1

Getting started

Welcome to the world of statistical programming. This book contains a

lot of specific advice about the hows and whys of the subject. We start in
this chapter by giving you an idea of what statistical programming is all
about. We will also tell you what to expect as you proceed through the rest
of the book. The chapter will finish with some instructions about how to
download and install R, the software package and language on which we
base our programming examples, and RStudio, an “integrated development
environment” (or “IDE”) for R.

1.1 What is statistical programming?

Computer programming involves controlling computers, telling them what

calculations to do, what to display, etc. Statistical programming is harder to
define. One definition might be that it’s the kind of computer programming
statisticians do – but statisticians do all sorts of programming. Another
would be that it’s the kind of programming one does when one is doing
statistics: but again, statistics involves a wide variety of computing tasks.
For example, statisticians are concerned with collecting and analyzing
data, and some statisticians would be involved in setting up connections
between computers and laboratory instruments: but we would not call that
statistical programming. Statisticians often oversee data entry from ques-
tionnaires, and may set up programs to aid in detecting data entry errors.
That is statistical programming, but it is quite specialized, and beyond the
scope of this book.
Statistical programming involves doing computations to aid in statisti-
cal analysis. For example, data must be summarized and displayed. Models
must be fit to data, and the results displayed. These tasks can be done in a
number of different computer applications: Microsoft Excel, SAS, SPSS,
S-PLUS, R, Stata, etc. Using these applications is certainly statistical com-
puting, and usually involves statistical programming, but it is not the focus
of this book. In this book our aim is to provide a foundation for an under-
standing of how those applications work: what are the calculations they do,
and how could you do them yourself?

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 2 G E T T I N G S TA RT E D

Since graphs play an important role in statistical analysis, drawing

graphics of one-, two-, or higher-dimensional data is an aspect of statis-
tical programming.
An important part of statistical programming is stochastic simulation.
Digital computers are naturally very good at exact, reproducible computa-
tions, but the real world is full of randomness. In stochastic simulation we
program a computer to act as though it is producing random results, even
though, if we knew enough, the results would be exactly predictable.
Statistical programming is closely related to other forms of numerical
programming. It involves optimization, and approximation of mathematical
functions. Computational linear algebra plays a central role. There is less
emphasis on differential equations than in physics or applied mathematics
(though this is slowly changing). We tend to place more of an emphasis
on the results and less on the analysis of the algorithms than in computer
science.

1.2 Outline of this book

This book is an introduction to statistical programming. We will start with
basic programming: how to tell a computer what to do. We do this using the
open source R statistical package, so we will teach you R, but we will try
not to just teach you R. We will emphasize those things that are common
to many computing platforms.
Statisticians need to display data. We will show you how to construct
statistical graphics. In doing this, we will learn a little bit about human
vision, and how it motivates our choice of display.
In our introduction to programming, we will show how to control the
flow of execution of a program. For example, we might wish to do repeated
calculations as long as the input consists of positive integers, but then stop
when an input value hits 0. Programming a computer requires basic logic,
and we will touch on Boolean algebra, a formal way to manipulate logical
statements. The best programs are thought through carefully before being
implemented, and we will discuss how to break down complex problems
into simple parts. When we are discussing programming, we will spend
quite a lot of time discussing how to get it right: how to be sure that the
computer program is calculating what you want it to calculate.
One distinguishing characteristic of statistical programming is that it is
concerned with randomness: random errors in data, and models that include
stochastic components. We will discuss methods for simulating random
values with specified characteristics, and show how random simulations
are useful in a variety of problems.
Many statistical procedures are based on linear models. While discus-
sion of linear regression and other linear models is beyond the scope of
this book, we do discuss some of the background linear algebra, and how
the computations it involves can be carried out. We also discuss the gen-
eral problem of numerical optimization: finding the values which make a
function as large or as small as possible.

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 1.4 WHY USE A COMMAND LINE? 3

Each chapter has a number of exercises which are at varying degrees

of difficulty. Solutions to selected exercises can be found on the web at
www.statprogr.science.

1.3 The R package

This book uses R, which is an open source package for statistical comput-
ing. “Open source” has a number of different meanings; here the important
one is that R is freely available, and its users are free to see how it is writ-
ten, and to improve it. R is based on the computer language S, developed
by John Chambers and others at Bell Laboratories in 1976. In 1993 Robert
Gentleman and Ross Ihaka at the University of Auckland wanted to exper-
iment with the language, so they developed an implementation, and named
it R. They made it open source in 1995, and thousands of people around
the world have contributed to its development.

1.4 Why use a command line?

The R system is mainly command-driven, with the user typing in text and
asking R to execute it. Nowadays most programs use interactive graphical
user interfaces (menus, touchscreens, etc.) instead. So why did we choose
such an old-fashioned way of doing things?
Menu-based interfaces are very convenient when applied to a limited set
of commands, from a few to one or two hundred. However, a command-
line interface is open ended. As we will show in this book, if you want
to program a computer to do something that no one has done before, you
can easily do it by breaking down the task into the parts that make it up,
and then building up a program to carry it out. This may be possible in
some menu-driven interfaces, but it is much easier in a command-driven
interface.
Moreover, learning how to use one command-line interface will give
you skills that carry over to others, and may even give you some insight
into how a menu-driven interface is implemented. As statisticians, it is our
belief that your goal should be understanding, and learning how to program
at a command line will give you that at a fundamental level. Learning to use
a menu-based program makes you dependent on the particular organization
of that program.
There is no question that command-line interfaces require greater
knowledge on the part of the user – you need to remember what to type
to achieve a particular outcome. Fortunately, there is help. We recommend
that you use the RStudio integrated development environment (IDE). IDEs
were first developed in the 1970s to help programmers: they allow you to
edit your program, to search for help, and to run it; when your first attempt
doesn’t work, they offer support for diagnosing and fixing errors. RStudio
is an IDE for R programming, first released in 2011. It is produced by a
Boston company named RStudio, and is available for free use.

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 4 G E T T I N G S TA RT E D

1.5 Font conventions

This book describes how to do computations in R. As we will see in the next

chapter, this requires that the user types input, and R responds with text or
graphs as output. To indicate the difference, we have typeset the user input
and R output in a gray box. The output is prefixed with ##. For example

This was typed by the user

## This is a response from R

In most cases other than this one and certain exercises, we will show
the actual response from R corresponding to the preceding input.1 1 We have used the knitr package so

There are also situations where the code is purely illustrative and is not that R itself is computing the output.
The computations in the text were done
meant to be executed. (Many of those are not correct R code at all; others
with R version 3.2.2 (2015-08-14).
illustrate the syntax of R code in a general way.) In these situations we have
typeset the code examples in an upright typewriter font. For example,

f( some arguments )

1.6 Installation of R and RStudio

R can be downloaded from http://cloud.r-project.org. Most
users should download and install a binary version. This is a version that
has been translated (by compilers) into machine language for execution
on a particular type of computer with a particular operating system. R is
designed to be very portable: it will run on Microsoft Windows, Linux,
Solaris, Mac OSX, and other operating systems, but different binary ver-
sions are required for each. In this book most of what we do would be the
same on any system, but when we write system-specific instructions, we
will assume that readers are using Microsoft Windows.
Installation on Microsoft Windows is straightforward. A binary ver-
sion is available for Windows Vista or above from the web page
http://cloud.r-project.org/bin/windows/base. Download
the “setup program,” a file with a name like R-3.2.5-win.exe. Click-
ing on this file will start an almost automatic installation of the R system.
Though it is possible to customize the installation, the default responses
will lead to a satisfactory installation in most situations, particularly for
beginning users.
One of the default settings of the installation procedure is to create an
R icon on your computer’s desktop.
You should also install RStudio, after you have installed R. As with R,
there are separate versions for different computing platforms, but they all
look and act similarly. You should download the “Open Source Edition” of
“RStudio Desktop” from www.rstudio.com/, and follow the instruc-
tions to install it on your computer.

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 1 . 7 G E T T I N G S TA RT E D I N R S T U D I O 5

Fig. 1.1 A typical RStudio display.

1.7 Getting started in RStudio

Once you have installed R and RStudio, you will be ready to start statistical
programming. We’ll start with a quick tour of RStudio, and introduce more
detail in later chapters.
When you are working in RStudio, you’ll see a display something like
Figure 1.1. (The first time you start it, you won’t see all the content that
is in the figure.) The display includes four panes. The top left pane is the
Source Pane, or editor. You will type your program (or other document)
there. The bottom left pane is called the Console Pane. This is where you
communicate with R. You can type directly into this pane, but it is usu-
ally better to work within the editor pane, because that way you can easily
correct mistakes and try again.
The two right-hand panes contain a variety of tabs. In the figure, the
top pane is showing the Workspace, and the bottom pane is showing a plot;
we’ll discuss these and the other tabs in later chapters. For now, you just
need to know the following points:

r You should do most of your work in the editor, but you can occasionally
type in the console.

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 6 G E T T I N G S TA RT E D

r The console pane displays what R is doing.

r All of the panes can be resized and repositioned, so sometimes it may
appear that you’ve lost one, but there’s no need to worry: just find the
header of the pane and click there with your mouse, and the pane will
reappear. If the pane is there but the content isn’t what you want, try
clicking on the tabs at the top.

1.8 Going further

This book introduces statistical programming with R, but doesn’t come

close to covering everything. Here are some further resources.
r There are many textbooks that will teach you more about statistics. We
recommend Data Analysis and Graphics Using R: An Example-Based
Approach by Maindonald and Braun and Introductory Statistics with R
by Dalgaard for an introductory level presentation, and the classic Mod-
ern Applied Statistics with S by Venables and Ripley for more advanced
material. Advanced R by Wickham gives more detail about programming
in R.
r There are many tools that use R in preparing printed documents.
We particularly like knitr, which you can read about online at
http://yihui.name/knitr or in the book Dynamic Documents
with R and knitr by Xie. It provides a very rich system; for a simple subset
(useful to write your assignments for class!), take a look at R Markdown
(http://rmarkdown.rstudio.com/).
r R can also be used to prepare interactive web pages. The Shiny sys-
tem displays output from R based on prepared scripts that are con-
trolled in a browser. The user doesn’t need to install R, but he or she
can see R output. You can see an example and read more about Shiny at
http://shiny.rstudio.com.

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