XploRe: An Interactive Statistical Computing Environment

This book describes an interactive statistical computing environment called 1 XploRe. As the name suggests, support for exploratory statistical analysis is given by a variety of computational tools. XploRe is a matrix-oriented statistical language with a comprehensive set of basic statistical operations that provides highly interactive graphics, as well as a programming environ ment for user-written macros; it offers hard-wired smoothing procedures for effective high-dimensional data analysis. Its highly dynamic graphic capa bilities make it possible to construct student-level front ends for teaching basic elements of statistics. Hot keys make it an easy-to-use computing environment for statistical analysis. The primary objective of this book is to show how the XploRe system can be used as an effective computing environment for a large number of statistical tasks. The computing tasks we consider range from basic data matrix manipulations to interactive customizing of graphs and dynamic fit ting of high-dimensional statistical models. The XploRe language is similar to other statistical languages and offers an interactive help system that can be extended to user-written algorithms. The language is intuitive and read ers with access to other systems can, without major difficulty, reproduce the examples presented here and use them as a basis for further investigation.

Autorentext
Wolfgang Härdle is a professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.

Klappentext

This book describes the statistical computing environment called XploRe which is a widely available package (details on how to obtain it are provided in the book). As its name suggests, XploRe provides a highly interactive graphics interface for exploratory statistical analysis and provides for user-written macros and smoothing procedures for effective high-dimensional data analysis. The main aim of the book is to show how XploRe can be used for a wide variety of statistical tasks ranging from basic data manipulation to interactive customizing of graphs and dynamic fitting of high-dimensional statistical models. As a result, it may be used as the basis of a course in model building, computational statistics, applied multivariate analysis, and econometrics.

Inhalt
I A Beginner's Course.- 1 Un Amuse-Gueule.- 2 An XploRe Tutorial.- 3 The Integrated Working Environment.- II XploRe in Use.- 4 Graphical Aids for Statistical Data Analysis.- 5 Density and Regression Smoothing.- 6 Bandwidth Selection in Density Estimation.- 7 Interactive Graphics for Teaching Simple Statistics.- 8 XClust: Clustering in an Interactive Way.- 9 Exploratory Projection Pursuit.- 10 Generalized Linear Models.- 11 Additive Modeling.- 12 Comparing Parametric and Semiparametric Binary Response Models.- 13 Approximative Methods for Regression Models with Errors in Covariates.- 14 Nonlinear Time Series Analysis.- 15 Un Digestif.- A Questions to XploRe.- B Language Reference.- B.1 Operators.- B.2 Flow Control.- B.3 Commands.- References.- Author Index.