"Computational Statistics" Resources by M.Mächler, Seminar für Statistik, ETH Zurich

Resources for the lecture

R Scripts:

R script: ex-134.R 2017-02-24 1.3.4 Don't do single regressions! (example)
R script: ex-lm-rand.R 2016-02-26 Regressions are random!
R script: ex-lm-asphalt.R 2008-08-26 Asphalt example for lm()
R script: cp-plot.R 2011-03-10 Mallow's Cp - Plot for "All Subsets Regression" regsubsets()
R script: density1.R 2009-03-13 Density Estimation (histogram, kernel; *interactive*)
R script: curse-demo.R 2011-03-24 Curse of Dimensionality: Most points are not close, but in the corners
R script: ksmooth-spl.R 2012-03-30 Smoothing Splines, NW Kernel, etc: Sm.spline adapts to design and curvature
R script: CV-sim.R 2014-03-28 Crossvalidation - simulation (L. 1 out, K-fold, d-out..)
R Binary fileCV-sim_res2.rda 2014-03-28 BINARY file to be loaded by CV-sim.R
R script: bootstr-cor-ex.R 2014-04-02 Bootstrap of cor(x,y) [n = 50] - and confidence interval
R Binary filecor_boot.rda 2014-04-02 BINARY file (used for time-saving by bootstr-cor-ex.R)
R script: doubleboot.R 2014-04-10 Double Bootstrap for confidence interval
R Binary filedoubleboot.rda 2014-04-03 BINARY R data (used for time-saving by doubleboot.R)
R script: baby-glm-gam.R 2008-04-25 Premature Babys: Logistic Regression, LDA, etc
R script: ozone-GAM-1.R 2008-04-25 Ozone Data: Additive Model Fit
R script: mars.R 2016-05-05 MARS ('earth') Fit and Visualization: Tree and Ozone data
R script: rpart-ex.R 2016-05-19 Kyphosis and Ozone Data: Recursive Partioning aka CART (Tree) Models
R script: lars-MM.R 2009-05-20 (auxiliary for lasso.R: "lars" improvements by MM)
R script: lasso.R 2017-05-24 Main script for 7.7: Ridge, Lasso, etc
R script: lm.ridge-MM.R 2009-05-20 (auxiliary for lasso.R: "ridge" improvements by MM)

Resources for the exercises / tutorials

R Scripts and datasets:

R script: explore_trees.R 2014-05-16 Exploring Trees (by Sylvain Robert)
data set: banana.dat 2014-05-16 Example Data for exploring Trees (by Sylvain Robert)