My two cents:

For the very basics of programming in R, work through a couple of the free 
"getting started" online books here:
http://www.r-project.org/other-docs.html

To get to more practical "production level" R, since you're a SAS programmer 
you might like Muenchen's "R for SAS and SPSS users," 2nd ed. I found this book 
very helpful even though I don't know SAS or SPSS, because it operates at a 
very sophisticated level. I found that many other "intro to R" books assume 
you're relatively new to both programming and data analysi. This books assumes 
you already know a fair bit about both and just want to learn how to do it in 
R. 

There are some good web sites for learning R as well. A few that I go back to 
regularly are:
Quick-R: Home Page
Learning R
R Tutorial Series
R Programming - Wikibooks, open books for an open world

Matloff's "Art of R Programming", which I've just started reading, seems like a 
good book for getting to the "next level" in R programming--how to write 
integrated scripts, rather than just figuring out how to do lots of individual 
tasks.

There are many other choices, but these will probably get you started on the 
right track. Once you start feeling comfortable with the basics, R-help and 
Stackoverflow.com are good places to go when you're trying to figure out how to 
do something or other and need some help. And since so many people blog about R 
these days, Google-ing is very helpful as well.

Hope that helps.

Joel

.......................................................................
Joel Schwartz
Senior Consultant
Blue Sky Consulting Group
www.blueskyconsultinggroup.com
916.203.6309


On Mar 15, 2012, at 6:24 AM, Manuel Spínola wrote:

> Hi Dagfinn,
> 
> I suggest:   Rob Kabacoff. R in Action. Manning, 2010.
> 
> Best,
> 
> Manuel
> 
> 2012/3/15 Dagfinn Rime <[email protected]>
> 
>> 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
>> 
> 
> 
> 
> -- 
> *Manuel Spínola, Ph.D.*
> Instituto Internacional en Conservación y Manejo de Vida Silvestre
> Universidad Nacional
> Apartado 1350-3000
> Heredia
> COSTA RICA
> [email protected]
> [email protected]
> Teléfono: (506) 2277-3598
> Fax: (506) 2237-7036
> Personal website: Lobito de río <https://sites.google.com/site/lobitoderio/>
> Institutional website: ICOMVIS <http://www.icomvis.una.ac.cr/>
> 
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