Now in its second edition, Text Analysis with R provides a practical introduction to computational text analysis using the open source programming language R. R is an extremely popular programming language, used throughout the sciences; due to its accessibility, R is now used increasingly in other research areas. In this volume, readers immediately begin working with text, and each chapter examines a new technique or process, allowing readers to obtain a broad exposure to core R procedures and a fundamental understanding of the possibilities of computational text analysis at both the micro and the macro scale. Each chapter builds on its predecessor as readers move from small scale "microanalysis" of single texts to large scale "macroanalysis" of text corpora, and each concludes with a set of practice exercises that reinforce and expand upon the chapter lessons. The book's focus is on making the technical palatable and making the technical useful and immediately gratifying. Text Analysis with R is written with students and scholars of literature in mind but will be applicable to other humanists and social scientists wishing to extend their methodological toolkit to include quantitative and computational approaches to the study of text. Computation provides access to information in text that readers simply cannot gather using traditional qualitative methods of close reading and human synthesis. This new edition features two new chapters: one that introduces dplyr and tidyr in the context of parsing and analyzing dramatic texts to extract speaker and receiver data, and one on sentiment analysis using the syuzhet package. It is also filled with updated material in every chapter to integrate new developments in the field, current practices in R style, and the use of more efficient algorithms.

The peer-reviewed contributions gathered in this book address methods, software and applications of statistics and data science in the social sciences. The data revolution in social science research has not only produced new business models, but has also provided policymakers with better decision-making support tools. In this volume, statisticians, computer scientists and experts on social research discuss the opportunities and challenges of the social data revolution in order to pave the way for addressing new research problems. The respective contributions focus on complex social systems and current methodological advances in extracting social knowledge from large data sets, as well as modern social research on human behavior and society using large data sets. Moreover, they analyze integrated systems designed to take advantage of new social data sources, and discuss quality-related issues. The papers were originally presented at the 2nd International Conference on Data Science and Social Research, held in Milan, Italy, on February 4-5, 2019.

This book features selected papers from the 5th International Conference on Mathematics and Computing (ICMC 2019), organized by the School of Computer Engineering, Kalinga Institute of Industrial Technology Bhubaneswar, India, on February 6 - 9, 2019. Covering recent advances in the field of mathematics, statistics and scientific computing, the book presents innovative work by leading academics, researchers and experts from industry.

This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples. As such, it quickly introduces readers to the peculiarities of each subject from both theoretical and the practical points of view. It also includes numerous examples and real-world applications that demonstrate how to handle different types of time series data. The associated software package, SSMMATLAB, is written in MATLAB and also runs on the free OCTAVE platform. The book focuses on linear time series models using a state space approach, with the Kalman filter and smoother as the main tools for model estimation, prediction and signal extraction. A chapter on state space models describes these tools and provides examples of their use with general state space models. Other topics discussed in the book include ARIMA; and transfer function and structural models; as well as signal extraction using the canonical decomposition in the univariate case, and VAR, VARMA, cointegrated VARMA, VARX, VARMAX, and multivariate structural models in the multivariate case. It also addresses spectral analysis, the use of fixed filters in a model-based approach, and automatic model identification procedures for ARIMA and transfer function models in the presence of outliers, interventions, complex seasonal patterns and other effects like Easter, trading day, etc. This book is intended for both students and researchers in various fields dealing with time series. The software provides numerous automatic procedures to handle common practical situations, but at the same time, readers with programming skills can write their own programs to deal with specific problems. Although the theoretical introduction to each topic is kept to a minimum, readers can consult the companion book 'Multivariate Time Series With Linear State Space Structure', by the same author, if they require more details.

Testing for economic convergence across countries has been a central issue in the literature of economic growth and development. This book introduces a modern framework to study the cross-country convergence dynamics in labor productivity and its proximate sources: capital accumulation and aggregate efficiency. In particular, recent convergence dynamics of developed as well as developing countries are evaluated through the lens of a non-linear dynamic factor model and a clustering algorithm for panel data. This framework allows us to examine key economic phenomena such as technological heterogeneity and multiple equilibria. In this context, the book provides a succinct review of the recent club convergence literature, a comparative view of developed and developing countries, and a tutorial on how to implement the club convergence framework in the statistical software Stata.

This Springer brief addresses the challenges encountered in the study of the optimization of time-nonhomogeneous Markov chains. It develops new insights and new methodologies for systems in which concepts such as stationarity, ergodicity, periodicity and connectivity do not apply. This brief introduces the novel concept of confluencity and applies a relative optimization approach. It develops a comprehensive theory for optimization of the long-run average of time-nonhomogeneous Markov chains. The book shows that confluencity is the most fundamental concept in optimization, and that relative optimization is more suitable for treating the systems under consideration than standard ideas of dynamic programming. Using confluencity and relative optimization, the author classifies states as confluent or branching and shows how the under-selectivity issue of the long-run average can be easily addressed, multi-class optimization implemented, and Nth biases and Blackwell optimality conditions derived. These results are presented in a book for the first time and so may enhance the understanding of optimization and motivate new research ideas in the area.

Today, information technology plays a pivotal role in financial control and audit: most financial data is now digitally recorded and dispersed among servers, clouds and networks over which the audited firm has no control. Additionally, a firm's data-particularly in the case of finance, software, insurance and biotech firms- comprises most of the audited value of the firm. Financial audits are critical mechanisms for ensuring the integrity of information systems and the reporting of organizational finances. They help avoid the abuses that led to passage of legislation such as the Foreign Corrupt Practices Act (1977), and the Sarbanes-Oxley Act (2002). Audit effectiveness has declined over the past two decades as auditor skillsets have failed to keep up with advances in information technology. Information and communication technology lie at the core of commerce today and are integrated in business processes around the world. This book is designed to meet the increasing need of audit professionals to understand information technology and the controls required to manage it. The material included focuses on the requirements for annual Securities and Exchange Commission audits (10-K) for listed corporations. These represent the benchmark auditing procedures for specialized audits, such as internal, governmental, and attestation audits. Using R and RStudio, the book demonstrates how to render an audit opinion that is legally and statistically defensible; analyze, extract, and manipulate accounting data; build a risk assessment matrix to inform the conduct of a cost-effective audit program; and more.

The objective of this text is to introduce RStudio to practitioners and students and enable them to use R in their everyday work. It is not a statistical textbook, the purpose is to transmit the joy of analyzing data with RStudio. Practitioners and students learn how RStudio can be installed and used, they learn to import data, write scripts and save working results. Furthermore, they learn to employ descriptive statistics and create graphics with RStudio. Additionally, it is shown how RStudio can be used to test hypotheses, run an analysis of variance and regressions. To deepen the learned content, tasks are included with the solutions provided at the end of the textbook. This textbook has been recommended and developed for university courses in Germany, Austria and Switzerland.

This textbook will familiarize students in economics and business, as well as practitioners, with the basic principles, techniques, and applications of applied statistics, statistical testing, and multivariate data analysis. Drawing on practical examples from the business world, it demonstrates the methods of univariate, bivariate, and multivariate statistical analysis. The textbook covers a range of topics, from data collection and scaling to the presentation and simple univariate analysis of quantitative data, while also providing advanced analytical procedures for assessing multivariate relationships. Accordingly, it addresses all topics typically covered in university courses on statistics and advanced applied data analysis. In addition, it does not limit itself to presenting applied methods, but also discusses the related use of Excel, SPSS, and Stata.

This book puts military doctrine into a wider perspective, drawing on military history, philosophy, and political science. Military doctrines are institutional beliefs about what works in war; given the trauma of 9/11 and the ensuing 'War on Terror', serious divergences over what the message of the 'new' military doctrine ought to be were expected around the world. However, such questions are often drowned in ferocious meta-doctrinal disagreements. What is a doctrine, after all? This book provides a theoretical understanding of such questions. Divided into three parts, the author investigates the historical roots of military doctrine and explores its growth and expansion until the present day, and goes on to analyse the main characteristics of a military doctrine. Using a multidisciplinary approach, the book concludes that doctrine can be utilized in three key ways: as a tool of command, as a tool of change, and as a tool of education. This book will be of much interest to students of military studies, civil-military relations, strategic studies, and war studies, as well as to students in professional military education.

This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish-Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics.

This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. It also includes data examples from economics, engineering, finance, sport and other disciplines to illustrate the methods presented. An accessible textbook for students in the fields of economics, management, mathematics, statistics, and related fields wanting to gain insights into the statistical analysis of time series data using copulas, the book also features stand-alone chapters to appeal to researchers. As the subtitle suggests, the book highlights parametric models based on normal distribution, t-distribution, normal mixture distribution, Poisson distribution, and others. Presenting likelihood-based methods as the main statistical tools for fitting the models, the book details the development of computing techniques to find the maximum likelihood estimator. It also addresses statistical process control, as well as Bayesian and regression methods. Lastly, to help readers analyze their data, it provides computer codes (R codes) for most of the statistical methods.

This volume gathers peer-reviewed contributions on data analysis, classification and related areas presented at the 28th Conference of the Section on Classification and Data Analysis of the Polish Statistical Association, SKAD 2019, held in Szczecin, Poland, on September 18-20, 2019. Providing a balance between theoretical and methodological contributions and empirical papers, it covers a broad variety of topics, ranging from multivariate data analysis, classification and regression, symbolic (and other) data analysis, visualization, data mining, and computer methods to composite measures, and numerous applications of data analysis methods in economics, finance and other social sciences. The book is intended for a wide audience, including researchers at universities and research institutions, graduate and doctoral students, practitioners, data scientists and employees in public statistical institutions.

This textbook offers an easy-to-follow, practical guide to modern data analysis using the programming language R. The chapters cover topics such as the fundamentals of programming in R, data collection and preprocessing, including web scraping, data visualization, and statistical methods, including multivariate analysis, and feature exercises at the end of each section. The text requires only basic statistics skills, as it strikes a balance between statistical and mathematical understanding and implementation in R, with a special emphasis on reproducible examples and real-world applications. This textbook is primarily intended for undergraduate students of mathematics, statistics, physics, economics, finance and business who are pursuing a career in data analytics. It will be equally valuable for master students of data science and industry professionals who want to conduct data analyses.

This book presents strategies for analyzing qualitative and mixed methods data with MAXQDA software, and provides guidance on implementing a variety of research methods and approaches, e.g. grounded theory, discourse analysis and qualitative content analysis, using the software. In addition, it explains specific topics, such as transcription, building a coding frame, visualization, analysis of videos, concept maps, group comparisons and the creation of literature reviews. The book is intended for masters and PhD students as well as researchers and practitioners dealing with qualitative data in various disciplines, including the educational and social sciences, psychology, public health, business or economics.

This book presents a self-contained introduction to techniques from field theory applied to stochastic and collective dynamics in neuronal networks. These powerful analytical techniques, which are well established in other fields of physics, are the basis of current developments and offer solutions to pressing open problems in theoretical neuroscience and also machine learning. They enable a systematic and quantitative understanding of the dynamics in recurrent and stochastic neuronal networks. This book is intended for physicists, mathematicians, and computer scientists and it is designed for self-study by researchers who want to enter the field or as the main text for a one semester course at advanced undergraduate or graduate level. The theoretical concepts presented in this book are systematically developed from the very beginning, which only requires basic knowledge of analysis and linear algebra.

In biological research, the amount of data available to researchers has increased so much over recent years, it is becoming increasingly difficult to understand the current state of the art without some experience and understanding of data analytics and bioinformatics. An Introduction to Bioinformatics with R: A Practical Guide for Biologists leads the reader through the basics of computational analysis of data encountered in modern biological research. With no previous experience with statistics or programming required, readers will develop the ability to plan suitable analyses of biological datasets, and to use the R programming environment to perform these analyses. This is achieved through a series of case studies using R to answer research questions using molecular biology datasets. Broadly applicable statistical methods are explained, including linear and rank-based correlation, distance metrics and hierarchical clustering, hypothesis testing using linear regression, proportional hazards regression for survival data, and principal component analysis. These methods are then applied as appropriate throughout the case studies, illustrating how they can be used to answer research questions. Key Features: * Provides a practical course in computational data analysis suitable for students or researchers with no previous exposure to computer programming. * Describes in detail the theoretical basis for statistical analysis techniques used throughout the textbook, from basic principles * Presents walk-throughs of data analysis tasks using R and example datasets. All R commands are presented and explained in order to enable the reader to carry out these tasks themselves. * Uses outputs from a large range of molecular biology platforms including DNA methylation and genotyping microarrays; RNA-seq, genome sequencing, ChIP-seq and bisulphite sequencing; and high-throughput phenotypic screens. * Gives worked-out examples geared towards problems encountered in cancer research, which can also be applied across many areas of molecular biology and medical research. This book has been developed over years of training biological scientists and clinicians to analyse the large datasets available in their cancer research projects. It is appropriate for use as a textbook or as a practical book for biological scientists looking to gain bioinformatics skills.

Program for data analysis using R and learn practical skills to make your work more efficient. This revised book explores how to automate running code and the creation of reports to share your results, as well as writing functions and packages. It includes key R 4 features such as a new color palette for charts, an enhanced reference counting system, and normalization of matrix and array types where matrix objects now formally inherit from the array class, eliminating inconsistencies. Advanced R 4 Data Programming and the Cloud is not designed to teach advanced R programming nor to teach the theory behind statistical procedures. Rather, it is designed to be a practical guide moving beyond merely using R; it shows you how to program in R to automate tasks. This book will teach you how to manipulate data in modern R structures and includes connecting R to databases such as PostgreSQL, cloud services such as Amazon Web Services (AWS), and digital dashboards such as Shiny. Each chapter also includes a detailed bibliography with references to research articles and other resources that cover relevant conceptual and theoretical topics. What You Will Learn Write and document R functions using R 4 Make an R package and share it via GitHub or privately Add tests to R code to ensure it works as intended Use R to talk directly to databases and do complex data management Run R in the Amazon cloud Deploy a Shiny digital dashboard Generate presentation-ready tables and reports using R Who This Book Is For Working professionals, researchers, and students who are familiar with R and basic statistical techniques such as linear regression and who want to learn how to take their R coding and programming to the next level.

The goals of this text are to develop the skills and an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing dependent data. A useful feature of the presentation is the inclusion of nontrivial data sets illustrating the richness of potential applications to problems in the biological, physical, and social sciences as well as medicine. The text presents a balanced and comprehensive treatment of both time and frequency domain methods with an emphasis on data analysis. Numerous examples using data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and the analysis of economic and financial problems. The text can be used for a one semester/quarter introductory time series course where the prerequisites are an understanding of linear regression, basic calculus-based probability skills, and math skills at the high school level. All of the numerical examples use the R statistical package without assuming that the reader has previously used the software. Robert H. Shumway is Professor Emeritus of Statistics, University of California, Davis. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is the author of numerous texts and served on editorial boards such as the Journal of Forecasting and the Journal of the American Statistical Association. David S. Stoffer is Professor of Statistics, University of Pittsburgh. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is currently on the editorial boards of the Journal of Forecasting, the Annals of Statistical Mathematics, and the Journal of Time Series Analysis. He served as a Program Director in the Division of Mathematical Sciences at the National Science Foundation and as an Associate Editor for the Journal of the American Statistical Association and the Journal of Business & Economic Statistics.

This book offers a modern and accessible introduction to Statistical Inference, the science of inferring key information from data. Aimed at beginning undergraduate students in mathematics, it presents the concepts underpinning frequentist statistical theory. Written in a conversational and informal style, this concise text concentrates on ideas and concepts, with key theorems stated and proved. Detailed worked examples are included and each chapter ends with a set of exercises, with full solutions given at the back of the book. Examples using R are provided throughout the book, with a brief guide to the software included. Topics covered in the book include: sampling distributions, properties of estimators, confidence intervals, hypothesis testing, ANOVA, and fitting a straight line to paired data. Based on the author's extensive teaching experience, the material of the book has been honed by student feedback for over a decade. Assuming only some familiarity with elementary probability, this textbook has been devised for a one semester first course in statistics.

This book focuses on solving optimization problems with MATLAB. Descriptions and solutions of nonlinear equations of any form are studied first. Focuses are made on the solutions of various types of optimization problems, including unconstrained and constrained optimizations, mixed integer, multiobjective and dynamic programming problems. Comparative studies and conclusions on intelligent global solvers are also provided.

This book focuses the solutions of linear algebra and matrix analysis problems, with the exclusive use of MATLAB. The topics include representations, fundamental analysis, transformations of matrices, matrix equation solutions as well as matrix functions. Attempts on matrix and linear algebra applications are also explored.

This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables. It will also benefit students using the methodology for the first time, and practitioners at private or public organizations who are interested in modeling different fragments of the conditional distribution of a given variable. The book pursues a practical approach with reference to energy markets, helping readers learn the main features of the technique more quickly. Emphasis is placed on the implementation details and the correct interpretation of the quantile regression coefficients rather than on the technicalities of the method, unlike the approach used in the majority of the literature. All applications are illustrated with R.

This book depicts a wide range of situations in which there exist finite form representations for the Meijer G and the Fox H functions. Accordingly, it will be of interest to researchers and graduate students who, when implementing likelihood ratio tests in multivariate analysis, would like to know if there exists an explicit manageable finite form for the distribution of the test statistics. In these cases, both the exact quantiles and the exact p-values of the likelihood ratio tests can be computed quickly and efficiently. The test statistics in question range from common ones, such as those used to test e.g. the equality of means or the independence of blocks of variables in real or complex normally distributed random vectors; to far more elaborate tests on the structure of covariance matrices and equality of mean vectors. The book also provides computational modules in Mathematica (R), MAXIMA and R, which allow readers to easily implement, plot and compute the distributions of any of these statistics, or any other statistics that fit into the general paradigm described here.

This book focuses on solving practical problems in calculus with MATLAB. Descriptions and sketching of functions and sequences are introduced first, followed by the analytical solutions of limit, differentiation, integral and function approximation problems of univariate and multivariate functions. Advanced topics such as numerical differentiations and integrals, integral transforms as well as fractional calculus are also covered in the book.