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Programming with R

Current Issues

8.10.2024:

The course Programming with R will take place in the winter semester 2024/2025 in attendance in the room CIP-Pool (RWL U01 rechts).

The course will take place on four Fridays in November:

  • 8/11,   8:30 - 12:00 and 14:00 - 17:30.
  • 15/11, 8:30 - 12:00 and 14:00 - 17:30.
  • 22/11, 8:30 - 12:00 and 14:00 - 17:30.
  • 29/11, 8:30 - 12:00 and 14:00 - 17:30.

Teaching materials will be made available via the associated GRIPS course, which will also be used to communicate all organisational matters.



Course Contents

PROGRAMMING WITH R

DESCRIPTION

This course teaches basic skills in the use of the free software R. This provides a flexible and user-friendly programming environment and language, which is particularly suitable for statistical data analysis, the creation of scientific graphics and for simulations. The R software is now a widely used tool in many subject areas (New York Times article). In addition to teaching the R-specific syntax, the foundation is laid in particular for independent data analysis. Programming skills acquired in this course can also be helpful for learning other common programming environments, such as Python, Matlab, Gauss, Ox, Stata etc.

OUTLINE

1. Installation, user interface

2. R basics and handling of data sets

3. Graphics and data visualisation

4. Flow control (loops etc.)

5. Statistical evaluation, regression analysis

6. Numerical optimisation

7. Efficient programming

8. Statistical simulations

9. Creating your own R packages

LITERATURE

Kleiber, C. und Zeileis, A. (2004). Applied Econometrics with R. Springer.

Ligges, U. (2008). Programmieren mit R. Springer. 

Additional literature

Vinod, H. (2008). Hands-on Intermediate Econometrics using R. World Scientific.

Everitt, B. (2005). An R and S-PLUS® Companion to Multivariate Analysis. Springer. 

Chambers, J. M. (2008). Software for Data Analysis - Programming with R. Springer. 

TARGET GROUP / PREREQUISITES

The course can be included as an elective course in both the Bachelor's and Master's degree programmes (2 ECTS) as well as in the IT training accompanying the degree programme (Studienbegleitende IT-Ausbildung). Together with Programming in EViews (Prof. Dr. Knoppik) and Introduction to Data Analysis with STATA (Prof. Dr. Lea Cassar), the course is also part of a 3-course package (Programmieren für die Volkswirtschaftslehre) that can be added to the Bachelor's specialisation module Empirical Economic Research. 

Alternatives to a certificate of achievement in Flexnow are a graded certificate (without the possibility of entry in FlexNow) or an ungraded certificate as proof of attendance in the course.  

Prerequisite for participation in the course is basic econometric knowledge, such as that taught in Econometrics I, but no programming knowledge.

GRADING

The overall grade of the course results from an exam on the computer. Passing the exam no worse than 4.0 is required to pass the course.


Downloads

The material relevant to the course is provided in the GRIPS Programming with R course. Below is the collection of old codes and data, but these are no longer of immediate relevance to the course.

Lecture/Exercises Solutions Other
01_Introduction 01_Introduction Data (Folder: PMR.zip)
02_Objects 02_Objects Africa.xls ALQ_Kreisebene.xls 
03_Graphics 03_Graphics Growth.txt (Kla. WS10/11) kreise.xls
04_Data_Analysis 04_Data_Analysis (Rmarkdown) Kenya.txt, Wheat.txt, CPS1985.RData
05_Flow_Control 05_Flow_Control Bund09.csv, dataUS.csv, hoabs.txt
06_Regression 06_Regression ophpbs.txt, cnp160v.txt, DAXdaily.csv
07_Monte_Carlo 07_Monte_Carlo MASchools.csv (für Klausur WS12/13)
08_Optimizaion 08_Optimization

btw.rdata (Klausur WS17/18)

FunktMin.RData

09_Bootstrap 09_Bootstrap Tutorials
10_Efficiency 10_Efficiency Scoping, Multivariate Data Analysis
K_Packages ARMA_Bruchtest, Time Series
L_Summary Geomapping, Graphics II
M_List_of_Functions
Altklausuren Links
WS09/10 Google's R Style Guide
WS10/11 100 most downloades R Packages
WS11/12 Tutorials for Shiny, ggplot2 and dplyr
WS13/14 IQUIT R Video Series
WS14/15 Wickhams Book
WS15/16 Wekaleam Studios
WS16/17
WS17/18

Appointments and Rooms

Schedule

Course Friday 8:30-12:00 & 14:00-17:30 CIP-Pool (RWL U01 rechts) Adrian Drexel

08.11.24, 15.11.24, 22.11.24, 29.11.24



  1. Faculty of Business, Economics and Management Information Systems
  2. Department of Economics

Chair of Econometrics