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: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: Tuesday, June 12, 2007 6:36 PM To: [email protected] Subject: Re: [R] R Book Advice Needed Alain, Can you tell us what you plan to use R for? Regards, -Cody [EMAIL PROTECTED] 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 [[alternative HTML version deleted]] -------------------------------------------------------- This information is being sent at the recipient's request or...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
