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R

The statistical programming language

Example

# install.packages("gdata")
# install.packages("reshape")
# multi line comments go here 
library(gdata)
require(gdata)
library(reshape)
require(reshape)

getwd()
tab <- read.csv("~\\Desktop\\StatsList.csv", header= TRUE)
summary(tab)
clean <- subset(tab, !is.na(tab$ROC) & !is.na(tab$Earnings_Yield))

summary(clean)

quantile(clean$Earnings_Yield,(0:10)/10)
quantile(clean$ROC,(0:10)/10)


pass <- subset(clean, clean$Earnings_Yield >= 15 & clean$ROC > 25)
pass <- rename(pass, c("Greenblatt_Ranking" = "Grank", "Earnings_Yield" = "UEY"))
pass
head(pass)
summary(pass)

pass1 <- pass[ , which(names(pass) %in% c("EPIC", "MarketCap", "Grank", "ROC", "UEY"))]
pass1
summary(pass1)
pass2 <- pass1[order(pass1$Grank), ]
pass2

Grouping

# export Excel files in DIF format, they are more reliable
tab <- read.DIF("~\\Desktop\\StatsList.dif", header = TRUE,  transpose=TRUE)
summary(tab)

# group by sector, calculating its median RS_Month
agg <- aggregate(tab$RS_Month, by=list(sector=tab$Sector), FUN=median)
names(agg)[names(agg) =="x"] <- "RelStr" # rename the column "x" as "RelStr"
ordered <- agg[order(agg$RelStr),] # order by RelStr
ordered

Cygwin

Compiling R under Cygwin seems rather a no-goer as at 13-Nov-2011. You will need to install fortran. I tried the following
./configure --with-x=no
make
but it didn't work.
Author:  Mark Carter
Created: 13-Nov-2011
Updated: 29-Jan-2012