Saturday, February 25, 2012

Some links for R

Thanks to Keith O'Hara for sending these links on for some people looking for them

First, if you're not already using it, I strongly recommend RStudio, a great (free) IDE for R:

It works similar to do-files with Stata, being able to setup projects for storing code and running these directly from a do-file-like window into the R terminal.

There's also a large community around finance and R, with a lot of R finance blogs aggregated on R-Bloggers (I suggest bookmarking this site) which acts as a feed for around 300 R-focused blogs:

Grant Farnsworth wrote a good set of notes on econometrics through R (though it might be a little dated now):

Some other guides and documents:

There's a good quick-start website directed at those who use Stata/SPSS/etc but are moving to R:

Rmetrics is probably the largest collection of finance packages for R; take a look and see what might be of use:

R also produces the best visualisations of data, based on any software package that I'm aware, through the ggplot2 package, written by Hadley Wickham. I strongly recommend learning the syntax for this. His website is here:

Last year's Rfinance conference (with slides) might be of interest:

1 comment:

Alan Fernihough said...

This is an example of some of the incredible things that are being developed in R.

A package for blind users: