【原创】附代码数据
有问题到淘宝找“大数据部落”就可以了
R语言对股票数据进行LDA判别分析预测
library(ISLR) names(Smarket) 查看变量
## [1] \## [7] \
summary(Smarket)
数据概览 ## 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
【原创】附代码数据
有问题到淘宝找“大数据部落”就可以了 ## 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 数据相关性
cor(Smarket[-9])
## 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
【原创】附代码数据
有问题到淘宝找“大数据部落”就可以了 ## Today -0.034860083 0.01459182 1.000000000 绘制数据序列图
# Plot of volume attach(Smarket)plot(Volume)
获取训练集维度
dim(Smarket.2005) ## [1] 252 9
【原创】R语言对股票数据进行LDA判别分析预测(附代码数据)
