Re: [R] R Book Advice Needed

From: <ngottlieb_at_marinercapital.com>
Date: Wed, 13 Jun 2007 10:43:25 -0400

Cody:

Think you might have asked the question for me Neil.

I do time series analysis of return data in finance.

I will be creating a factor model based on PCA Or Single Value Decomposition to get Eigenvectors Of the correlation matrix (tends to work better for finance data Than covariance).

>From there will be doing style analysis, some optimization,
Regime switching, co-intregration testing and some Statistical Process Control charting such as CUSUM.

Ultimately, what I learned over the years with statistics, visualization is critical for my end-users. The don't care what cluster method I use, be it Hierarchical or Rosseau' newer methods such as Fanny, which I find more robust.

In end I need practical stuff: as a programmer on Data types, data structures and even how to format and read in Data.

So that's basically stuff I will be doing.

Neil

-----Original Message-----
From: r-help-bounces_at_stat.math.ethz.ch [mailto:r-help-bounces_at_stat.math.ethz.ch] On Behalf Of Cody_Hamilton_at_edwards.com Sent: Tuesday, June 12, 2007 6:36 PM
To: r-help_at_stat.math.ethz.ch
Subject: Re: [R] R Book Advice Needed

Alain,

Can you tell us what you plan to use R for?

Regards,
-Cody

ngottlieb_at_marinercapital.com a écrit :
> I am new to using R and would appreciate some advice on which books to
> start with to get up to speed on using R.
>
> My Background:
> 1-C# programmer.
> 2-Programmed directly using IMSL (Now Visual Numerics).
> 3- Used in past SPSS and Statistica.
>
> I put together a list but would like to pick the "best of"
> and avoid redundancy.
>
> Any suggestions on these books would be helpful (i.e. too much
> overlap, porly written etc?)
>
> Books:
> 1-Analysis of Integrated and Co-integrated Time Series with R (Use R)
> - Bernhard Pfaff 2-An Introduction to R - W. N. Venables
> 3-Statistics: An Introduction using R - Michael J. Crawley 4-R
> Graphics (Computer Science and Data Analysis) - Paul Murrell 5-A
> Handbook of Statistical Analyses Using R - Brian S. Everitt
> 6-Introductory Statistics with R - Peter Dalgaard 7-Using R for
> Introductory Statistics - John Verzani 8-Data Analysis and Graphics
> Using R - John Maindonald; 9-Linear Models with R (Texts in
> Statistical Science) - Julian J.
> Faraway
> 10-Analysis of Financial Time Series (Wiley Series in Probability and
> Statistics)2nd edition - Ruey S. Tsay
>
> Thanks.
>
> Neil Gottlieb
>

Cody Hamilton, PhD
Edwards Lifesciences

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