Having worked just a little with R, I have some first impressions to share. I’ll give you some links to resources I found helpful with writing the previous project.
First, the documentation is not very good. I struggled on previous attempts to figure things out. I still find it crap shoot when I Google, looking for an answer. Luckily I found a book with a good primer on things.
Second, really, foo.bar is an acceptable variable name?!? For the longest time I thought I was missing something looking at examples until I realized that “bar” was not a property on an object “foo.” foo.bar is just a variable/object name and if you have another object named “foo” the two are not related. Still makes my head hurt.
2.5 — I can access properties on an object with $. Seems like an odd choice.
6 Data frames are neat. This took me longer to understand because of #2 than it should have. To me, it really looks like a hash object containing arrays of equal length. It helped to to think of them as plain “object” types from Actionscript — accessing columns in multiple ways like DF$column, or DF[,”column”] is very similar to obj.property or obj[“property”] is AS.
5 I still don’t understand the mechanics behind the scenes though. Why when I accessed properties in the Time Series object did I have to use obj[,”property”] instead of obj$property? When I look at the structure (str() function — I like) the types are different. Something is going on, but I don’t know what.
5.1 How does scoping work with variables in functions? If I don’t delete variables inside the function, do they get garbage collected?
6 Many ways to do things. The two packages I used relied on 2 different types of time series collections. That threw me for a loop. Luckily I got it to work. In one iteration of code I was casting things back and forth using the as.<type>() functions.
7 head() and str() functions are great. Wish I knew about them when I started. I saw them in some examples about half way though the project.
8 R needs better default output and publishing tools. I can easily get information overload from SAS and have it in nicely formatted HTML, PDF, RTF, XML, Excel, etc. I would love to see an equivalent in R.
Well, I ranted enough on that.
Here is the honor roll of helpful resources:
- Option Pricing and Estimation of Financial Models with R Stefano M Iacus. I actually ready this cover to cover on my plane trip last week. The appendix was the most helpful tool I had for the project.
- Time Series Analysis with R -Part I, Walter Zucchini, Oleg Nenadi´c. I need to reread this free PDF. I skimmed it and it’s examples helped me learn how charting works.
- Producing Simple Graphs with R Frank McCown. Another helpful site for graphics.
- Quick-R. Excepts from the book R in Action. I plan on buying this in the near future.
- I also have The R Book by Michael J. Crawley. The sheer size of this is daunting, but I am hoping that it will become a go to resource (and maybe answer some of my questions). It didn’t make the trip with me because of it’s size.