[R-SIG-Finance] recommended books

Stefan Janse van Rensburg sjansevanrensburg at gmail.com
Fri Jun 26 20:34:19 CEST 2009


Dear list,

I apologise for the fact that this is somewhat off topic, but I wanted
to know if the list could recommend some good books on R. My colleague
is new to both statistics and R and I would like to get him something
to ease the "steep"-learning curve. His knowledge of statistics is
quite limited, but being a PHD in applied maths I do not want to get
anything that will insult his intelligence.

Is Modern Applied Statistics with S still a good bet? I used it a few
years back and thought it was an excellent guide. I was, however,
already proficient with R and I'm not sure how good it would be for a
novice. Also, our work is mostly concerned with econometrics / time
series.

Apart from that, I am personally in need of a book covering state
space methods in time series analysis, possibly with applications
covering dynamic latent factor models. My preference would be for an
applied type book, especially one using R.

Any and all comments are welcome.

Kind regards,

Stefan Janse van Rensburg



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