R

It is becoming a standard tool for advanced dealing with empirical data, also in finance.

Some good things about R

• It is freely available for download from the internet, and can be installed on a wide range of operating systems, such as Windows, Mac OS, Unix, etc.
• There is a large number of packages available for specialized purposes, also freely dowloadable from the web.

• It is command-driven, and learning to use it to its full extent takes some time and effort.
• The documentation is comprehensive, but not always easy to navigate. It is sometimes necessary to do a bit of googling before one finds examples of how somebody else has peformed a particular task.

Lectures

• Lecture
• Lecture Slides

R issues

• Calculating Returns
  • example
  • Example slides

R examples

• example.R Examples shown on lecture
• setup.R Example of setup file, installing all packages.

Data

• aker.txt
• read_aker.R Time series examples (from lecture)

Links

• CRAN The Comprehensive R Archive Network Go here to dowload and install the program, get additional packages etc.
• http://blog.revolutionanalytics.com/ - a blog for R in analytical usage

• A guide to using R for working with data, regression analysis, and plotting by Grant V. Farnsworth.
• Working with Financial Time Series Data in R , by Eric Zivot, Dept Econ, U Wash