Resources for R
Resources for R
R program:
http://cran.r-project.org/ Main R web page
https://www.rstudio.com/products/rstudio/ Convenient GUI for R
https://mran.microsoft.com/open/ (formerly Revolution R Open)
Update base R
install.packages('installr')
library(installr)
updateR()
R Manuals:
R Introduction (read these documents!):
R Description of tools and packages to tackle “tasks”:
Econometrics and Time Series with R
Time series objects
R for Data Science - handbook
https://www.rmetrics.org/
Matrix and vector instructions
R time series textbook with examples and a package (Shumway and Stoffer)
R book - Statistics and Data Analysis for Financial Engineering with R Examples (Ruppert and Matteson)
R for Time Series Analysis:
Econometrics course with R
Packages for options and time series applications
https://cran.r-project.org/web/packages/fOptions/
https://cran.r-project.org/web/views/Finance.html
https://cran.r-project.org/web/views/TimeSeries.html
https://www.rmetrics.org
Sign restricted VARs
https://mpra.ub.uni-muenchen.de/68429/
https://www.rdocumentation.org/packages/VARsignR/versions/0.1.3/topics/fp.target
## Installing packages to directory with read/write access
## A package is a collection or group of objects that R can use.
## A package might contain functions, data frames, or other objects,
## such as dynamically loaded libraries (DLLs) of compiled code.
## Often, the terms package and library are used interchangeably.
## R configure_default.R (no longer needed ver 3.4) library(utils)
## Using Internet Explorer proxy settings is often helpful in IT controlled environment (no longer needed) setInternet2(TRUE)
## To Install R packages on a lab machine, we need to use a folder such as u:\R_package,## for which we have read/write access. The commands are:
## Set default directory for user installed packages, but first create the folder u:\R_package using Windows explorer.
.libPaths(c("u:\\R_package", .libPaths()))
## Pre-select my nearest CRAN mirror in Kansas
options(repos='http://rweb.quant.ku.edu/cran/')
## To install package fPortfolio, for example:
install.packages("fPortfolio",lib="u:\\R_package")
## To load the package at the start of your R program:
library("fPortfolio", lib.loc="u:\\R_package")
## To view an alphabetical list of libraries available in R, type
library().
## To view an alphabetical list of packages available in R, type
search().
## Each time that you start R, run this command to make this directory the default for additional ## packages to install, and put it at the front of search path:
.libPaths(c("u:\\R_package", .libPaths()))
To update packages after upgrading R:
For most people the best thing to do is to uninstall R (see the previous Q), install the new version, copy any installed packages to the library folder in the new installation, run update.packages(checkBuilt=TRUE, ask=FALSE) in the new R and then delete anything left of the old installation. Different versions of R are quite deliberately installed in parallel folders so you can keep old versions around if you wish.
For those with a personal library (folder R\win-library\x.y of your home directory, R\win64-library\x.y on 64-bit builds), you will need to update that too when the minor version of R changes (e.g. from 3.0.2 to 3.1.0). A simple way to do so is to copy (say) R\win-library\3.0 to R\win-library\3.1 before running update.packages(checkBuilt=TRUE, ask=FALSE).
Example of graphics R:
library(graphics)
example(plot)
example(barplot)
example(boxplot)
example(dotchart)
example(coplot)
example(hist)
example(fourfoldplot)
example(stars)
example(image)
example(contour)
example(filled.contour)
example(filled.contour)
example(persp) **