[R] First attempt to use R

[Gabor Grothendieck]

On Thu, Jul 3, 2008 at 5:09 PM, Ted <r.ted.byers at gmail.com> wrote:
> While I am not a novice when it comes to statistics, this will be the first
> time I have used R, apart from some intial play.  I have normally written my
> own code for statistical analysis in C++ or fortran, for a number of reasons
> (in part contingent on what the boss was willing to pay for), and having been
> programming for a long time, there is no need to spare me the programming
> details.  Just give me an url for a document that explains how to do what I
> want to do, if there is one.
>
> What I want to do is extract time series data from a database(say, PostgreSQL
> or MySQL - I routinely use both), analyse it, and put a selection of the
> statistical results into specific tables.

For postgres see:
https://stat.ethz.ch/pipermail/r-sig-db/2008q3/000458.html

For MySQL try the RMySQL R package or you can use the RODBC R interface.
R also has JDBC via the RJDBC R package.

>
> For example, suppose I have daily values for several variates.  One thing I
> might try is to fit a cubic spline to the data, use the spline to obtain an
> estimate of rate of change and acceleration, and then see if some nonlinear
> function of the variates can account for a significant percentage of the
> variation in rate of change and acceleration, perhaps after orthogonalization
> if there happens to be problems with multicollinearity.

?spline

>
> Since the data comes in regularly (daily in some cases, weekly in others), I'd
> want to rerun the whole process at the same interval, without prior analyses
> messing up a current analysis.
>
> I know of plr, for PostgreSQL, but haven't figured out how to use it yet.
>
> Is this something I can orchestrate using Perl to tie things together, either
> using plr or not?  If I can use perl for this, a sample perl script showing
> how to use perl to get data into R and to retrieve statistical output from R
> into Perl variables would be priceless.  What I have read in the preliminary
> documentation suggests I can, but it is short on detail and directions on
> where to go next.  I'd like to be able to put the master script for this sort
> of thing into a scheduled task if possible.

To run an external perl program from R, from within R try:
?system  and ?shell

or to run an R job from perl see
?BATCH

To directly interface with perl:
http://www.omegahat.org/RSPerl/

read.xls and xls2csv in the R gdata package use a perl
program to read an Excel spreadsheet into R (although
there are other methods that R has that do not depend on
perl inlcuding COM and RODBC interfaces).

That being said there is a good chance that you don't really need perl or if
you do that you are doing something wrong.  R itself has regular expressions
and substantial string handling capability as well as many database
and other interfaces.  I personally used to use perl (prior to using R)
but I virtually never use perl any more now that I have R.

Issuing, from within R,

RSiteSearch("...")

can locate info on various R topics.