The Basics of S and S-PLUS

The Basics of S and S-PLUS

Author: Andreas Krause

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 252

ISBN-13: 1475727518

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The basics of S-PLUS written in a clear style at a level suitable for people with little computing or statistical knowledge. Unlike the S-PLUS manuals, this is not comprehensive, but instead introduces the most important ideas of S-PLUS by way of many examples. Each chapter also includes a collection of exercises which are accompanied by fully worked-out solutions and detailed comments. The whole is rounded off with practical hints on how efficient work can be performed in S-PLUS, and is thus well-suited for self-study and as a textbook.


An Introduction to S and S-plus

An Introduction to S and S-plus

Author: Phil Spector

Publisher: Cengage Learning

Published: 1994

Total Pages: 0

ISBN-13: 9780534198664

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To encourage effective self-study and hands-on experimentation, the author accompanies his presentation of every concept with an example, either using data sets that are distributed with S or easily created from them. It should not be necessary to enter any data to recreate the examples in the book.


The Basics of S-PLUS

The Basics of S-PLUS

Author: Andreas Krause

Publisher: Springer Science & Business Media

Published: 2007-11-24

Total Pages: 432

ISBN-13: 0387227083

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In a clear style the most important ideas of S-PLUS are introduced through the use of many examples. Each chapter includes a collection of exercises, fully worked-out solutions and detailed comments.


Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM

Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM

Author: Bernd Scherer

Publisher: Springer Science & Business Media

Published: 2007-09-05

Total Pages: 422

ISBN-13: 038727586X

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In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.


Modeling Financial Time Series with S-PLUS

Modeling Financial Time Series with S-PLUS

Author: Eric Zivot

Publisher: Springer Science & Business Media

Published: 2013-11-11

Total Pages: 632

ISBN-13: 0387217630

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The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.


S Programming

S Programming

Author: William Venables

Publisher: Springer Science & Business Media

Published: 2000-04-20

Total Pages: 284

ISBN-13: 9780387989662

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Written by the bestselling authors of "Modern Applied Statistics with S-Plus", this book provides an in-depth guide to writing software in the S language under the commercial S-PLUS and the Open Source R systems. The book is geared to those with some knowledge of the S language who want to use it more effectively.


Analyzing Medical Data Using S-PLUS

Analyzing Medical Data Using S-PLUS

Author: Brian Everitt

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 488

ISBN-13: 1475732856

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Each chapter consists of basic statistical theory, simple examples of S-PLUS code, plus more complex examples of S-PLUS code, and exercises. All data sets are taken from genuine medical investigations and will be available on a web site. The examples in the book contain extensive graphical analysis to highlight one of the prime features of S-PLUS. Written with few details of S-PLUS and less technical descriptions, the book concentrates solely on medical data sets, demonstrating the flexibility of S-PLUS and its huge advantages, particularly for applied medical statisticians.


Statistical Analysis of Financial Data in S-Plus

Statistical Analysis of Financial Data in S-Plus

Author: René Carmona

Publisher: Springer Science & Business Media

Published: 2006-04-18

Total Pages: 456

ISBN-13: 0387218246

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This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.