2. A Brief Course in R

  1. Bernhard Pfaff

Published Online: 30 OCT 2012

DOI: 10.1002/9781118477144.ch2

Financial Risk Modelling and Portfolio Optimization with R

Financial Risk Modelling and Portfolio Optimization with R

How to Cite

Pfaff, B. (2012) A Brief Course in R, in Financial Risk Modelling and Portfolio Optimization with R, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9781118477144.ch2

Author Information

  1. Invesco Global Strategies, Germany

Publication History

  1. Published Online: 30 OCT 2012
  2. Published Print: 28 DEC 2012

ISBN Information

Print ISBN: 9780470978702

Online ISBN: 9781118477144

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Keywords:

  • command line interface (CLI);
  • FRAPO;
  • graphical user interfaces (GUIs);
  • integrated development environments (IDEs);
  • R language

Summary

R is mainly a programming environment for conducting statistical computations and producing high-level graphics. This chapter begins with a briefing on the origin and development of R language. It provides the reader with some pointers on obtaining help and retrieving the relevant information for solving a problem at hand. R manuals cover different aspects of R and provide a useful introduction to R. The chapter provides an overview of R conferences that have taken place in the past and will most likely come around again in the future. It also presents some of the platform-independent graphical user interfaces (GUIs) and integrated development environments (IDEs). The chapter provides a concise introduction to the two flavours of class and method definitions in R. The first class and method mechanism is referred to as S3 and the second as S4. Finally, the chapter provides the listing of package FRAPO.

Controlled Vocabulary Terms

statistical methods