Introduction to R

Institute of Finance and Statistics

2024-09-17

Preface

The purpose of this tutorial is to introduce the software package R that is used during the lectures, in problem sets, and in the tutorials. The pdf version of these lecture notes is on the class website. The html version is better formatted and can be found here.

Some additional references and tutorials you might find helpful are:

• The online textbook Introduction to Econometrics with R
• Reference card for R commands
  
• Matlab/R reference
  
• The official introduction to R
  
• www.r-project.org
  
• An R-package for learning R: www.swirl.com
  
• A book project which covers also advanced issues such as “writing performant code” and “package development”: adv-r.had.co.nz
  
• Another excellent book: R for Data Science
  
• An introduction to statistical learning with R

Here are also links to more advanced tutorials:

• Introduction to data science
• Scraping the web using R
• Creating dynamic graphics

Why do we use R?

• R is free of charge and can be downloaded from https://cran.rstudio.com/
• The IDE RStudio for R is also free of charge and can be downloaded from
  https://rstudio.com/products/rstudio/download/#download
• R is equipped with one of the most flexible and powerful graphic routines available anywhere. For instance, check out one of the following repositories:
  • Clean Graphs
  • Publication ready plots
• Today, R is the de-facto standard for statistical science.