SPlus
Jan 30, 2008 in SPlus
We used SPlus in my time series class (along with the FinMetrics module) and I hope to be using it again soon.  Students can get SPlus completely free from the publisher . SPlus began as R, which is still available free, so there are many similaties. (R can be downloaded here, and I love the graphics gallery!)
SPlus is the one of the only software programs I have ever seen that has completely free reference guides and online books. See them here
Here is a document by Eric Zivot, prolific author on financial modeling using SPlus/Finmetrics, on market risk modeling using SPlus.
The title of this document, S for the Unwilling, still cracks me up. This is a tutorial to both SPlus and R, and the author uses ‘S’ to refer to either.
Eric Zivot’s book about finmetrics can be ordered from Amazon or here, and it also comes with the finmetrics package from insightful.com when you buy it. His site has lots of SPlus resources, including (!!) poetry about S. (Actually, this is not poetry but an excellent overview by the author of S for the Unwilling, and does not seem to contain any poetry or even limericks, quatrains or couplets about S.) He also has an archived webinar that I have not had a chance to view yet.Â