All posts with the R tag deal with applications of the statistical programming language R in the data science setting.
The good, the bad, and the ugly of R's typing system and how environment variables can remedy the situation.
R's type system is known to be flexible, which, at the same time makes the language very fragile. Luckily, there are environment variables that can make our code more robust. In this post, you will learn how to use two environment variables in order to prevent mistakes when dealing with conditionals and logical operators.
Forecasting is a powerful technique for time-series data. Here, I investigate the most common variants of forecasting algorithms: ARMA, ARIMA, SARIMA, and ARIMAX, which are primarily based on autocorrelation and moving averages.
ROC and precision-recall curves are a staple for the interpretation of binary classifiers. This post gives an intuition on how these curves are constructed and their associated AUCs are interpreted.
For multi-class prediction scenarios, we can use similar performance measures as for binary classification. Here, I explain how we can obtain the (weighted) accuracy, micro- and macro-averaged F1-scores, and a generalization of the AUC to the multi-class setting.
Linear discriminant analysis (LDA) is a classification and dimensionality reduction technique that is particularly useful for multi-class prediction problems. In this post I investigate the properties of LDA and the related methods of quadratic discriminant analysis and regularized discriminant analysis.
Bayesian modeling does not have to be tedious. Using probabilistic programming it is relatively easy to implement statistical models that make use of MCMC sampling. In this post, I explore probabilistic programming using Stan.
Performance measures for feature selection should consider the complexity of the model in addition to the fit of the model. Popular feature selection criteria are the adjusted R squared, the Cp statistic, and the AIC.
Precision and recall are frequently used for model selection. However, compared to sensitivity and recall, these performance metrics are not generally valid and should only be used in certain settings.
Dimensionality reduction is primarily used for exploring data and for reducing the feature space in machine learning applications. In this post, I investigate techniques such as PCA to obtain insights from a whiskey data set and show how PCA can be used to improve supervised approaches. Finally, I introduce the notion of the whiskey twilight zone.
Radar plots are exceptional for visualizing the properties of individual objects. Here, I demonstrate how to draw radar plots in R by plotting the properties of whiskeys from several distilleries.
