Resources

Portfolio Probe Cookbook

This contains examples of R code that you can run yourself. Just copy and paste the code into your R session. It is easy to modify the code to work with your own data.

Note to S+ Users: The following tasks are done in R — if you are using S+ instead, some commands might be slightly different. However, Portfolio Probe commands will be identical.

1. Data Basics

Read data into R

Here are recipes of getting data into R.

Both of the above assume that the data are of a rectangular form. In the unlikely event you have non-rectangular data to read in, that is possible as well but the best way to do that depends on the form of your data.

8. C++ and Portfolio Probe

It is possible to call the R functions in Portfolio Probe from C++.

9. R Notes

This page shows how to do specific things in R.