Hmmm, others will have their own suggestions, but here are three of
the big ones as far as I'm concerned:

Burns -- R Inferno (free online), Intermediate Level that has an
(almost comprehensive) review of little tricks and quirks
Chambers -- Software for Data Analysis (real book), more high-level by
the father of S/R but definitely gets you over the hump to "true
enlightenment"
Venables & Ripley -- S Programming [S is more or less R, but don't
worry about that for now] (real book), by two of the "big dogs" of the
S/R world, though a little old at this point, really gets you to the
details of things

An intro book is a little harder to find: I've heard good things about
Matloff's Art of R programming for someone who wants to understand R
as a language (rather than a statistical tool if that makes sense) --
I think most of the other intro books will spend more time teaching
basic stats than you'd be interested in. "R in action" is also pretty
well received and I think it's in the same vein as Matloff. No
promises about either of these: I've only seen them in their
proto-forms (both were web presences made into books) and haven't used
them myself.

Of the other books you note,  O'Reily books are pretty uniformly good.
Some people like Crawley but the "official" review on Crawley was
pretty scathing; it is big though...

There's also copious free documentation online (including the
prepackaged intro material, but that's a hair terse) so don't feel
pressure to buy a "real" book -- GNU and all that jazz. You'll get a
lot from reading the R-Help and R-SIG-*** [Finance I'd guess] groups
(both actively and in archive) but sometimes they can be a little
obscure: just note things that catch your interest.

Hope that helps,

Michael

On Thu, Mar 15, 2012 at 9:13 AM, Dagfinn Rime <[email protected]> wrote:
> Dear all,
>
> I'm new to R and need to learn how to program R, and would appreciate
> suggestions for e.g. two books in order to get going.
>
> What type of books? Well, if I were to suggest books for a newcomer to
> LaTeX I would say that "all" you need is Lamport's book and "The LaTeX
> Companion" (2nd ed). Is there something similar for R? A not-too long
> introductory book and one more comprehensive "reference"-like book?
>
> My level?
> * Statistics? I have a PhD in finance and know "applied 
> statistics/econometrics"
> * Programming? I currently do all my analysis via programming
> ("scripting") in SAS or Eviews.
>
> The R-project page mention 115 books? I made notice of the following:
> 1. Paul Teetor. R Cookbook. O'Reilly, first edition, 2011
> 2. Rob Kabacoff. R in Action. Manning, 2010.
> 3. David Ruppert. Statistics and Data Analysis for Financial
> Engineering. Use R! Springer, 2010
> 4. Alain F. Zuur, Elena N. Ieno, and Erik Meesters. A Beginner's Guide
> to R. Use R. Springer, 2009
>
> >From Amazon the following caught my attention:
> 1. R in a Nutshell (In a Nutshell (O'Reilly))
> 2. The R Book by Michael J. Crawley
>
> I have probably missed some (many), and there are probably lots of
> different views. But I would appreciate any guidance and views.
>
> Thanks in advance,
> Dagfinn Rime
> Research department, Norges Bank
> www.norges-bank.no/research/rime/
>
> _______________________________________________
> [email protected] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-teaching

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