[R-SIG-Finance] New to R . .

Gabor Grothendieck ggrothendieck at gmail.com
Tue Jul 3 03:50:09 CEST 2007


Read the Introduction to R manual and various sources pointed at here:
https://stat.ethz.ch/pipermail/r-help/2007-June/134096.html

Also the zoo package vignette has many examples of time
series manipulation.  After installing zoo, from within R:
library(zoo)
vignette("zoo")

On 7/2/07, Samit Shah <stoicsam at gmail.com> wrote:
> Hello,
> I just started using R last week and come from having used mostly SAS. I am
> using it more for data mining and analysis rather than technical statistics
> (just basic descriptive statistics). There are some things I want to get out
> of the data but I think I am stuck because a lack of understanding the
> language (and vectors too - i usually work in data frames). I have time
> series data of funds, their cashflows, the type of cashflow (3 levels), the
> specific date of the cashflow in addition to the fund year, fund size and
> the classification of fund. I want to be able to group the funds together by
> fund year and then group that subset by cashflow type or by fund size
> (summing the cashflow by type by fund year and fund id). It would be nice to
> see the distribution of fund sizes around specific vintage years as well as
> the ratio of calls to fund size for a given time period.
>
> Also, I would like to subtract the cashflow dates from the first cashflow
> date by fund and then group the funds by their cashflow date bucket and see
> how they compare to each other (aggregating over cashflow type, etc)
>
> If there are good books that go more into the code with some illustrative
> examples, I would appreciate the title and/or reference info. I have found
> one online datamining source but it would be nice to get some more
> resources. If you know of any R training centers or professionals in London
> I can be put in touch with I would appreciate that too.
>
> Thanks,
> Samit
>
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