Multivariate Statistics: Exercises and Solutions, 2nd edition, Springer, 2015 by
W. Härdle and
Z. Hlávka
R codes and data sets:
- R library containing all R codes and data sets from the book can be
installed by running the
command:
install.packages(pkgs="http://www.karlin.mff.cuni.cz/~hlavka/sms2/MSES_1.1.tar.gz",repos=NULL,type="source")
install.packages(pkgs="http://www.karlin.mff.cuni.cz/~hlavka/sms2/MSES_1.1.zip",repos=NULL)
- After installing the library, you can test
it: library(MSES);SMSboxbank6()
or library(MSES);demo(SMSboxbank6)
- Note that these R programs are meant for our own "in-house" use and no warranty is given when one applies it to their own problems.
Data sets:
- R library containing (only) data sets in R format can be installed by
running the command:
install.packages(pkgs="http://www.karlin.mff.cuni.cz/~hlavka/sms2/SMSdata_1.0.tar.gz",
repos=NULL, type="source")
install.packages(pkgs="http://www.karlin.mff.cuni.cz/~hlavka/sms2/SMSdata_1.0.zip",repos=NULL)
in R.
- After installing the library, you can test it: library(SMSdata);data(bank2);help(bank2)
- Computer codes from the book (ZIP) are
meant for our own "in-house" use and no warranty is given when one applies it to their own problems.
- Data sets are available also in plain text (ZIP).
Computer codes (R and Matlab) and data sets used to produce the book can be downloaded also
from www.quantlet.org.
Additional data set: bostonh.dat & bostonh.R.
Password protected course slides: mvafolie.pdf.
Some information concerning the first edition of this book can be found
here.
Free
HTML version of 1st edition of closely related book Härdle, Simar: Applied
Multivariate Statistical Analysis, Springer.