[R] R Book Advice Needed

ngottlieb at marinercapital.com ngottlieb at marinercapital.com
Wed Jun 13 16:22:36 CEST 2007


Roland:

Thanks for your reply.

I have sort of pay my "dues" with statistics and doing the hard math
reading of
Proofs.

Years ago reading lots of books on Multi-variate Methods such
As Principal Components, Cluster Analysis, Discriminant Analysis,
Multi Dimensional Scaling(MDS), Optimization both LP and QP and more.

At this point, want to jump in avoiding all the
Mathematical proofs and just apply R and the packages for what I want to
do.

So as example, How to set-up a dataset (timeseries of returns),
formatted so I can do
A cluster Analysis and nicely format a dendrogram.

I am hoping the right books can show me, not concerned about
which distance measure and cluster method (i.e. Ward's, Single Linkage
etc)
Done this and know based on type of data what works best.

Just some simple books to jump start me right into practically applying
R.


Thanks for your response.

Regards,
Neil

-----Original Message-----
From: Roland Rau [mailto:roland.rproject at gmail.com] 
Sent: Wednesday, June 13, 2007 10:14 AM
To: Gottlieb, Neil
Cc: R-help at stat.math.ethz.ch
Subject: Re: [R] R Book Advice Needed

Hi,

ngottlieb at marinercapital.com wrote:
> 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

as one other message says, it depends a lot on your ideas what you want
to do with R. And, I'd like to add, how familiar you are with
statistics.
One book I am missing in your list is Venables / Ripley: Modern Applied
Statistics with S. I can highly recommend it.
If you are going to buy yourself only one book, then I would say: buy
Venables/Ripley

Best,
Roland
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