R Book Advice Needed

Cody:

Think you might have asked the question for me Neil.

I do time series analysis of return data in finance.

I will be creating a factor model based on PCA
Or Single Value Decomposition to get Eigenvectors 
Of the correlation matrix (tends to work better for finance data
Than covariance).

From there will be doing style analysis, some optimization,

Regime switching, co-intregration testing and some
Statistical Process Control charting such as CUSUM.

Ultimately, what I learned over the years with statistics,
visualization is critical for my end-users. The don't
care what cluster method I use, be it Hierarchical
or Rosseau' newer methods such as Fanny, which
I find more robust.

In end I need practical stuff: as a programmer on 
Data types, data structures and even how to format and read in
Data.

So that's basically stuff I will be doing.

Neil

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cody_Hamilton at edwards.com
Sent: Tuesday, June 12, 2007 6:36 PM
To: r-help at stat.math.ethz.ch
Subject: Re: [R] R Book Advice Needed



Alain,

Can you tell us what you plan to use R for?

Regards,
-Cody

ngottlieb at marinercapital.com a ?crit :

I am new to using R and would appreciate some advice on which books to 
start with to get up to speed on using R.

My Background:
1-C# programmer.
2-Programmed directly using IMSL (Now Visual Numerics).
3- Used in past SPSS and Statistica.

I put together a list but would like to pick the "best of"
and avoid redundancy.

Any suggestions on these books would be helpful (i.e. too much 
overlap, porly written etc?)

Books:
1-Analysis of Integrated and Co-integrated Time Series with R (Use R) 
- Bernhard Pfaff 2-An Introduction to R - W. N. Venables
3-Statistics: An Introduction using R - Michael J. Crawley 4-R 
Graphics (Computer Science and Data Analysis) - Paul Murrell 5-A 
Handbook of Statistical Analyses Using R - Brian S. Everitt 
6-Introductory Statistics with R - Peter Dalgaard 7-Using R for 
Introductory Statistics - John Verzani 8-Data Analysis and Graphics 
Using R - John Maindonald; 9-Linear Models with R (Texts in 
Statistical Science) - Julian J.
Faraway
10-Analysis of Financial Time Series (Wiley Series in Probability and 
Statistics)2nd edition - Ruey S. Tsay

Thanks.

Neil Gottlieb

Cody Hamilton, PhD
Edwards Lifesciences
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