Friday, November 02, 2012

More Exploratory Data Analysis

I missed two items in my last posting on EDA.  First, there's another tool I use: J.  Over time, I seem to oscillate between R and J.  J, at least when I don't let myself get rusty in expressing ideas in J, is a powerful and concise way of thinking.  R has an enormous library collection.  I won't advocate for one over the other here, but you should try both.

Second, some tend to think of EDA as model-free statistics, but that's not quite right.  To get a better explanation of what that means, see Andrew Gelman's A Bayesian Formulation of Exploratory Data Analysis and Goodness-of-fit Testing.I'd go past what he wrote and note that using models in EDA extends to work in system dynamics.  To make sense of a dynamic (time-varying) situation, often trying to craft a model that approximates the situation is a great way to get started in making sense of the situation.

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