 + M 1:M 2. M1 /M2 M 1 + M 2 %in% M 1. M ^n I(M ) All terms in M together with interactions up to order n Insulate M. Inside M all operators have their normal arithmetic meaning, and that term appears in the model matrix. Y is modeled as M.
Note that inside the parentheses that usually enclose function arguments all operators have their normal arithmetic meaning. The function I() is an identity function used only to allow terms in model formulae to be dened using arithmetic operators. Note particularly that the model formulae specify the columns of the model matrix, the specication of the parameters being implicit. This is not the case in other contexts, for example in specifying nonlinear models.
11.1.1 Contrasts
We need at least some idea how the model formulae specify the columns of the model matrix. This is easy if we have continuous variables, as each provides one column of the model matrix (and the intercept will provide a column of ones if included in the model). What about a k-level factor A? The answer diers for unordered and ordered factors. For unordered factors k 1 columns are generated for the indicators of the second, . . . ,
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kth levels of the factor. (Thus the implicit parameterization is to contrast the response at each level with that at the rst.) For ordered factors the k 1 columns are the orthogonal polynomials on 1, . . . , k, omitting the constant term. Although the answer is already complicated, it is not the whole story. First, if the intercept is omitted in a model that contains a factor term, the rst such term is encoded into k columns giving the indicators for all the levels. Second, the whole behavior can be changed by the options setting for contrasts. The default setting in R is options(contrasts = c("contr.treatment", "contr.poly")) The main reason for mentioning this is that R and S have dierent defaults for unordered factors, S using Helmert contrasts. So if you need to compare your results to those of a textbook or paper which used S-Plus, you will need to set options(contrasts = c("contr.helmert", "contr.poly")) This is a deliberate dierence, as treatment contrasts (Rs default) are thought easier for newcomers to interpret. We have still not nished, as the contrast scheme to be used can be set for each term in the model using the functions contrasts and C. We have not yet considered interaction terms: these generate the products of the columns introduced for their component terms. Although the details are complicated, model formulae in R will normally generate the models that an expert statistician would expect, provided that marginality is preserved. Fitting, for example, model with interaction but not the corresponding main eects will in general lead to surprising results, and is for experts only.
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anova(object 1, object 2) Compare a submodel with an outer model and produce an analysis of variance table. coefficients(object) Extract the regression coecient (matrix). Short form: coef(object). deviance(object) Residual sum of squares, weighted if appropriate. formula(object) Extract the model formula. plot(object) Produce four plots, showing residuals, tted values and some diagnostics. predict(object, newdata=data.frame) The data frame supplied must have variables specied with the same labels as the original. The value is a vector or matrix of predicted values corresponding to the determining variable values in data.frame. print(object) Print a concise version of the object. Most often used implicitly. residuals(object) Extract the (matrix of) residuals, weighted as appropriate. Short form: resid(object). step(object) Select a suitable model by adding or dropping terms and preserving hierarchies. The model with the largest value of AIC (Akaikes An Information Criterion) discovered in the stepwise search is returned. summary(object) Print a comprehensive summary of the results of the regression analysis.
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> fm <- aov(yield ~ v + n*p*k + Error(farms/blocks), data=farm.data) would typically be used to describe an experiment with mean model v + n*p*k and three error strata, namely between farms, within farms, between blocks and within blocks.
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Other functions for exploring incremental sequences of models are add1(), drop1() and step(). The names of these give a good clue to their purpose, but for full details see the on-line help.
where is a scale parameter (possibly known), and is constant for all observations, A represents a prior weight, assumed known but possibly varying with the observations, and is the mean of y. So it is assumed that the distribution of y is determined by its mean and possibly a scale parameter as well. The mean, , is a smooth invertible function of the linear predictor: = m(), = m1 () = ()
and this inverse function, (), is called the link function. These assumptions are loose enough to encompass a wide class of models useful in statistical practice, but tight enough to allow the development of a unied methodology of estimation and inference, at least approximately. The reader is referred to any of the current reference works on the subject for full details, such as McCullagh & Nelder (1989) or Dobson (1990).
11.6.1 Families
The class of generalized linear models handled by facilities supplied in R includes gaussian, binomial, poisson, inverse gaussian and gamma response distributions and also quasilikelihood models where the response distribution is not explicitly specied. In the latter case the variance function must be specied as a function of the mean, but in other cases this function is implied by the response distribution. Each response distribution admits a variety of link functions to connect the mean with the linear predictor. Those automatically available are as in the table below.
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Link functions logit, probit, cloglog identity identity, inverse, log 1/mu^2 identity, log, sqrt logit, probit, cloglog, identity, inverse, log, 1/mu^2, sqrt
The combination of a response distribution, a link function and various other pieces of information that are needed to carry out the modeling exercise is called the family of the generalized linear model.
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Poisson models
With the Poisson family the default link is the log, and in practice the major use of this family is to t surrogate Poisson log-linear models to frequency data, whose actual distribution is often multinomial. This is a large and important subject we will not discuss further here. It even forms a major part of the use of non-gaussian generalized models overall. Occasionally genuinely Poisson data arises in practice and in the past it was often analyzed as gaussian data after either a log or a square-root transformation. As a graceful alternative to the latter, a Poisson generalized linear model may be tted as in the following example: > fmod <- glm(y ~ A + B + x, family = poisson(link=sqrt), data = worm.counts)
Quasi-likelihood models
For all families the variance of the response will depend on the mean and will have the scale parameter as a multiplier. The form of dependence of the variance on the mean is a characteristic of the response distribution; for example for the poisson distribution Var[y] = . For quasi-likelihood estimation and inference the precise response distribution is not specied, but rather only a link function and the form of the variance function as it depends on the mean. Since quasi-likelihood estimation uses formally identical techniques to those for the gaussian distribution, this family provides a way of tting gaussian models with non-standard link functions or variance functions, incidentally. For example, consider tting the non-linear regression y= which may be written alternatively as y= 1 +e 1 x1 + 2 x2 1 z1 +e z2 2
where x1 = z2 /z1 , x2 = 1/x1 , 1 = 1/1 and 2 = 2 /1 . Supposing a suitable data frame to be set up we could t this non-linear regression as > nlfit <- glm(y ~ x1 + x2 - 1, family = quasi(link=inverse, variance=constant), data = biochem) The reader is referred to the manual and the help document for further information, as needed.
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> df <- data.frame(x=x, y=y) > fit <- nls(y ~ SSmicmen(x, Vm, K), df) > fit Nonlinear regression model model: y ~ SSmicmen(x, Vm, K) data: df Vm K 212.68370711 0.06412123 residual sum-of-squares: 1195.449 > summary(fit) Formula: y ~ SSmicmen(x, Vm, K) Parameters: Estimate Std. Error t value Pr(>|t|) Vm 2.127e+02 6.947e+00 30.615 3.24e-11 K 6.412e-02 8.281e-03 7.743 1.57e-05 Residual standard error: 10.93 on 10 degrees of freedom Correlation of Parameter Estimates: Vm K 0.7651
The negative log-likelihood to minimize is: > fn <- function(p) sum( - (y*(p[1]+p[2]*x) - n*log(1+exp(p[1]+p[2]*x)) + log(choose(n, y)) )) We pick sensible starting values and do the t: > out <- nlm(fn, p = c(-50,20), hessian = TRUE) After the tting, out$minimum is the negative log-likelihood, and out$estimates are the maximum likelihood estimates of the parameters. To obtain the approximate SEs of the estimates we do: > sqrt(diag(solve(out$hessian))) A 95% condence interval would be the parameter estimate 1.96 SE.
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12 Graphical procedures
Graphical facilities are an important and extremely versatile component of the R environment. It is possible to use the facilities to display a wide variety of statistical graphs and also to build entirely new types of graph. The graphics facilities can be used in both interactive and batch modes, but in most cases, interactive use is more productive. Interactive use is also easy because at startup time R initiates a graphics device driver which opens a special graphics window for the display of interactive graphics. Although this is done automatically, it is useful to know that the command used is X11() under UNIX, windows() under Windows and macintosh() on MacOS 8/9. Once the device driver is running, R plotting commands can be used to produce a variety of graphical displays and to create entirely new kinds of display. Plotting commands are divided into three basic groups: High-level plotting functions create a new plot on the graphics device, possibly with axes, labels, titles and so on. Low-level plotting functions add more information to an existing plot, such as extra points, lines and labels. Interactive graphics functions allow you interactively add information to, or extract information from, an existing plot, using a pointing device such as a mouse. In addition, R maintains a list of graphical parameters which can be manipulated to customize your plots.
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plot(f ) plot(f, y) f is a factor object, y is a numeric vector. The rst form generates a bar plot of f ; the second form produces boxplots of y for each level of f. plot(df ) plot(~ expr) plot(y ~ expr) df is a data frame, y is any object, expr is a list of object names separated by + (e.g., a + b + c). The rst two forms produce distributional plots of the variables in a data frame (rst form) or of a number of named objects (second form). The third form plots y against every object named in expr.
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qqnorm(x) qqline(x) qqplot(x, y) Distribution-comparison plots. The rst form plots the numeric vector x against the expected Normal order scores (a normal scores plot) and the second adds a straight line to such a plot by drawing a line through the distribution and data quartiles. The third form plots the quantiles of x against those of y to compare their respective distributions. hist(x) hist(x, nclass=n) hist(x, breaks=b, ...) Produces a histogram of the numeric vector x. A sensible number of classes is usually chosen, but a recommendation can be given with the nclass= argument. Alternatively, the breakpoints can be specied exactly with the breaks= argument. If the probability=TRUE argument is given, the bars represent relative frequencies instead of counts. dotchart(x, ...) Constructs a dotchart of the data in x. In a dotchart the y-axis gives a labelling of the data in x and the x-axis gives its value. For example it allows easy visual selection of all data entries with values lying in specied ranges. image(x, y, z, ...) contour(x, y, z, ...) persp(x, y, z, ...) Plots of three variables. The image plot draws a grid of rectangles using dierent colours to represent the value of z, the contour plot draws contour lines to represent the value of z, and the persp plot draws a 3D surface.
Causes the x, y or both axes to be logarithmic. This will work for many, but not all, types of plot. The type= argument controls the type of plot produced, as follows: type="p" type="l" Plot individual points (the default) Plot lines
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Plot points connected by lines (both) Plot points overlaid by lines Plot vertical lines from points to the zero axis (high-density) Step-function plots. In the rst form, the top of the vertical denes the point; in the second, the bottom. No plotting at all. However axes are still drawn (by default) and the coordinate system is set up according to the data. Ideal for creating plots with subsequent low-level graphics functions.
xlab=string ylab=string Axis labels for the x and y axes. Use these arguments to change the default labels, usually the names of the objects used in the call to the high-level plotting function. main=string Figure title, placed at the top of the plot in a large font. sub=string Sub-title, placed just below the x-axis in a smaller font.
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abline(a, b) abline(h=y) abline(v=x) abline(lm.obj) Adds a line of slope b and intercept a to the current plot. h=y may be used to specify y-coordinates for the heights of horizontal lines to go across a plot, and v=x similarly for the x-coordinates for vertical lines. Also lm.obj may be list with a coefficients component of length 2 (such as the result of model-tting functions,) which are taken as an intercept and slope, in that order. polygon(x, y, ...) Draws a polygon dened by the ordered vertices in (x, y) and (optionally) shade it in with hatch lines, or ll it if the graphics device allows the lling of gures. legend(x, y, legend, ...) Adds a legend to the current plot at the specied position. Plotting characters, line styles, colors etc., are identied with the labels in the character vector legend. At least one other argument v (a vector the same length as legend) with the corresponding values of the plotting unit must also be given, as follows: legend( , fill=v) Colors for lled boxes legend( , col=v) Colors in which points or lines will be drawn legend( , lty=v) Line styles legend( , lwd=v) Line widths legend( , pch=v) Plotting characters (character vector) title(main, sub) Adds a title main to the top of the current plot in a large font and (optionally) a sub-title sub at the bottom in a smaller font. axis(side, ...) Adds an axis to the current plot on the side given by the rst argument (1 to 4, counting clockwise from the bottom.) Other arguments control the positioning of the axis within or beside the plot, and tick positions and labels. Useful for adding custom axes after calling plot() with the axes=FALSE argument. Low-level plotting functions usually require some positioning information (e.g., x and y coordinates) to determine where to place the new plot elements. Coordinates are given in terms of user coordinates which are dened by the previous high-level graphics command and are chosen based on the supplied data. Where x and y arguments are required, it is also sucient to supply a single argument being a list with elements named x and y. Similarly a matrix with two columns is also valid input. In this way functions such as locator() (see below) may be used to specify positions on a plot interactively.
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> text(locator(1), "Outlier", adj=0) may be useful. locator() will still work if the current device does not support a mouse; in this case the user will be prompted for x and y coordinates. identify(x, y, labels) Allow the user to highlight any of the points dened by x and y (using the left mouse button) by plotting the corresponding component of labels nearby (or the index number of the point if labels is absent). Returns the indices of the selected points when another button is pressed (unix, Windows) or the mouse is clicked outside the graphics window (Mac). Sometimes we want to identify particular points on a plot, rather than their positions. For example, we may wish the user to select some observation of interest from a graphical display and then manipulate that observation in some way. Given a number of (x, y) coordinates in two numeric vectors x and y, we could use the identify() function as follows: > plot(x, y) > identify(x, y) The identify() functions performs no plotting itself, but simply allows the user to move the mouse pointer and click the left mouse button near a point. The point nearest the mouse pointer will be highlighted with its index number (that is, its position in the x/y vectors) plotted nearby. Alternatively, you could use some informative string (such as a case name) as a highlight by using the labels argument to identify(), or disable highlighting altogether with the plot=FALSE argument. When the process is terminated (see above), identify() returns the indices of the selected points; you can use these indices to extract the selected points from the original vectors x and y.
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par(c("col", "lty")) With a character vector argument, returns only the named graphics parameters (again, as a list.) par(col=4, lty=2) With named arguments (or a single list argument), sets the values of the named graphics parameters, and returns the original values of the parameters as a list. Setting graphics parameters with the par() function changes the value of the parameters permanently, in the sense that all future calls to graphics functions (on the current device) will be aected by the new value. You can think of setting graphics parameters in this way as setting default values for the parameters, which will be used by all graphics functions unless an alternative value is given. Note that calls to par() always aect the global values of graphics parameters, even when par() is called from within a function. This is often undesirable behaviorusually we want to set some graphics parameters, do some plotting, and then restore the original values so as not to aect the users R session. You can restore the initial values by saving the result of par() when making changes, and restoring the initial values when plotting is complete. > oldpar <- par(col=4, lty=2) . . . plotting commands . . . > par(oldpar)
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pch="+"
Character to be used for plotting points. The default varies with graphics drivers, but it is usually . Plotted points tend to appear slightly above or below the appropriate position unless you use "." as the plotting character, which produces centered points. When pch is given as an integer between 0 and 18 inclusive, a specialized plotting symbol is produced. To see what the symbols are, use the command > legend(locator(1), as.character(0:18), pch = 0:18) Line types. Alternative line styles are not supported on all graphics devices (and vary on those that do) but line type 1 is always a solid line, and line types 2 and onwards are dotted or dashed lines, or some combination of both. Line widths. Desired width of lines, in multiples of the standard line width. Aects axis lines as well as lines drawn with lines(), etc. Colors to be used for points, lines, text, lled regions and images. Each of these graphic elements has a list of possible colors, and the value of this parameter is an index to that list. Obviously, this parameter applies only to a limited range of devices. An integer which species which font to use for text. If possible, device drivers arrange so that 1 corresponds to plain text, 2 to bold face, 3 to italic and 4 to bold italic.
pch=4
lty=2
lwd=2 col=2
font=2
font.axis font.lab font.main font.sub The font to be used for axis annotation, x and y labels, main and sub-titles, respectively. adj=-0.1 Justication of text relative to the plotting position. 0 means left justify, 1 means right justify and 0.5 means to center horizontally about the plotting position. The actual value is the proportion of text that appears to the left of the plotting position, so a value of -0.1 leaves a gap of 10% of the text width between the text and the plotting position. Character expansion. The value is the desired size of text characters (including plotting characters) relative to the default text size.
cex=1.5
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las=1
Orientation of axis labels. 0 means always parallel to axis, 1 means always horizontal, and 2 means always perpendicular to the axis.
mgp=c(3, 1, 0) Positions of axis components. The rst component is the distance from the axis label to the axis position, in text lines. The second component is the distance to the tick labels, and the nal component is the distance from the axis position to the axis line (usually zero). Positive numbers measure outside the plot region, negative numbers inside.
tck=0.01
Length of tick marks, as a fraction of the size of the plotting region. When tck is small (less than 0.5) the tick marks on the x and y axes are forced to be the same size. A value of 1 gives grid lines. Negative values give tick marks outside the plotting region. Use tck=0.01 and mgp=c(1,-1.5,0) for internal tick marks.
xaxs="s" yaxs="d"
Axis styles for the x and y axes, respectively. With styles "s" (standard) and "e" (extended) the smallest and largest tick marks always lie outside the range of the data. Extended axes may be widened slightly if any points are very near the edge. This style of axis can sometimes leave large blank gaps near the edges. With styles "i" (internal) and "r" (the default) tick marks always fall within the range of the data, however style "r" leaves a small amount of space at the edges. Setting this parameter to "d" (direct axis) locks in the current axis and uses it for all future plots (or until the parameter is set to one of the other values above, at least.) Useful for generating series of xed-scale plots.
A single plot in R is known as a figure and comprises a plot region surrounded by margins (possibly containing axis labels, titles, etc.) and (usually) bounded by the axes themselves.
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A typical gure is
3.0
mar[3]
Plot region
1.5
mai[2]
1.5 3.0 3.0
0.0
1.5
0.0 x
1.5
3.0
mai[1]
Margin
mai=c(1, 0.5, 0.5, 0) Widths of the bottom, left, top and right margins, respectively, measured in inches. mar=c(4, 2, 2, 1) Similar to mai, except the measurement unit is text lines.
mar and mai are equivalent in the sense that setting one changes the value of the other. The default values chosen for this parameter are often too large; the right-hand margin is rarely needed, and neither is the top margin if no title is being used. The bottom and left margins must be large enough to accommodate the axis and tick labels. Furthermore, the default is chosen without regard to the size of the device surface: for example, using the postscript() driver with the height=4 argument will result in a plot which is about 50% margin unless mar or mai are set explicitly. When multiple gures are in use (see below) the margins are reduced by half, however this may not be enough when many gures share the same page.
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oma[3]
omi[4]
mfg=c(3,2,3,2)
mfrow=c(3,2)
omi[1]
The graphical parameters relating to multiple gures are as follows: mfcol=c(3, 2) mfrow=c(2, 4) Set size of multiple gure array. The rst value is the number of rows; the second is the number of columns. The only dierence between these two parameters is that setting mfcol causes gures to be lled by column; mfrow lls by rows. The layout in the Figure could have been created by setting mfrow=c(3,2); the gure shows the page after four plots have been drawn. mfg=c(2, 2, 3, 2) Position of current gure in a multiple gure environment. The rst two numbers are the row and column of the current gure; the last two are the number of rows and columns in the multiple gure array. Set this parameter to jump between gures in the array. You can even use dierent values for the last two numbers than the true values for unequally-sized gures on the same page. fig=c(4, 9, 1, 4)/10 Position of the current gure on the page. Values are the positions of the left, right, bottom and top edges respectively, as a percentage of the page measured from the bottom left corner. The example value would be for a gure in the bottom right of the page. Set this parameter for arbitrary positioning of gures within a page.
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oma=c(2, 0, 3, 0) omi=c(0, 0, 0.8, 0) Size of outer margins. Like mar and mai, the rst measures in text lines and the second in inches, starting with the bottom margin and working clockwise. Outer margins are particularly useful for page-wise titles, etc. Text can be added to the outer margins with the mtext() function with argument outer=TRUE. There are no outer margins by default, however, so you must create them explicitly using oma or omi. More complicated arrangements of multiple gures can be produced by the split.screen() and layout() functions.
postscript() For printing on PostScript printers, or creating PostScript graphics les. pictex() Produces a LaTEX le
When you have nished with a device, be sure to terminate the device driver by issuing the command > dev.off() This ensures that the device nishes cleanly; for example in the case of hardcopy devices this ensures that every page is completed and has been sent to the printer.
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already exists, it will be overwritten. This is the case even if the le was only created earlier in the same R session. Many usages of PostScript output will be to incorporate the gure in another document. This works best when encapsulated PostScript is produced: R always produces conformant output, but only marks the output as such when the onefile=FALSE argument is supplied. This unusual notation stems from S-compatibility: it really means that the output will be a single page (which is part of the EPSF specication). Thus to produce a plot for inclusion use something like > postscript("plot1.eps", horizontal=FALSE, onefile=FALSE, height=8, width=6, pointsize=10)
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dev.off(k) Terminate the graphics device at point k of the device list. For some devices, such as postscript devices, this will either print the le immediately or correctly complete the le for later printing, depending on how the device was initiated. dev.copy(device, ..., which=k) dev.print(device, ..., which=k) Make a copy of the device k. Here device is a device function, such as postscript, with extra arguments, if needed, specied by .... dev.print is similar, but the copied device is immediately closed, so that end actions, such as printing hardcopies, are immediately performed. graphics.off() Terminate all graphics devices on the list, except the null device.
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help.start() Start the html interface to on-line help (using a web browser available at your machine). You should briey explore the features of this facility with the mouse. Iconify the help window and move on to the next part. x <- rnorm(50) y <- rnorm(x) Generate two pseudo-random normal vectors of x- and y-coordinates. plot(x, y) Plot the points in the plane. A graphics window will appear automatically. ls() rm(x, y) See which R objects are now in the R workspace. Remove objects no longer needed. (Clean up).
x <- 1:20 Make x = (1, 2, . . . , 20). w <- 1 + sqrt(x)/2 A weight vector of standard deviations. dummy <- data.frame(x=x, y= x + rnorm(x)*w) dummy Make a data frame of two columns, x and y, and look at it. fm <- lm(y ~ x, data=dummy) summary(fm) Fit a simple linear regression of y on x and look at the analysis. fm1 <- lm(y ~ x, data=dummy, weight=1/w^2) summary(fm1) Since we know the standard deviations, we can do a weighted regression. attach(dummy) Make the columns in the data frame visible as variables. lrf <- lowess(x, y) Make a nonparametric local regression function.
81
plot(x, y) Standard point plot. lines(x, lrf$y) Add in the local regression. abline(0, 1, lty=3) The true regression line: (intercept 0, slope 1). abline(coef(fm)) Unweighted regression line. abline(coef(fm1), col = "red") Weighted regression line. detach() Remove data frame from the search path.
plot(fitted(fm), resid(fm), xlab="Fitted values", ylab="Residuals", main="Residuals vs Fitted") A standard regression diagnostic plot to check for heteroscedasticity. Can you see it? qqnorm(resid(fm), main="Residuals Rankit Plot") A normal scores plot to check for skewness, kurtosis and outliers. (Not very useful here.) rm(fm, fm1, lrf, x, dummy) Clean up again. The next section will look at data from the classical experiment of Michaelson and Morley to measure the speed of light. file.show("morley.tab") Optional. Look at the le. mm <- read.table("morley.tab") mm Read in the Michaelson and Morley data as a data frame, and look at it. There are ve experiments (column Expt) and each has 20 runs (column Run) and sl is the recorded speed of light, suitably coded. mm$Expt <- factor(mm$Expt) mm$Run <- factor(mm$Run) Change Expt and Run into factors. attach(mm) Make the data frame visible at position 2 (the default). plot(Expt, Speed, main="Speed of Light Data", xlab="Experiment No.") Compare the ve experiments with simple boxplots. fm <- aov(Speed ~ Run + Expt, data=mm) summary(fm) Analyze as a randomized block, with runs and experiments as factors.
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fm0 <- update(fm, . ~ . - Run) anova(fm0, fm) Fit the sub-model omitting runs, and compare using a formal analysis of variance. detach() rm(fm, fm0) Clean up before moving on. We now look at some more graphical features: contour and image plots. x <- seq(-pi, pi, len=50) y <- x x is a vector of 50 equally spaced values in x . y is the same. f <- outer(x, y, function(x, y) cos(y)/(1 + x^2)) f is a square matrix, with rows and columns indexed by x and y respectively, of values of the function cos(y)/(1 + x2 ). oldpar <- par(no.readonly = TRUE) par(pty="s") Save the plotting parameters and set the plotting region to square. contour(x, y, f) contour(x, y, f, nlevels=15, add=TRUE) Make a contour map of f ; add in more lines for more detail. fa <- (f-t(f))/2 fa is the asymmetric part of f . (t() is transpose). contour(x, y, fa, nlevels=15) Make a contour plot, . . . par(oldpar) . . . and restore the old graphics parameters. image(x, y, f) image(x, y, fa) Make some high density image plots, (of which you can get hardcopies if you wish), . . . objects(); rm(x, y, f, fa) . . . and clean up before moving on. R can do complex arithmetic, also. th <- seq(-pi, pi, len=100) z <- exp(1i*th) 1i is used for the complex number i. par(pty="s") plot(z, type="l") Plotting complex arguments means plot imaginary versus real parts. This should be a circle.
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w <- rnorm(100) + rnorm(100)*1i Suppose we want to sample points within the unit circle. One method would be to take complex numbers with standard normal real and imaginary parts . . . w <- ifelse(Mod(w) > 1, 1/w, w) . . . and to map any outside the circle onto their reciprocal. plot(w, xlim=c(-1,1), ylim=c(-1,1), pch="+",xlab="x", ylab="y") lines(z) All points are inside the unit circle, but the distribution is not uniform. w <- sqrt(runif(100))*exp(2*pi*runif(100)*1i) plot(w, xlim=c(-1,1), ylim=c(-1,1), pch="+", xlab="x", ylab="y") lines(z) The second method uses the uniform distribution. The points should now look more evenly spaced over the disc. rm(th, w, z) Clean up again. q() Quit the R program. You will be asked if you want to save the R workspace, and for an exploratory session like this, you probably do not want to save it.
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Appendix B Invoking R
B.1 Invoking R under UNIX
The command R can be used both for starting the main R program with a variety of options in the form R [options] [<inle] [>outle], or, via the R CMD interface, as a wrapper to various R tools (e.g., for processing les in R documentation format or manipulating add-on packages) which are not intended to be called directly. Most options control what happens at the beginning and at the end of an R session. The startup mechanism is as follows (see also the on-line help for topic Startup for more information). Unless --no-environ was given, R searches for user and site les to process for setting environment variables. The name of the site le is the one pointed to by the environment variable R_ENVIRON; if this is unset, $R_HOME/etc/Renviron.site is used (if it exists). The user les searched for are .Renviron in the current or in the users home directory (in that order). These les should contain lines of the form name=value. (See help(Startup) for a precise description.) Variables you might want to set include R_PAPERSIZE (the default paper size), R_PRINTCMD (the default print command) and R_LIBS (species the list of R library trees searched for add-on packages). Then R searches for the site-wide startup prole unless the command line option --no-site-file was given. The name of this le is taken from the value of the R_PROFILE environment variable. If that variable is unset, the default $R_HOME/etc/Rprofile.site is used if this exists. Then, unless --no-init-file was given, R searches for a le called .Rprofile in the current directory or in the users home directory (in that order) and sources it. It also loads a saved image from .RData if there is one (unless --no-restore or --no-restore-data was specied). Finally, if a function .First exists, it is executed. This function (as well as .Last which is executed at the end of the R session) can be dened in the appropriate startup proles, or reside in .RData. In addition, there are options for controlling the memory available to the R process (see the on-line help for topic Memory for more information). Users will not normally need to use these unless they are trying to limit the amount of memory used by R. R accepts the following command-line options. --help -h Print short help message to standard output and exit successfully.
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RHOME
Print the path to the R home directory to standard output and exit successfully. Apart from the front-end shell script and the man page, R installation puts everything (executables, packages, etc.) into this directory.
--save --no-save Control whether data sets should be saved or not at the end of the R session. If neither is given in an interactive session, the user is asked for the desired behavior when ending the session with q(); in batch mode, one of these must be specied. --no-environ Do not read any user le to set environment variables. --no-site-file Do not read the site-wide prole at startup. --no-init-file Do not read the users prole at startup. --restore --no-restore --no-restore-data Control whether saved images (le .RData in the directory where R was started) should be restored at startup or not. The default is to restore. (--no-restore implies all the specic --no-restore-* options.) --no-restore-history Control whether the history le (normally le .Rhistory in the directory where R was started, but can be set by the environment variable R_HISTFILE) should be restored at startup or not. The default is to restore. --vanilla Combine --no-save, --no-environ --no-site-file, --no-init-file and --no-restore. --no-readline Turn o command-line editing via readline. This is useful when running R from within Emacs using the ess (Emacs Speaks Statistics) package. See Appendix C [The command line editor], page 92, for more information. --min-vsize=N --max-vsize=N Specify the minimum or maximum amount of memory used for variable size objects by setting the vector heap size to N bytes. Here, N must either be an integer or an integer ending with G, M, K, or k, meaning Giga (2^30), Mega (2^20), (computer) Kilo (2^10), or regular kilo (1000). --min-nsize=N --max-nsize=N Specify the amount of memory used for xed size objects by setting the number of cons cells to N. See the previous option for details on N. A cons cell takes 28 bytes on a 32-bit machine, and usually 56 bytes on a 64-bit machine.
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--quiet --silent -q Do not print out the initial copyright and welcome messages. --slave Make R run as quietly as possible. This option is intended to support programs which use R to compute results for them.
--verbose Print more information about progress, and in particular set Rs option verbose to TRUE. R code uses this option to control the printing of diagnostic messages. --debugger=name -d name Run R through debugger name. Note that in this case, further command line options are disregarded, and should instead be given when starting the R executable from inside the debugger. --gui=type -g type Use type as graphical user interface (note that this also includes interactive graphics). Currently, possible values for type are X11 (the default), gnome provided that gnome support is available, and none. Note that input and output can be redirected in the usual way (using < and >). The command R CMD allows the invocation of various tools which are useful in conjunction with R, but not intended to be called directly. The general form is R CMD command args where command is the name of the tool and args the arguments passed on to it. Currently, the following tools are available. BATCH COMPILE SHLIB INSTALL REMOVE build check LINK Rprof Rdconv Rd2dvi Rd2txt Sd2Rd Run R in batch mode. Compile les for use with R. Build shared library for dynamic loading. Install add-on packages. Remove add-on packages. Build add-on packages. Check add-on packages. Front-end for creating executable programs. Post-process R proling les. Convert Rd format to various other formats, including html, Nro, LaTEX, plain text, and S documentation format. Convert Rd format to DVI/PDF. Convert Rd format to text. Convert S documentation to Rd format.
The rst ve tools (i.e., BATCH, COMPILE, SHLIB, INSTALL, and REMOVE) can also be invoked directly without the CMD option, i.e., in the form R command args. Use
Appendix B: Invoking R
87
R CMD command --help to obtain usage information for each of the tools accessible via the R CMD interface.
Appendix B: Invoking R
88
--mdi --sdi --no-mdi Control whether Rgui will operate as an MDI program (the default, with multiple child windows within one main window) or an SDI application (with multiple top-level windows for the console, graphics and pager). --save --no-save Control whether data sets should be saved or not at the end of the R session. If neither is given in an interactive session, the user is asked for the desired behavior when ending the session with q(); in batch mode, one of these must be specied. --no-site-file Suppress reading of the site-wide startup prole. --no-init-file Suppress reading of the directory or users .Rprofile le. --no-environ Suppress reading of .Renviron. --restore --no-restore --no-restore-data Control whether saved images (le .RData in the directory where R was started) should be restored at startup or not. The default is to restore. (--no-restore implies all the specic --no-restore-* options.) --no-restore-history Control whether the history le (normally le .Rhistory in the directory where R was started, but can be set by the environment variable R_HISTFILE) should be restored at startup or not. The default is to restore. --vanilla Combine --no-save, --no-restore, --no-site-file, --no-init-file and --no-environ. --min-vsize=N --max-vsize=N Specify the minimum or maximum amount of memory used for variable size objects by setting the vector heap size to N bytes. Here, N must either be an integer or an integer ending with G, M, K, or k, meaning Giga (2^30), Mega (2^20), (computer) Kilo (2^10), or regular kilo (1000). --min-nsize=N --max-nsize=N Specify the amount of memory used for xed size objects by setting the number of cons cells to N. See the previous option for details on N. A cons cell takes 28 bytes.
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--max-mem-size=N Specify a limit for the amount of memory to be used both for R objects and working areas (malloc-ed memory). This is set by default to the smaller of 256Mb and the amount of physical RAM in the machine. --quiet --silent -q Dont print startup message. --slave Make R run as quietly as possible.
--verbose Print more information about progress, and in particular set Rs option verbose to TRUE. R code uses this option to control the printing of diagnostic messages. --ess Set Rterm up for use by R-inferior-mode in ess.
The command Rcmd allows the invocation of various tools which are useful in conjunction with R, but not intended to be called directly. The general form is Rcmd command args where command is the name of the tool and args the arguments passed on to it. Currently, the following tools are available. INSTALL REMOVE SHLIB BATCH build check Rdconv Rd2dvi.sh Convert Rd format to DVI/PDF. Rd2txt Sd2Rd Use Rcmd command --help to obtain usage information for each of the tools accessible via the Rcmd interface. Convert Rd format to text. Convert S documentation to Rd format. Install add-on packages. Remove add-on packages. Make a DLL for use with dyn.load. Run R in batch mode. Build add-on packages. Check add-on packages. Convert Rd format to various other formats, including html, Nro, LaTEX, plain text, and S documentation format.
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Appendix B: Invoking R
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behavior when ending the session with q(); in batch mode, one of these must be specied. --no-init-file Do not read the users prole at startup. --restore --no-restore --no-restore-data Control whether saved images (le :etc:.RData in the directory where R was started) should be restored at startup or not. The default is to restore. (--no-restore implies all the specic --no-restore-* options.) --no-restore-history Control whether the history le (normally le .Rhistory in the directory where R was started, but can be set by the environment variable R_HISTFILE) should be restored at startup or not. The default is to restore. --vanilla Combine --no-save, --no-restore. --no-environ, --no-init-file and
--min-vsize=N --max-vsize=N Specify the minimum or maximum amount of memory used for variable size objects by setting the vector heap size to N bytes. Here, N must either be an integer or an integer ending with G, M, K, or k, meaning Giga (2^30), Mega (2^20), (computer) Kilo (2^10), or regular kilo (1000). --min-nsize=N --max-nsize=N Specify the amount of memory used for xed size objects by setting the number of cons cells to N. See the previous option for details on N. A cons cell takes 28 bytes on a 32-bit machine, and usually 56 bytes on a 64-bit machine. --quiet --silent -q Do not print out the initial copyright and welcome messages. --slave Make R run as quietly as possible.
--verbose Print more information about progress, and in particular set Rs option verbose to TRUE. R code uses this option to control the printing of diagnostic messages.
92
Go to the previous command (backwards in the history). Go to the next command (forwards in the history).
93
C-r text
On most terminals, you can also use the up and down arrow keys instead of C-p and C-n, respectively.
On most terminals, you can also use the left and right arrow keys instead of C-b and C-f, respectively.
Insert text at the cursor. Append text after cursor. Delete the previous character (left of the cursor). Delete the character under the cursor. Delete rest of the word under the cursor, and save it. Delete from cursor to end of command, and save it. Insert (yank) the last saved text here. Transpose the character under the cursor with the next. Change the rest of the word to lower case. Change the rest of the word to upper case. Re-submit the command to R.
RET
The nal
94
?
? ............................................ 4
%
%*% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 %o% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
^
^ ............................................ 8
| &
& ............................................ 9 && . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 | ............................................ 9 || . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
~ *
* ............................................ 8 ~ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
A +
+ ............................................ 8 abline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . add1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . anova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56, aov . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . aperm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . array . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . as.data.frame . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . as.vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . attach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . attr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . attributes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . avas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . axis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 64 58 57 56 22 21 29 26 29 14 14 64 69
- ............................................ 8
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 .First . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 .Last . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
/
/ ............................................ 8
B
boxplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 break . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 bruto . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
:
: ............................................ 8
<
< ............................................ 9 <<- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 <= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
C
c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7, 10, 26, 28 C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 cbind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 coef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 contour . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 contrasts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 coplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 cos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 crossprod . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21, 23 cut . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
=
== . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
>
> ............................................ 9 >= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
95
D
data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . data.frame . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . detach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . dev.list. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . dev.next. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . dev.off . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . dev.prev. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . dev.set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . deviance. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . diag . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . dim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . dotchart. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . drop1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 28 35 29 78 78 79 78 78 56 23 19 67 58
K
ks.test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
L
legend . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8, 13 levels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 list . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 lm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 lme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 locator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 loess . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 lqs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 lsfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
E
ecdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 edit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 eigen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 else . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 exp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
M
mars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 max . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 mean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 min . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 mode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
N F
F ............................................ 9 factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 FALSE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 fivenum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 for . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 NA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . NaN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ncol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . next . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . nlm. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62, nlme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . nrow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 10 23 42 63 64 23
O
order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 ordered . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 outer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
G
glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
H
help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 help.search . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 help.start . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 hist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35, 67
P
pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 par . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 paste . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 persp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 pictex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56, 65 pmax . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 pmin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 polygon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 postscript . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 print . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 prod . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
I
identify. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . if . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ifelse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . image . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . is.na . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . is.nan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 41 41 67 10 10
96
Q
qqline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37, qqnorm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37, qqplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . qr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 67 67 25
T
t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 T ............................................ 9 t.test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21, 26 tan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 tapply . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 text . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 title . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 tree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 TRUE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
R
range . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 rbind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 read.table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 rep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 repeat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 resid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 residuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 rlm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 rm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
U
unclass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 update . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
S
scan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 search . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 seq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 shapiro.test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 sin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 sink . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 solve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 sort . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 source . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 split . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 sqrt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 stem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 step . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56, 58 sum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
V
var . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 var.test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
W
while . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 wilcox.test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
X
X11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
97
I
Indexing of and by arrays . . . . . . . . . . . . . . . . . . . . 19 Indexing vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
K
Kolmogorov-Smirnov test. . . . . . . . . . . . . . . . . . . . . 37
B
Binary operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 Box plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
L
Least squares tting . . . . . . . . . . . . . . . . . . . . . . . . . Linear equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lists . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Local approximating regressions . . . . . . . . . . . . . . Loops and conditional execution . . . . . . . . . . . . . . 25 24 55 27 64 41
C
Character vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15, Concatenating lists . . . . . . . . . . . . . . . . . . . . . . . . . . Contrasts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Control statements. . . . . . . . . . . . . . . . . . . . . . . . . . . Customizing the environment . . . . . . . . . . . . . . . . . 10 50 28 54 41 49
M
Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Matrix multiplication . . . . . . . . . . . . . . . . . . . . . . . . Maximum likelihood . . . . . . . . . . . . . . . . . . . . . . . . . Missing values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mixed models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 23 63 10 64
D
Data frames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 Default values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 Density estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 Diverting input and output . . . . . . . . . . . . . . . . . . . . 6 Dynamic graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
N
Named arguments . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 Nonlinear least squares . . . . . . . . . . . . . . . . . . . . . . . 62
E
Eigenvalues and eigenvectors. . . . . . . . . . . . . . . . . . 24 Empirical CDFs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
O
Object orientation . . . . . . . . . . . . . . . . . . . . . . . . . . . Objects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One- and two-sample tests . . . . . . . . . . . . . . . . . . . . Ordered factors . . . . . . . . . . . . . . . . . . . . . . . . . . 16, Outer products of arrays . . . . . . . . . . . . . . . . . . . . . 50 13 38 54 22
F
Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16, 54 Families . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 Formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
P
Packages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 Probability distributions . . . . . . . . . . . . . . . . . . . . . 34
G
Generalized linear models . . . . . . . . . . . . . . . . . . . . Generalized transpose of an array . . . . . . . . . . . . . Generic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graphics device drivers . . . . . . . . . . . . . . . . . . . . . . . Graphics parameters . . . . . . . . . . . . . . . . . . . . . . . . . Grouped expressions . . . . . . . . . . . . . . . . . . . . . . . . . 58 22 50 77 71 41
Q
QR decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 Quantile-quantile plots . . . . . . . . . . . . . . . . . . . . . . . 37
98
R
Reading data from les . . . . . . . . . . . . . . . . . . . . . . . 31 Recycling rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8, 21 Regular sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Removing objects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 Robust regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
T
Tabulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 Tree based models . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
U
Updating tted models . . . . . . . . . . . . . . . . . . . . . . . 57
S
Scope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Search path . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Shapiro-Wilk test . . . . . . . . . . . . . . . . . . . . . . . . . . . . Singular value decomposition . . . . . . . . . . . . . . . . . Statistical models . . . . . . . . . . . . . . . . . . . . . . . . . . . . Students t test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 30 37 24 52 38
V
Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
W
Wilcoxon test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 Workspace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 Writing functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
Appendix F: References
99
Appendix F References
D. M. Bates and D. G. Watts (1988), Nonlinear Regression Analysis and Its Applications. John Wiley & Sons, New York. Richard A. Becker, John M. Chambers and Allan R. Wilks (1988), The New S Language. Chapman & Hall, New York. This book is often called the Blue Book . John M. Chambers and Trevor J. Hastie eds. (1992), Statistical Models in S. Chapman & Hall, New York. This is also called the White Book . Annette J. Dobson (1990), An Introduction to Generalized Linear Models, Chapman and Hall, London. Peter McCullagh and John A. Nelder (1989), Generalized Linear Models. Second edition, Chapman and Hall, London. John A. Rice (1995), Mathematical Statistics and Data Analysis. Second edition. Duxbury Press, Belmont, CA. S. D. Silvey (1970), Statistical Inference. Penguin, London.