Scribd
Upload
385 views

Data Analysis & Visualization With R

This document discusses R, an open source programming language for data analysis and visualization. It describes what R is, common object types like vectors and lists, operations like subsetting and arithmetic, functions and libraries, accessing and graphing data, time series analysis, and packages for financial analysis.

Uploaded by

Shri
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
385 views

Data Analysis & Visualization With R

This document discusses R, an open source programming language for data analysis and visualization. It describes what R is, common object types like vectors and lists, operations like subsetting and arithmetic, functions and libraries, accessing and graphing data, time series analysis, and packages for financial analysis.

Uploaded by

Shri
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 14

Data analysis & Visualization with R

Shree Joshi twitter:@2joshis

Image Credit: waveking1/flickr

What is R ?
R is an integrated suite of software facilities for data manipulation, calculation and graphical display.
It includes an effective data handling and storage facility, a suite of operators for calculations on arrays, in particular matrices, a large, coherent, integrated collection of intermediate tools for data analysis, graphical facilities for data analysis and display either on-screen or on hardcopy, and a well-developed, simple and effective programming language which includes conditionals, loops, user-defined recursive functions and input and output facilities.

Objects/Symbols
Everything in R is an object Common Object Types
Vector - collection of same type of objects
> c(1:10) [1] 1 2 3 4 5 6 7 8 9 10 >even <- seq(from=2,to=10,by=2) >odd <-seq(from=1,to=10,by=2) >ifelse(rep(c(0,1),times=2),odd,even) >sort(c(even,odd)) * c(1,2)

List - collection of dissimilar objects


>address <- list(door=1,street="infinity loop",city="cupertino",dimension=c(1:3))

>address$door [1] 1 > address$street >[1] "infinity loop" >address$dimension >[1] 1 2 3

Objects/Symbols
Factors Ordered and unordered, similar to Enum Matrix two dimensional vector of same type data.frame Tables with columns of different object types array Timeseries

Operations
Subsetting Data
> c <- (1:10) > c [1] 1 2 3 4 5 6 7 8 9 10 > c[c<5] [1] 1 2 3 4

> c[-(1:2)] [1] 3 4 5 6 7 8 9 10

Arithmetic
>c*2
[1] 2 4 6 8 10 12 14 16 18 20

Operations
> x <- cbind(1:10) >x [,1] [1,] 1 [2,] 2 [3,] 3 [4,] 4 [5,] 5 [6,] 6 [7,] 7 [8,] 8 [9,] 9 [10,] 10 > apply(x,2,sum) [1] 55 > foo <- list(a=1:10,b=11:20) > lapply(foo,sum) > sapply(foo,sum)

Functions/Libraries
> foo <- function(x) { x*x} > foo function(x) { x*x} > foo(2) [1] 4

CRAN Package Repository

Accessing Data with R


Reading/Writing Data
CSV/Text Files
foo <-read.csv("D:/shree/R/rprojects/5el/cm26JUL2012bhav.csv",strip.white=TRUE)

foo2 <subset(foo,SERIES="EQ",select=c("SYMBOL","OPEN","HIGH","LOW","CLOSE","PREVCLOSE")) foo3<-cbind(foo2,change=(foo2$CLOSE-foo2$PREVCLOSE)/foo2$PREVCLOSE) summary(foo3$change)


breaks<-seq(from=-0.1,to=0.1,by=0.02)

f<-cut(foo3$change,breaks) Summary(f)

Databases, Excel, Rcpp Web readHTMLTable(), XML,JSON

Graphing
plot(foo3$change,col=seagreen) hist(foo3$change,breaks=50,col='seagreen') plot(foo3$change,col='seagreen',type='h')

Time series
Sequence of Orderes Data points in time
Regularly spaced Irregularly spaced

ts - regularly spaced time series mts - multiple regularly spaced time series its - irregularly spaced time series timeSeries - default for Rmetrics packages fts - R interface to tslib (c++ time series library) zoo - reg/irreg and arbitrary time stamp classes xts - an extension of the zoo class

Packages for Financial Analysis

Slide Credit: Guy Yollin

Blotter Flow

Slide Credit: Guy Yollin

QuantStrat

Slide Credit: Guy Yollin

Acknowledgements
Guy Yollin R Cookbook R in a Nutshell

You might also like