[R] what is a good learning book for R?

Spencer Graves spencer.graves at pdf.com
Sun May 8 21:01:07 CEST 2005

	  I would endorse Stephen's suggestions and add a couple of my own:  I 
find that the examples on the help pages are often quite useful.  If you 
are on Windows, you might also check "~\R\Rw2010pat\library" for 
specific packages, including "\demo" files.

	  There are many different packages that provide different capabilites 
for time series, and I have yet to reach a critical mass with any of 
them.  Venables and Ripley, Modern Applied Statistics with S (Springer) 
has a chapter on time series.  That book is quite good for many other 
things as well.

	  What kind of time series will you be analyzing, using what kinds of 
models?  Apart from functions acf, arima, etc., you may also need to 
learn how to associate times with the observations.  There are classes 
"POSIXct", "POSIXlt" and "Date" in the base package and "date" in the 
survival package that are unfortunately different.  There is also a 
"time series" class in the base Stats package.  Beyond this, I would 
check the "zoo" package, which attempts to reconcile different systems 
for storing dates.  In addition to "its" (irregular time series), you 
may wish to investigate the "Rmetrics" project.

	  There are other facilities as well.  Please read the posting guide 
"http://www.R-project.org/posting-guide.html" and submit more specific 
questions.  Other people's answers to your questions will likely help 
educate me.

	  Best Wishes,
	  spencer graves

Stephen D. Weigand wrote:
> On May 8, 2005, at 12:24 PM, Jonathan Q. wrote:
>> Aside from An Introduction to R by W. N. Venables, D. M. Smith (the
>> PDF is free), what would people recommend as a good starter book?  I
>> was thinking of introductory Statistics with R by Peter Dalgaard.  Any
>> thoughts??
>> My knowledge of Stats is stale and the primary use of R is for time
>> series analysis. Any advice would be greatly appreciated.  Thanks.
> Jonathan,
> The Contributed Documentation at
> http://cran.r-project.org/other-docs.html
> has plenty of resources, which I'm sure you've seen.
> I've gotten a lot from "An Introduction to S and the
> Hmisc and Design Libraries” by Carlos Alzola and Frank
> E. Harrell. I also noticed a “Time series reference card”
> by Vito Ricci near the bottom of the page which might help
> you get acquainted with some time series functions.
> Personally, I'd say the particular text is less important
> than trying to use R in everyday work. And doing this
> leads one to the help pages all the time. These took, for
> me, a special kind of critical line-by-line reading, at
> least in the beginning.
> Hope this helps,
> Stephen
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