In this post I’ll provide an example of exploratory factor analysis in R. We will use the psych package by William Revelle. Factor analysis seeks to find latent variables, or factors, by looking at the correlation matrix of the observed variables. This technique can be used for dimensionality reduction, or for better insight into the data. As with any technique, this will not work in all scenarios. Firstly, latent variables are not always present, and secondly, it will miss existing latent variables if they are not apparent from the observed data. More information can be found in the manual distributed with the package.
Tag Archives: R
Fractal Dimension and Box Counting
In this post I will present a technique for generating a one dimensional (quasi) fractal data set using a modified Matérn point process, perform a simple box-couting procedure, and then calculate the lacunarity and fractal dimension using linear regression. Lacunarity is actually a pretty large topic, and we will only cover one accepted interpretation here. This material was motivated by an interesting paper on the fractal modelling of fractures in tight gas reservoirs. Tight gas reservoirs refer to reservoirs with very low permeability. To provide a sense of perspective, oil reservoirs typically have a permebility of ten to a hundred millidarcies, whereas shale gas reservoirs are usually less than 0.1 microdarcies, which is about the same permeability as a granite countertop.
Spatial Point Processes
Here, I’ll introduce some ideas regarding spatial point processes using Python. First I’ll present the Poisson point process, and then I’ll cover two other processes: the Thomas point process and the Matérn point process. I’ll use these tools in two future posts regarding measuring fractal dimension, and kriging. An excellent resource for spatial statistics is the R package spstat. The manual is a really great read. The spstat package implements the Thomas and Matérn point processes as rThomas and rMatern.
Assessing Linear Models in R
In this post I will look at several techniques for assessing linear models in R, via the IPython Notebook interface. I find the notebook interface to be more convenient for development and debugging because it allows one to evaluate cells instead of going back and forth between a script and a terminal.