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

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Tue Jul 3 09:29:24 CEST 2007


>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.
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Hello Samit,

you might want to contact Patrick Burns: http://www.burns-stat.com/

Best,
Bernhard

>
>Thanks,
>Samit
>
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