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## Building Blocks of Skill Sets for Financial Quants.

# Welcome to Quant Lego !

## The ultimate place for building necessary skill sets !

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## Import data from Excel into R using RODBC package

## Simple Handling of Data Frame in R

## A Starting Tutorial for R Beginners

## Filtering index of vectors in R

## R in Time Series: Holt-Winters Smoothing and Forecast

## R in Time Series: White Noise and Random Walk

## Eclipse as IDE for R Programming

## Customize environment in R

## R in Time Series: Intersection between two data series

## Quick Start with R Programming

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7ads6x98yMath • Coding • Market

- Introduction to R Language

Views (708) | Comments (0) | Dec 01, 2014

- Economics Basics: A Tutorial

Views (167) | Comments (0) | Nov 11, 2013

- Quick Start with R Programming

Views (154) | Comments (0) | Dec 19, 2014

- Introduction to Autoregressive models

Views (68) | Comments (0) | Nov 24, 2014

- Write R Output to Text File

Views (62) | Comments (0) | Nov 07, 2014

- Import Data From SQL Server Into R Using RODBC Package

Views (61) | Comments (1) | Nov 01, 2013

- Liquefied Natural Gas (LNG)

Views (48) | Comments (2) | Nov 30, 2013

- Stochastic Calculus Key Notes - General Probability Theory

Views (45) | Comments (0) | Nov 13, 2014

- Eclipse as IDE for R Programming

Views (45) | Comments (0) | Oct 30, 2013

- A Latex Template for Technical Article

Views (45) | Comments (0) | Nov 07, 2013

This tutorial talks about how to import data from Excel into R using the RODBC package. The R's RODBC package is generally used to import data from SQL database into R. However, this package can also be used to import data from Excel into R. The functions provided in the…

Some simple handling of data frame in R are demonstrated in this tutorial.

As a starting tutorial for R beginners, this article lists some basic and commonly used R commands.

This short tutorial talks about filtering index of vectors in R. Lets start with an example:

R

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | > x<-c(5,2,-3,8) > w<-x[x^2>8] > w [1] 5 -3 8 > x<-c(6,1:3,NA,12) > x [1] 6 1 2 3 NA 12 > x[x>5] [1] 6 NA 12 > subset(x,x>5) [1] 6 12 > x[which(x>5)] [1] 6 12 |

This tutorial tells about how to do Holt-WInters smoothing and forecast in R. 1 Basics of Holt-Winters method 1.1 Additive model where , , and are the estimated level, slope, and seasonal effect at time t, and , , and are the smoothing parameters.

This tutorial introduces white noise and random walk. 1 White Noise 1.1 Motivation When we fit mathematical models to time series data, if the model captured most of the deterministic features of the time series, the residual error series should appear to be a realization of independent random variable from some…

In this tutorial, a step-by-step instruction is presented about how to use Eclipse as IDE for R programming, through StatET, the specific plugin for R language. Background Eclipse is an open source Integrated Development Environment (IDE). As with Microsoft's Visual Studio product, Eclipse is programming language-agnostic and supports any language…

This tutorial talks about how to customize environment in R. In R, users can customize their environment in several different ways. 1 Site initialization file The site initialization file contain the commands that you want to execute every time R is started under your system. The location of this file is…

This tutorial tells a tip of R in time series: extract intersection between two data series.

This tutorial helps you quickly learn how to do R programming. 1 Must-know prelimibaries for learning R 1.1 Get helps in R To get help on a function or a dataset: ?function_name <==> help(function_name) For example, ?mean is equivalent to help(mean) To find functions using a keyword ??keyword <==>…