Table Of ContentStatistics and Computing
Series Editors:
w. Eddy
W. HardIe
S. Sheather
L. Tierney
Statistics and Computing
HiirdlelKlinkelI'urlach: XploRe: An Interactive Statistical
Computing Environment
Venables/Ripley: Modern Applied Statistics with S-Plus
W. HardIe S. Klinke B.A. Turiach
XploRe:
An Interactive Statistical
Computing Environment
With 143 Figures, 32 in Color
Springer-Verlag
New York Berlin Heidelberg London Paris
Tokyo Hong Kong Barcelona Budapest
W. Hardie B.A. Turlach
insticut fUr Statistik und Okonometrie CORE and Institut de Statistique
Humboldt-Universitat zu Berlin Universite Calholique de Louvain
D-10178 Berlin B-1348 Louvain·la-Neuve
Germany Belgium
and
S. Klinke Statistics
CORE and Institut de Statistique Cenlre for Mathematics and
Universite Catholique de Louvain Its Applications
8-1348 Louvain-Ia-Neuve The Australian National University
Belgium Canberra ACT 0200
Australia
SN;~$ Edi/ors:
W. Eddy W, Hardie S. Sbeather L. Tierney
D<:partmem of In$lilut fiir Statislik und Australian Graduate Scbool of Statistics
Statistics Okonomelrie School of Management Univeuityof
Carnegie Mellon Humboldt·Universilal zu Kensington Minnesota
Univetsity lkrlin New South Wales 2033 Minneapolis, MN 55455
Pittsburgb, PA 152lJ D·I0178lkrlin Auslralia USA
USA Germany
On the rover: Based on a figure showing the local polynomial estimation of the derivative
curve for motorcycle data. See Figure 5.11 in the text.
Library of Congress Cataloging·in·Publication Data
Hardie, Wolfgang.
XploRe: an interactive statistical computing environment/W.
Hardie, S. Klinke, B.A. Turlach.
p. em. - (Statistics and computing)
Includes bibliographical references and indexes.
ISBN·\3: 978·1-4612·8699-8
l. XploRe. 2. Mathematical statistics-Data processing.
I. Klinke, S. II. Turlach, B.A, III. Title. IV. Series.
QA216.4.H36S 1995
SI9.5'028S'5369-dc20 94·41488
Printed on acid·free paper.
© 1995 Springer· Verlag New York, Inc.
Softcover "'prim of the hardcOVft" 1s t edition 1995
All rights reserved. This work may not be translated or copied in whole or in part withoullhe
written permission of the publisher (Springer-Verlag New York, Inc., 175 Fifth Avenue, New
York, NY 10010, USA), except for brief excerpts in connection with reviews or scholarly
analysis. Use in connection with any form of information slorage and retrieval, electronic
adaplalion, compuler software, or by similar or dissimilar melhodology now known or hereaf·
ter developed is forbidden.
The use of general descriptive names, trade names. trademarks, etc., in this publication, even
if the former are not espedally identified, is not to be taken as a sign that such names, as
understood by the Trade Marks and Merchandise Marks Act, may accordingly be llsed freely
by anyone.
Production managed by Francine McNeill; manufacturing supervised by Jacqui Ashri.
Photocomposed copy prepared using the editors' LaTeX files.
Color separations and printing of the cover and insert by New England Book Components,
Hingham, MA.
981654321
ISBN·i3: 978·1-4612·8699-8 e·ISBN·13: 978·1·4612-4214-7
001: 10.1007/978·1-4612-4214.7
Preface
This book describes an interactive statistical computing environment called
XploRe.1 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.
The book can be used as a basis for a variety of courses in statistical and
econometrical model building, computational statistics, exploratory data
analysis, and computer-aided teaching. The authors have used it in courses
on applied multivariate statistics, computer-aided statistics, and econo
metrics. A course emphasizing the use of programming paradigms could
be based on the material in Chapter 3. A course on interactive graphics
with an emphasis on smoothing methods could use primarily the material
in Chapters 5, 6, 7, and 15. A course on semi parametric modeling could use
the examples in Chapters g, 11, and 12. XploRe may also be used in un
dergraduate teaching when only the teachware module with student front
end is implemented.
lXploRe is a trademark of W. Hardie.
vi Preface
Prerequisites
The statistical background assumed for most of the book is undergraduate
knowledge. Methods like basic linear regression analysis should be known,
but can also be learnt and taught with the XploRe teachware module. A
few sections assume somewhat more knowledge; these sections indicate the
background that they require.
No prior knowledge of any statistical computing system is assumed. Some
experience with systems like S,2 GAUSS,3 or MATLAB4 may be helpful
but is neither required nor essential. XploRe runs on IBM5-compatible
machines (386 or higher). Network settings, for example, for teaching in
computer classrooms have been successfully implemented. A UNIX6 version
tested for Sun7 workstations is also available.
Software Availability
As with all books on computing, the reader will benefit most from reading
the book while trying the experiments with the software. At the time of
this writing, there is a free copy available (Version 3.0 with memory lim
ited to 640 KB) via FTP from "amadeus.wiwi.hu-berlin.de" (141.20.100.2).
Version 3.2 of XploRe corresponds to the description in this book. Most of
the macros and data sets used in this book will be also available on this
server.
Numerical Precision
All calculations are done in double precision. The C++ source was compiled
with the ZORTECR8 C++ 3.0 compiler.
Reviews
The XploRe software was reviewed by Stone (1990), Ng and Sickles (1990),
Schimek (1991), Lee (1992), Schimek and Kubik (1992), Rilbe (1993), Schi
mek and Schmaranz (1993), and Rilbe (1994a).
2S and S-Plus are a trademark of StatSci.
3GAUSS is a trademark of Aptech Systems, Inc.
4MATLAB is a trademark of Mathsoft.
5IBM is a trademark of International Business Machines Corporation.
6UNIX is a trademark UNIX Systems Laboratory, Inc.
7SUN is a trademark of Sun Microsystems, Inc.
8Z0RTECH is a trademark of Zortech Systems.
Preface vii
Obtaining the XploRe Software
The XploRe software may be obtained by writing to
GfKI
Postfach 101248
D-68012 Mannheim
Germany
Fax: +49 621 812852
Berlin, Germany Wolfgang HardIe
Berlin, Germany, and Louvain-Ia-Neuve, Belgium Sigbert Klinke
Canberra, Australia, and Louvain-Ia-Neuve, Belgium Berwin A. Turlach
Acknowledgments
Many of the functions and basic operations were motivated by similar func
tions in the S system (Becker, Chambers and Wilks, 1988). Several ideas
were borrowed from the S book (Becker et al., 1988) and from the GAUSS
system. The highly interactive graphic interface uses ideas from PRIM9
(as did many other systems before ours). Work on XploRe was supported
in part by the Deutsche Forschungsgemeinschaft (Sonderforschungsberei
che 303 and 373), by CORE and the Institut de Statistique, Universite
Catholique de Louvain, Belgium, and by CentER, Katholieke Universiteit
Brabant, Tilburg, Netherlands. The book was mainly written while the
third author was at the Universite Catholique de Louvain. It was com
pleted during a sabbatical leave of the first author at INRA and INSEE,
France.
Over the past seven years, XploRe has changed from a completely menu
driven special-purpose smoothing package to a real statistical computing
environment. This convergence was possible because we had strong pro
gramming assistance by Peter Klinke and had colleagues around the world
who shaped our ideas and made clear what an easy-to-use computing in
terface means. We would like to thank Irene Bertschek, Adrian Bowman,
Ricardo Cao-Abad, Dianne Cook, Pierre Dehez, Alain Desdoigts, IrEme Gij
bels, Wenceslao GonzaJez-Manteiga, Christian Gourieroux, Peter Hall, Joel
Horowitz, Sylvie Huet, Mariette Huysentruit, Emmanuel Jolivet, Alan Kir
man, Alois Kneip, Oliver Linton, Etienne Loute, Charles Manski, Steve
Marron, Byeong Park, Juan Rodriguez Poo, Bernd Ronz, Gilbert Saporta,
Michael Schimek, Sibylle Schmerbach, David Scott, Robin Sickles, Elisa
beth de Turckheim, and Phillipe Vieu. Our friend Leopold Simar has crit
icized many missing features of earlier versions of XploRe. His criticisms
were justified and we used his ideas to improve the system. We would like
to thank him for his encouragement and support.
Finally, we would like to thank all the contributors to this book for
their careful preparation of their manuscripts and the time and effort they
have invested in creating a better XploRe system. Thanks go also to Nick
Fischer, Michael Schimek, Sanford Weisberg, and the members of the Insti
tut fiir Statistik und Okonometrie for proof reading the manuscript at var
ious stages. Donald Arseneau helped us with a subtle error in the Springer
I.:}1EX macros. Thanks go also to the editor, Martin Gilchrist of Springer
Verlag, for his helpful cooperation.
Berlin, Germany Wolfgang HardIe
Berlin, Germany, and Louvain-la-Neuve, Belgium Sigbert Klinke
Canberra, Australia, and Louvain-la-Neuve, Belgium Berwin A. Turlach
Contents
Preface . ..... . v
Acknowledgments ix
Contributors . . . xv
I A Beginner's Course 1
1 Un Amuse-Gueule . 3
Wolfgang Hiirdle
2 An XploRe Thtorial . 11
Wolfgang Hiirdle
2.1 Getting Started . . . . . 11
2.2 Two-Dimensional Plots 14
2.3 Creating a Macro .... 19
2.4 The Interactive Help System 25
2.5 Three-Dimensional Plots .. 27
2.6 Reading and Writing Data .. 29
3 The Integrated Working Environment 33
Claudia Gajewski
3.1 Introduction. 33
3.2 The Editor . 33
3.3 How to Run and Debug a Program 36
3.4 The Context-Sensitive Help System. 38
3.5 Graphic Tools in XploRe .. 40
3.6 Multiple Window Displays. 42
3.7 Manipulating Windows 44
3.8 How to Print a Graphic .. 45
3.9 The Static 2-D Window .. 46
3.10 The Dynamic 3-D Window 49
3.11 The Boxplot Window 52
3.12 The Flury Faces Window . 53
3.13 How to Use and Create Libraries 56
xii Contents
II XploRe in Use 61
4 Graphical Aids for Statistical Data Analysis 63
Sigbert Klinke and Christian Ritter
4.1 Introduction.. 63
4.2 First Pictures . 64
4.3 Stratifications. 67
5 Density and Regression Smoothing 77
Jianqing Fan and Marlene Muller
5.1 Introduction. . . . . . . . . 77
5.2 Density Estimation .............. . 78
5.3 Nadaraya-Watson Nonparametric Regression 85
5.4 Local Polynomial Fitting ..... . 89
5.5 Estimation of Regression Derivatives 95
5.6 Variable Amount of Smoothing ... 97
6 Bandwidth Selection in Density Estimation 101
Marco Bianchi
6.1 Introduction. 101
6.2 Choosing the Smoothing Parameter 102
6.3 Density Estimation in Action . . . . 106
7 Interactive Graphics for Teaching Simple Statistics. 113
Isabel Proenc;a
7.1 Introduction .................... . 113
7.2 The General Structure of the Teachware System 114
7.3 Description of the Main Macros in the Module 115
7.4 Details on XploRe Language 132
7.5 Conclusions ................ . 140
8 XClust: Clustering in an Interactive Way 141
Hans-J oachim Mucha
8.1 Introduction............. 141
8.2 Cluster Analysis and Classification 142
8.3 The K-Means Method in XploRe . 149
8.4 The Adaptive K-Means Method. . 155
8.5 The Hierarchical Cluster Analysis. 161
8.6 Classification and Regression Tree (CART) 164
8.7 The Investigation of the Stability of Adaptive Weights 166
