STATISTICAL ANALYSIS of FINANCIAL DATA

in S-Plus (and now in R)


Table of Contents

The Accompanying S-Plus Library "safd"  for Windows

Includes the data sets and the S-Plus functions used in the book, To be used with S-Plus, but does not require S+FinMetrics !

The R Library " Rsafd

This R library includes all the data sets mentioned in the book, and provides R functions to perform all the analyses and homework problems of the book. An extensive set of help files (with examples) is also provided. Dowload the version appropriate for your platform
  • Library Rsafd for Windows (updated 2/14/2008)
  • Library Rsafd for Mac (updated 2/14/2008)
  • Library Rsafd for Linux 32
  • Library Rsafd for Linux 64 (updated 2/14/2008)
Ucompress the file, and save it in the library subdirectory of your R installation.
If you plan to use Rsafd with the book, you may want to take a look at the file FromStoR explaining the differences you will face. I will update this file regularly.
 Book Cover Image