MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service...

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Introduction to open source R Edmondo Di Giuseppe Institute of Biometeorology, CNR-National Research Council MedCOF Training Workshop Course, 15-18 November 2016

Transcript of MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service...

Page 1: MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service analytics”: R vs Competitors Figure:Lavastorm, Inc. survey of analytic communities.

Introduction to open source R

Edmondo Di Giuseppe

Institute of Biometeorology, CNR-National Research Council

MedCOF Training Workshop

Course, 15-18 November 2016

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Outline R marketing What is R What foR R at work Conclusion

1 R marketingAt the mall

2 What is RR is a dialect

3 What foRNative foR statistical modeling

4 R at workWork with dataVisualizingGeo-processing

5 Conclusion

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Outline

1 R marketingAt the mall

2 What is RR is a dialect

3 What foRNative foR statistical modeling

4 R at workWork with dataVisualizingGeo-processing

5 Conclusion

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

At the Mall

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Product

�� ��is a free software environment for data analysis, graphics and statistical computing

The R name is based on the (first) names of the first two developers RobertGentleman and Ross Ihaka, playing on the name of the S language,from which R is derived.

At 2016:�� ��2 millions of users�� ��9488 available packages�� ��2000 package developers�� ��1200 open projects on R-forge

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Product

�� ��is a free software environment for data analysis, graphics and statistical computing

The R name is based on the (first) names of the first two developers RobertGentleman and Ross Ihaka, playing on the name of the S language,from which R is derived.

At 2016:�� ��2 millions of users�� ��9488 available packages�� ��2000 package developers�� ��1200 open projects on R-forge

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

A bit of history

late 70s John Chambers and others at Bell Laboratories develop a statisticalprogramming language named S

late 80s Richard A. Becker, John M. Chambers and Allan R. Wilks publish TheNew S Language in which the system is rewritten in C

early 90s Robert Gentleman and Ross Ihaka start developing R as aderivation of S language at the Department of Statistics of theUniversity of Auckland

1995 R is available under General Public License (GPL)

1997 R core group of programming developers is founded

2002 R foundation for Statistical computing is established in Vienna

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

A bit of history

late 70s John Chambers and others at Bell Laboratories develop a statisticalprogramming language named S

late 80s Richard A. Becker, John M. Chambers and Allan R. Wilks publish TheNew S Language in which the system is rewritten in C

early 90s Robert Gentleman and Ross Ihaka start developing R as aderivation of S language at the Department of Statistics of theUniversity of Auckland

1995 R is available under General Public License (GPL)

1997 R core group of programming developers is founded

2002 R foundation for Statistical computing is established in Vienna

Edmondo Di Giuseppe Introduction to open source R

Page 9: MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service analytics”: R vs Competitors Figure:Lavastorm, Inc. survey of analytic communities.

Outline R marketing What is R What foR R at work Conclusion At the mall

A bit of history

late 70s John Chambers and others at Bell Laboratories develop a statisticalprogramming language named S

late 80s Richard A. Becker, John M. Chambers and Allan R. Wilks publish TheNew S Language in which the system is rewritten in C

early 90s Robert Gentleman and Ross Ihaka start developing R as aderivation of S language at the Department of Statistics of theUniversity of Auckland

1995 R is available under General Public License (GPL)

1997 R core group of programming developers is founded

2002 R foundation for Statistical computing is established in Vienna

Edmondo Di Giuseppe Introduction to open source R

Page 10: MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service analytics”: R vs Competitors Figure:Lavastorm, Inc. survey of analytic communities.

Outline R marketing What is R What foR R at work Conclusion At the mall

A bit of history

late 70s John Chambers and others at Bell Laboratories develop a statisticalprogramming language named S

late 80s Richard A. Becker, John M. Chambers and Allan R. Wilks publish TheNew S Language in which the system is rewritten in C

early 90s Robert Gentleman and Ross Ihaka start developing R as aderivation of S language at the Department of Statistics of theUniversity of Auckland

1995 R is available under General Public License (GPL)

1997 R core group of programming developers is founded

2002 R foundation for Statistical computing is established in Vienna

Edmondo Di Giuseppe Introduction to open source R

Page 11: MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service analytics”: R vs Competitors Figure:Lavastorm, Inc. survey of analytic communities.

Outline R marketing What is R What foR R at work Conclusion At the mall

A bit of history

late 70s John Chambers and others at Bell Laboratories develop a statisticalprogramming language named S

late 80s Richard A. Becker, John M. Chambers and Allan R. Wilks publish TheNew S Language in which the system is rewritten in C

early 90s Robert Gentleman and Ross Ihaka start developing R as aderivation of S language at the Department of Statistics of theUniversity of Auckland

1995 R is available under General Public License (GPL)

1997 R core group of programming developers is founded

2002 R foundation for Statistical computing is established in Vienna

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

A bit of history

late 70s John Chambers and others at Bell Laboratories develop a statisticalprogramming language named S

late 80s Richard A. Becker, John M. Chambers and Allan R. Wilks publish TheNew S Language in which the system is rewritten in C

early 90s Robert Gentleman and Ross Ihaka start developing R as aderivation of S language at the Department of Statistics of theUniversity of Auckland

1995 R is available under General Public License (GPL)

1997 R core group of programming developers is founded

2002 R foundation for Statistical computing is established in Vienna

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Buyers

�� ��Trainees Programming Skills

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Buyers

�� ��Trainees Programming Skills

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Buyers

�� ��Trainees Programming Skills

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Buyers

�� ��Trainees Programming Skills

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion At the mall

Merchant

He is a Statistician

�� ��Do not trust in statisticians

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

Outline

1 R marketingAt the mall

2 What is RR is a dialect

3 What foRNative foR statistical modeling

4 R at workWork with dataVisualizingGeo-processing

5 Conclusion

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

That is the question

What is really R:

a tool for data mining?

a programming language for data mining?

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

“Self-service analytics”: R vs Competitors

Figure: Lavastorm, Inc. survey of analytic communities. The results were published in March, 2013

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

R is an interpreted language

It means that CODE entered into the R CONSOLE (or run as R script in batch mode) isexecuted by the interpreter, a program within the R system.

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

Object oriented programming

Data are stored in objects.�� ��vector�� ��matrix�� ��array�� ��factors�� ��dataframe�� ��list

...

Every object has a type (double, complex, etc.) and is a member of a class (numeric,character, etc.).

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

R code is composed of

a series of expressions

arithmetic expressions

assignment statements

conditional statements

loops

...

functions

pre-loaded

via packages to be installed and loaded

own

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

“Programming languages”: Competitors vs R

Figure: RedMonk survey: Programming language popularity as measured by number of projectson GitHub and the amount of discussion on StackOverflow.

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

“Tools” or “Programming languages” for datamining: R vs Competitors

Figure: Analytics tools used by 1, 220 respondents to the 2015 Rexer Analytics Survey. In this view,each respondent was free to check multiple tools.

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

“Data science software”: R vs Competitors

Figure: KDnuggets 2015 pollEdmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion R is a dialect

“Papers using data analytics tools”: R vsCompetitors

Figure: A logarithmic view of the number of scholarly articles found in each year by Google Scholar.This combines the previous two figures into one by compressing the y-axis with a base 10logarithm.

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Native foR statistical modeling

Outline

1 R marketingAt the mall

2 What is RR is a dialect

3 What foRNative foR statistical modeling

4 R at workWork with dataVisualizingGeo-processing

5 Conclusion

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Native foR statistical modeling

Statistical modeling

Most statistical theory focuses on data modeling, prediction and inference.

Most known statistical models are:

Time series analysis

Linear regression

Non parametric regression

Cluster Analysis

Principal Component Analysis

Bayesian modeling

...

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Native foR statistical modeling

A simple example: Multivariate Linear Regression

Let Y be the DJF cumulate precipitation of a specific grid area (cell), and (X1,X2,X3)the indexes North Atlantic Oscillation (NAO), Atlantic multidecadal oscillation (AMO)and El Niño-Southern Oscillation (ENSO), respectively.

We envision a regression model where Y depends on large scale drivers and wewant to compute the estimate of model coefficients in order to use themfor forecasting DJF precipitation:

Y DJFprec = β0 + β1 X NAO

1 + β2 X AMO2 + β3 X ENSO

3 + ε

We should decide whether there is any SIGNIFICANT RELATIONSHIP between thedependent variable y and any of the independent variables Xk (k = 1, 2, ..., p).

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Native foR statistical modeling

A simple example: Multivariate Linear Regression

Let Y be the DJF cumulate precipitation of a specific grid area (cell), and the indexesNorth Atlantic Oscillation (NAO), Atlantic multidecadal oscillation (AMO) and ElNiño-Southern Oscillation (ENSO).

We envision a regression model where Y depends on large scale drivers and wewant to compute the estimate of model coefficients in order to use themfor forecasting DJF precipitation:

Y DJFprec = β0 + β1 X NAO

1 + β2 X AMO2 + β3 X ENSO

3 + ε

We should decide whether there is any SIGNIFICANT RELATIONSHIP between thedependent variable y and any of the independent variables Xk (k = 1, 2, ..., p).

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Native foR statistical modeling

A simple example: Multivariate Linear Regression

Excuse me, did you checked if the assumption that the error termε in the MLR model is independent of Xk (k = 1, 2, ..., p), and isnormally distributed, such as

ε ∼ N(0, c)

with zero mean and constant variance holds?

Maybe you already know, in R you find a simple function forquantile-quantile plot, which is

qqnorm()

and also a package that contains several normality test

library(nortest)cvm.test() # Cramer-von Mises normality testad.test() # Anderson-Darling test for normalitylillie.test() # Lilliefors (Kolmogorov-Smirnov) test for normality...

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Native foR statistical modeling

A more sophisticated example: GAMLSS

Generalized Additive Models for Location, Scale and Shapehttp://www.gamlss.orgGAMLSS is a modern distribution-based approach to (semi-parametric) regressionmodels, where all the parameters of the assumed distribution for the response can bemodeled as additive functions of the explanatory variables

(a) (b)

Figure: a) Linear regression modeling; b) Gamlss regression modeling

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Outline

1 R marketingAt the mall

2 What is RR is a dialect

3 What foRNative foR statistical modeling

4 R at workWork with dataVisualizingGeo-processing

5 Conclusion

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Data import

Supported data files

.xls

.csv

.txt

NetCDF

.....

Connection to databases

SAS

Microsoft Access

MySQL

STATA

.....

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Data manipulation: dplyr package

Data manipulation is the process of arranging data in order to make data analysisprocess, such as visualizing and modeling.

(a) (b)

(c)

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Outline

1 R marketingAt the mall

2 What is RR is a dialect

3 What foRNative foR statistical modeling

4 R at workWork with dataVisualizingGeo-processing

5 Conclusion

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Visualizing data: ggplot2 package

Edmondo Di Giuseppe Introduction to open source R

Page 39: MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service analytics”: R vs Competitors Figure:Lavastorm, Inc. survey of analytic communities.

Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Visualizing data: ggplot2 package

Edmondo Di Giuseppe Introduction to open source R

Page 40: MedCOF Training Workshopmedcof.aemet.es/images/doc_events/training2/doc... · “Self-service analytics”: R vs Competitors Figure:Lavastorm, Inc. survey of analytic communities.

Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Visualizing data: ggplot2 package

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Visualizing data: ggplot2 package

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Visualizing data: ggplot2 package

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

Outline

1 R marketingAt the mall

2 What is RR is a dialect

3 What foRNative foR statistical modeling

4 R at workWork with dataVisualizingGeo-processing

5 Conclusion

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

The raster package 1/3

The introduction of the raster package to R has been a revolution for geo processingand analysis using R.Robert J. Hijmans is the original developer of the package. Among other things the

raster package allows to:

Read and write raster data of most commonly used format (thanks to extensiveuse of rgdal)

Perform most raster operations (creation of raster objects, performingspatial/geometric operations (re- projections, resampling, etc), filtering and rastercalculations)

Work on large raster datasets thanks to its built-in block processingfunctionalities

Visualize and interact with the data

etc...

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

The raster package 2/3

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

The raster package 2/3

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

The raster package 2/3

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

The raster package 2/3

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

The raster package 2/3

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion Work with data Visualizing Geo-processing

The raster package 3/3

CRAN Task View: Analysis of Spatial Data(https://cran.r-project.org/web/views/Spatial.html)

raster + rasterVis + sp + ggplot2 + ...

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion

R is Google trendy

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion

To summarize

R is not as powerful and generic as a programming language (it is a kind ofDIALECT)

R is native for statistical analysis and modeling

R has a widespread support, however it is NON-COMMERCIAL

Edmondo Di Giuseppe Introduction to open source R

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Outline R marketing What is R What foR R at work Conclusion

Time of decision

Edmondo Di Giuseppe Introduction to open source R