library(MASS)
library(ISLR)
names(Smarket)
## [1] "Year" "Lag1" "Lag2" "Lag3" "Lag4" "Lag5"
## [7] "Volume" "Today" "Direction"
dim(Smarket)
## [1] 1250 9
summary(Smarket)
## Year Lag1 Lag2
## Min. :2001 Min. :-4.922000 Min. :-4.922000
## 1st Qu.:2002 1st Qu.:-0.639500 1st Qu.:-0.639500
## Median :2003 Median : 0.039000 Median : 0.039000
## Mean :2003 Mean : 0.003834 Mean : 0.003919
## 3rd Qu.:2004 3rd Qu.: 0.596750 3rd Qu.: 0.596750
## Max. :2005 Max. : 5.733000 Max. : 5.733000
## Lag3 Lag4 Lag5
## Min. :-4.922000 Min. :-4.922000 Min. :-4.92200
## 1st Qu.:-0.640000 1st Qu.:-0.640000 1st Qu.:-0.64000
## Median : 0.038500 Median : 0.038500 Median : 0.03850
## Mean : 0.001716 Mean : 0.001636 Mean : 0.00561
## 3rd Qu.: 0.596750 3rd Qu.: 0.596750 3rd Qu.: 0.59700
## Max. : 5.733000 Max. : 5.733000 Max. : 5.73300
## Volume Today Direction
## Min. :0.3561 Min. :-4.922000 Down:602
## 1st Qu.:1.2574 1st Qu.:-0.639500 Up :648
## Median :1.4229 Median : 0.038500
## Mean :1.4783 Mean : 0.003138
## 3rd Qu.:1.6417 3rd Qu.: 0.596750
## Max. :3.1525 Max. : 5.733000
pairs(Smarket)
#'Direction' variable is qualitative.
cor(Smarket[,-9])#There appears to be little correlation between today's returns and previous days'returns.
## Year Lag1 Lag2 Lag3 Lag4
## Year 1.00000000 0.029699649 0.030596422 0.033194581 0.035688718
## Lag1 0.02969965 1.000000000 -0.026294328 -0.010803402 -0.002985911
## Lag2 0.03059642 -0.026294328 1.000000000 -0.025896670 -0.010853533
## Lag3 0.03319458 -0.010803402 -0.025896670 1.000000000 -0.024051036
## Lag4 0.03568872 -0.002985911 -0.010853533 -0.024051036 1.000000000
## Lag5 0.02978799 -0.005674606 -0.003557949 -0.018808338 -0.027083641
## Volume 0.53900647 0.040909908 -0.043383215 -0.041823686 -0.048414246
## Today 0.03009523 -0.026155045 -0.010250033 -0.002447647 -0.006899527
## Lag5 Volume Today
## Year 0.029787995 0.53900647 0.030095229
## Lag1 -0.005674606 0.04090991 -0.026155045
## Lag2 -0.003557949 -0.04338321 -0.010250033
## Lag3 -0.018808338 -0.04182369 -0.002447647
## Lag4 -0.027083641 -0.04841425 -0.006899527
## Lag5 1.000000000 -0.02200231 -0.034860083
## Volume -0.022002315 1.00000000 0.014591823
## Today -0.034860083 0.01459182 1.000000000
attach(Smarket)
plot(Volume)
glm.fit=glm(Direction~Lag1+Lag2+Lag3+Lag4+Lag5+Volume,data=Smarket,family=binomial)
summary(glm.fit)
##
## Call:
## glm(formula = Direction ~ Lag1 + Lag2 + Lag3 + Lag4 + Lag5 +
## Volume, family = binomial, data = Smarket)
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -1.446 -1.203 1.065 1.145 1.326
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) -0.126000 0.240736 -0.523 0.601
## Lag1 -0.073074 0.050167 -1.457 0.145
## Lag2 -0.042301 0.050086 -0.845 0.398
## Lag3 0.011085 0.049939 0.222 0.824
## Lag4 0.009359 0.049974 0.187 0.851
## Lag5 0.010313 0.049511 0.208 0.835
## Volume 0.135441 0.158360 0.855 0.392
##
## (Dispersion parameter for binomial family taken to be 1)
##
## Null deviance: 1731.2 on 1249 degrees of freedom
## Residual deviance: 1727.6 on 1243 degrees of freedom
## AIC: 1741.6
##
## Number of Fisher Scoring iterations: 3
coef(glm.fit)
## (Intercept) Lag1 Lag2 Lag3 Lag4
## -0.126000257 -0.073073746 -0.042301344 0.011085108 0.009358938
## Lag5 Volume
## 0.010313068 0.135440659
summary(glm.fit)$coef
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) -0.126000257 0.24073574 -0.5233966 0.6006983
## Lag1 -0.073073746 0.05016739 -1.4565986 0.1452272
## Lag2 -0.042301344 0.05008605 -0.8445733 0.3983491
## Lag3 0.011085108 0.04993854 0.2219750 0.8243333
## Lag4 0.009358938 0.04997413 0.1872757 0.8514445
## Lag5 0.010313068 0.04951146 0.2082966 0.8349974
## Volume 0.135440659 0.15835970 0.8552723 0.3924004
summary(glm.fit)$coef[,4]
## (Intercept) Lag1 Lag2 Lag3 Lag4 Lag5
## 0.6006983 0.1452272 0.3983491 0.8243333 0.8514445 0.8349974
## Volume
## 0.3924004
glm.probs=predict(glm.fit,type="response")
glm.probs[1:10]
## 1 2 3 4 5 6 7
## 0.5070841 0.4814679 0.4811388 0.5152224 0.5107812 0.5069565 0.4926509
## 8 9 10
## 0.5092292 0.5176135 0.4888378
contrasts(Direction)
## Up
## Down 0
## Up 1
glm.pred=rep("Down",1250)
glm.pred[glm.probs>.5]="Up"
table(glm.pred,Direction)
## Direction
## glm.pred Down Up
## Down 145 141
## Up 457 507
(507+145)/1250
## [1] 0.5216
mean(glm.pred==Direction)
## [1] 0.5216
train=(Year<2005)
Smarket.2005=Smarket[!train,]#interesting
dim(Smarket.2005)
## [1] 252 9
Direction.2005=Direction[!train]#interesting
glm.fit=glm(Direction~Lag1+Lag2+Lag3+Lag4+Lag5+Volume,data=Smarket,family=binomial,subset=train)
glm.probs=predict(glm.fit,Smarket.2005,type="response")
glm.pred=rep("Down",252)
glm.pred[glm.probs>.5]="Up"
table(glm.pred,Direction.2005)
## Direction.2005
## glm.pred Down Up
## Down 77 97
## Up 34 44
mean(glm.pred==Direction.2005)
## [1] 0.4801587
mean(glm.pred!=Direction.2005)#!=notation means not equal to
## [1] 0.5198413
glm.fit=glm(Direction~Lag1+Lag2,data=Smarket,family=binomial,subset=train)
glm.probs=predict(glm.fit,Smarket.2005,type="response")
glm.pred=rep("Down",252)
glm.pred[glm.probs>.5]="Up"
table(glm.pred,Direction.2005)
## Direction.2005
## glm.pred Down Up
## Down 35 35
## Up 76 106
mean(glm.pred==Direction.2005)
## [1] 0.5595238
predict(glm.fit,newdata=data.frame(Lag1=c(1.2,1.5),Lag2=c(1.1,-0.8)),type="response")
## 1 2
## 0.4791462 0.4960939
library(MASS)
lda.fit=lda(Direction~Lag1+Lag2,data=Smarket,subset=train)
lda.fit
## Call:
## lda(Direction ~ Lag1 + Lag2, data = Smarket, subset = train)
##
## Prior probabilities of groups:
## Down Up
## 0.491984 0.508016
##
## Group means:
## Lag1 Lag2
## Down 0.04279022 0.03389409
## Up -0.03954635 -0.03132544
##
## Coefficients of linear discriminants:
## LD1
## Lag1 -0.6420190
## Lag2 -0.5135293
plot(lda.fit)
#49.2% of the training observations correspond to days during which the the market went down.
lda.pred=predict(lda.fit,Smarket.2005)
names(lda.pred)
## [1] "class" "posterior" "x"
lda.class=lda.pred$class
table(lda.class,Direction.2005)
## Direction.2005
## lda.class Down Up
## Down 35 35
## Up 76 106
mean(lda.class==Direction.2005)
## [1] 0.5595238
sum(lda.pred$posterior[,1]>=.5)
## [1] 70
sum(lda.pred$posterior[,1]<.5)
## [1] 182
lda.pred$posterior[1:20,1]
## 999 1000 1001 1002 1003 1004 1005
## 0.4901792 0.4792185 0.4668185 0.4740011 0.4927877 0.4938562 0.4951016
## 1006 1007 1008 1009 1010 1011 1012
## 0.4872861 0.4907013 0.4844026 0.4906963 0.5119988 0.4895152 0.4706761
## 1013 1014 1015 1016 1017 1018
## 0.4744593 0.4799583 0.4935775 0.5030894 0.4978806 0.4886331
lda.class[1:20]
## [1] Up Up Up Up Up Up Up Up Up Up Up Down Up Up
## [15] Up Up Up Down Up Up
## Levels: Down Up
sum(lda.pred$posterior[,1]>.9)
## [1] 0
qda.fit=qda(Direction~Lag1+Lag2,data=Smarket,subset=train)
qda.fit
## Call:
## qda(Direction ~ Lag1 + Lag2, data = Smarket, subset = train)
##
## Prior probabilities of groups:
## Down Up
## 0.491984 0.508016
##
## Group means:
## Lag1 Lag2
## Down 0.04279022 0.03389409
## Up -0.03954635 -0.03132544
qda.class=predict(qda.fit,Smarket.2005)$class
table(qda.class,Direction.2005)
## Direction.2005
## qda.class Down Up
## Down 30 20
## Up 81 121
mean(qda.class==Direction.2005)
## [1] 0.5992063
However,we recommend evaluating this method’s performance on a larger test set before betting that this approach will consistently beat the market!
library(class)
train.X=cbind(Lag1,Lag2)[train,]
test.X=cbind(Lag1,Lag2)[!train,]
train.Direction=Direction[train]
set.seed(1)
knn.pred=knn(train.X,test.X,train.Direction,k=1)
table(knn.pred,Direction.2005)
## Direction.2005
## knn.pred Down Up
## Down 43 58
## Up 68 83
(83+43)/252
## [1] 0.5
knn.pred=knn(train.X,test.X,train.Direction,k=3)
table(knn.pred,Direction.2005)
## Direction.2005
## knn.pred Down Up
## Down 48 54
## Up 63 87
mean(knn.pred==Direction.2005)
## [1] 0.5357143
dim(Caravan)
## [1] 5822 86
attach(Caravan)
summary(Purchase)
## No Yes
## 5474 348
348/5822
## [1] 0.05977327
#The scale of the variables matters. A good way to handle this problem is to standardize the data so that all variables are given a mean of zero and a standard deviation of one.
#scale()function
standardized.X=scale(Caravan[,-86])
var(Caravan[,1])
## [1] 165.0378
var(Caravan[,2])
## [1] 0.1647078
var(standardized.X[,1])
## [1] 1
var(standardized.X[,2])
## [1] 1
test=1:1000
train.X=standardized.X[-test,]
test.X=standardized.X[test,]
train.Y=Purchase[-test]
test.Y=Purchase[test]
set.seed(1)
knn.pred=knn(train.X,test.X,train.Y,k=1)
mean(test.Y!=knn.pred)
## [1] 0.118
mean(test.Y!="No")
## [1] 0.059
table(knn.pred,test.Y)
## test.Y
## knn.pred No Yes
## No 873 50
## Yes 68 9
knn.pred=knn(train.X,test.X,train.Y,k=3)
table(knn.pred,test.Y)
## test.Y
## knn.pred No Yes
## No 920 54
## Yes 21 5
5/26
## [1] 0.1923077
knn.pred=knn(train.X,test.X,train.Y,k=5)
table(knn.pred,test.Y)
## test.Y
## knn.pred No Yes
## No 930 55
## Yes 11 4
4/15
## [1] 0.2666667
glm.fit=glm(Purchase~.,data=Caravan,family=binomial,subset=-test)
## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurred
glm.probs=predict(glm.fit,Caravan[test,],type="response")
glm.pred=rep("No",1000)
glm.pred[glm.probs>.5]="Yes"
table(glm.pred,test.Y)
## test.Y
## glm.pred No Yes
## No 934 59
## Yes 7 0
glm.pred=rep("No",1000)
glm.pred[glm.probs>.25]="Yes"
table(glm.pred,test.Y)
## test.Y
## glm.pred No Yes
## No 919 48
## Yes 22 11
11/(22+11)
## [1] 0.3333333