<p><strong>Statistical Analysis of Financial Data</strong> covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illust
Applied Compositional Data Analysis: With Worked Examples in R
β Scribed by Peter Filzmoser, Karel Hron, Matthias Templ
- Publisher
- Springer International Publishing
- Year
- 2018
- Tongue
- English
- Leaves
- 288
- Series
- Springer Series in Statistics
- Edition
- 1st ed.
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This book presents the statistical analysis of compositional data using the log-ratio approach. It includes a wide range of classical and robust statistical methods adapted for compositional data analysis, such as supervised and unsupervised methods like PCA, correlation analysis, classification and regression. In addition, it considers special data structures like high-dimensional compositions and compositional tables. The methodology introduced is also frequently compared to methods which ignore the specific nature of compositional data. It focuses on practical aspects of compositional data analysis rather than on detailed theoretical derivations, thus issues like graphical visualization and preprocessing (treatment of missing values, zeros, outliers and similar artifacts) form an important part of the book. Since it is primarily intended for researchers and students from applied fields like geochemistry, chemometrics, biology and natural sciences, economics, and social sciences, all the proposed methods are accompanied by worked-out examples in R using the package robCompositions.
β¦ Table of Contents
Front Matter ....Pages i-xvii
Compositional Data as a Methodological Concept (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 1-16
Analyzing Compositional Data Using R (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 17-34
Geometrical Properties of Compositional Data (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 35-68
Exploratory Data Analysis and Visualization (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 69-83
First Steps for a Statistical Analysis (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 85-106
Cluster Analysis (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 107-130
Principal Component Analysis (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 131-148
Correlation Analysis (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 149-162
Discriminant Analysis (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 163-179
Regression Analysis (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 181-205
Methods for High-Dimensional Compositional Data (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 207-225
Compositional Tables (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 227-243
Preprocessing Issues (Peter Filzmoser, Karel Hron, Matthias Templ)....Pages 245-272
Back Matter ....Pages 273-280
β¦ Subjects
St
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