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

Joshua Reich josh at gghc.com
Tue Jul 3 14:52:48 CEST 2007

Although I have been using R for a while, "Econometrics in R" gave me
the best introduction to the language, especially in terms of learning
how to group, select and sort data. See
http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf -
section 2.1 in particular for selecting specific rows or columns from a
matrix (e.g., wealth[wealth$year==1980,]). From there, the various
'apply' functions can be used to perform custom aggregations on your



-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Samit Shah
Sent: Monday, July 02, 2007 6:37 PM
To: R-SIG-Finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] New to R . .

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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