Introducao ao r

AN INTRODUCTION TO THE R PROGRAMMING LANGUAGE WITH APPLICATIONS IN FINANCE AND ECONOMETRICS PART ONE: BASICS ON R INTRODUCTION What is R? How to obtain R? Help and documentation in R Default system and R settings Working directory. Saving the session and variables Packages manipulation WORKING WITH DATA Basic manipulation: importing data from different platforms, exporting data, etc Vectors, arrays, matrices, dataframes, lists, S3 class, S4 class Working with different objects and dates Accessing variables and managing subsets of data Simple functions: apply, lapply, sapply commands PLOTTING WITH R The R function plot Multiple plots in one graph (one axis, both axis) Useful graphics: box plot, pie graphs, etc Multiple graphs in one panel Time series plot R colors Saving plots: postscript, pdf, jpeg PROGRAMMING WITH R General programming (looping, conditional statements , etc) Programming functions REGRESSION IN R OLS/GLS/WLS Interpreting the results Heterocedasticity tests Residual tests Quantile regression Non linear LS Robust regression Two stage LS NUMERICAL OPTIMIZATION Built-in functions Linear programming Integration

EXPLORING RStudio INTERFACE Dealing with packages Writing LATEX document within RStudio Working with project in RStudio Updating LATEX document from RStudio Other facilities BIBLIOGRAPHY       W. John Braun and Duncan J. Murdoch. A First Course in Statistical Programming with R. Cambridge University Press, Cambridge, 2007. ISBN 978-0521872652. Jonathan D. Cryer and Kung-Sik Chan. Time Series Analysis with Applications in R. Springer, New York, 2008. ISBN 978-0-387-75958-6. Julian J. Faraway. Linear Models with R. Chapman & Hall/CRC, Boca Raton, FL, 2004. ISBN 1-584-88425-8. John Maindonald and John Braun. Data Analysis and Graphics Using R. Cambridge University Press, Cambridge, 2nd edition, 2007. ISBN 978-0-521-86116-8 John Verzani. Using R for Introductory Statistics. Chapman & Hall/CRC, Boca Raton, FL, 2005. ISBN 1-584-88450-9 Alain