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About this workshop

Goals

This 3 day workshop is intended to empower participants to perform serious nonlinear statistical modeling with the R statistical software. I assume that you are familiar with linear regression and R.

Agenda

Day 1

  • Polynomial regression (review)
  • Regression Splines
  • Smoothing Splines

Day 2

  • Generalized additive models
  • Modeling time series with GAMs
  • Resampling Methods
  • Cross-validation
  • Bootstrapping

Day 3

  • CART
  • Loss Functions for trees
  • Optional: Surrogate Variables
  • Random Forests
  • Variable Importance

How you should prepare

The workshop will contain plenty of hands-on, interactive explorations of real data sets.

You should install the R language and its popular IDE RStudio prior.

Required libraries

When you start RStudio you should see 3 panels, one of them the Console where you can type commands.

#mandatory
if (!require(pacman)) install.packages("pacman")
library(pacman)

p_load(gamair, lubridate,knitr,dygraphs,xts,ISLR,splines,gam,boot,mgcv,ggplot2,scales,partykit, install = TRUE)

I would decline the compilation from source.

Be prepared to wait a while, lots of dependent packages are being installed as well.


Links

Berlin School of Economics and Law

Prof. Markus Loecher

my blog

my RgoogleMaps package

Ressources