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<!DOCTYPE html>
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<title>Chapter 8 高效率编程 | R语言玩转金融与体彩数据分析</title>
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<li><a href="./">R语言玩转金融与体彩数据分析</a></li>
<li class="divider"></li>
<li class="chapter" data-level="1" data-path="index.html"><a href="index.html"><i class="fa fa-check"></i><b>1</b> 前言</a></li>
<li class="chapter" data-level="2" data-path="intro.html"><a href="intro.html"><i class="fa fa-check"></i><b>2</b> 介绍</a>
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<li class="chapter" data-level="2.1" data-path="intro.html"><a href="intro.html#r语言与rstudio"><i class="fa fa-check"></i><b>2.1</b> R语言与RStudio</a></li>
<li class="chapter" data-level="2.2" data-path="intro.html"><a href="intro.html#shiny应用"><i class="fa fa-check"></i><b>2.2</b> Shiny应用</a></li>
<li class="chapter" data-level="2.3" data-path="intro.html"><a href="intro.html#调用其它语言程序"><i class="fa fa-check"></i><b>2.3</b> 调用其它语言程序</a></li>
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<li class="chapter" data-level="3" data-path="analytics.html"><a href="analytics.html"><i class="fa fa-check"></i><b>3</b> 数据分析</a>
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<li class="chapter" data-level="3.1" data-path="analytics.html"><a href="analytics.html#读存数据"><i class="fa fa-check"></i><b>3.1</b> 读存数据</a>
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<li class="chapter" data-level="3.1.1" data-path="analytics.html"><a href="analytics.html#本地文件"><i class="fa fa-check"></i><b>3.1.1</b> 本地文件</a></li>
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<li class="chapter" data-level="3.2.1" data-path="analytics.html"><a href="analytics.html#普通采集"><i class="fa fa-check"></i><b>3.2.1</b> 普通采集</a></li>
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<li class="chapter" data-level="3.3.3" data-path="analytics.html"><a href="analytics.html#列表与嵌套数据"><i class="fa fa-check"></i><b>3.3.3</b> 列表与嵌套数据</a></li>
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<li class="chapter" data-level="4" data-path="stats.html"><a href="stats.html"><i class="fa fa-check"></i><b>4</b> 统计模式</a>
<ul>
<li class="chapter" data-level="4.1" data-path="stats.html"><a href="stats.html#基本统计学"><i class="fa fa-check"></i><b>4.1</b> 基本统计学</a>
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<li class="chapter" data-level="4.1.1" data-path="stats.html"><a href="stats.html#线性模型"><i class="fa fa-check"></i><b>4.1.1</b> 线性模型</a></li>
<li class="chapter" data-level="4.1.2" data-path="stats.html"><a href="stats.html#广义型线性模型"><i class="fa fa-check"></i><b>4.1.2</b> 广义型线性模型</a></li>
<li class="chapter" data-level="4.1.3" data-path="stats.html"><a href="stats.html#最优模型选择"><i class="fa fa-check"></i><b>4.1.3</b> 最优模型选择</a></li>
</ul></li>
<li class="chapter" data-level="4.2" data-path="stats.html"><a href="stats.html#高级统计学"><i class="fa fa-check"></i><b>4.2</b> 高级统计学</a>
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<li class="chapter" data-level="4.2.1" data-path="stats.html"><a href="stats.html#极大似然估计"><i class="fa fa-check"></i><b>4.2.1</b> 极大似然估计</a></li>
<li class="chapter" data-level="4.2.2" data-path="stats.html"><a href="stats.html#蒙地卡罗"><i class="fa fa-check"></i><b>4.2.2</b> 蒙地卡罗</a></li>
<li class="chapter" data-level="4.2.3" data-path="stats.html"><a href="stats.html#马尔可夫链"><i class="fa fa-check"></i><b>4.2.3</b> 马尔可夫链</a></li>
<li class="chapter" data-level="4.2.4" data-path="stats.html"><a href="stats.html#隐马尔可夫链"><i class="fa fa-check"></i><b>4.2.4</b> 隐马尔可夫链</a></li>
<li class="chapter" data-level="4.2.5" data-path="stats.html"><a href="stats.html#贝叶斯分析"><i class="fa fa-check"></i><b>4.2.5</b> 贝叶斯分析</a></li>
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<li class="chapter" data-level="4.3" data-path="stats.html"><a href="stats.html#统计学程序包"><i class="fa fa-check"></i><b>4.3</b> 统计学程序包</a></li>
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<li class="chapter" data-level="5" data-path="finance.html"><a href="finance.html"><i class="fa fa-check"></i><b>5</b> 金融交易</a>
<ul>
<li class="chapter" data-level="5.1" data-path="finance.html"><a href="finance.html#金融交易"><i class="fa fa-check"></i><b>5.1</b> 金融交易</a>
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<li class="chapter" data-level="5.1.1" data-path="finance.html"><a href="finance.html#金融交易介绍"><i class="fa fa-check"></i><b>5.1.1</b> 金融交易介绍</a></li>
<li class="chapter" data-level="5.1.2" data-path="finance.html"><a href="finance.html#金融数据"><i class="fa fa-check"></i><b>5.1.2</b> 金融数据</a></li>
<li class="chapter" data-level="5.1.3" data-path="finance.html"><a href="finance.html#金融交易统计模型介绍"><i class="fa fa-check"></i><b>5.1.3</b> 金融交易统计模型介绍</a></li>
</ul></li>
<li class="chapter" data-level="5.2" data-path="finance.html"><a href="finance.html#单变量统计模型"><i class="fa fa-check"></i><b>5.2</b> 单变量统计模型</a>
<ul>
<li class="chapter" data-level="5.2.1" data-path="finance.html"><a href="finance.html#lassoelasticnetridge模型"><i class="fa fa-check"></i><b>5.2.1</b> LASSO、ElasticNet、RIDGE模型</a></li>
<li class="chapter" data-level="5.2.2" data-path="finance.html"><a href="finance.html#arima模型"><i class="fa fa-check"></i><b>5.2.2</b> Arima模型</a></li>
<li class="chapter" data-level="5.2.3" data-path="finance.html"><a href="finance.html#指数平滑法"><i class="fa fa-check"></i><b>5.2.3</b> 指数平滑法</a></li>
<li class="chapter" data-level="5.2.4" data-path="finance.html"><a href="finance.html#garch模型"><i class="fa fa-check"></i><b>5.2.4</b> GARCH模型</a></li>
</ul></li>
<li class="chapter" data-level="5.3" data-path="finance.html"><a href="finance.html#多变量统计模型"><i class="fa fa-check"></i><b>5.3</b> 多变量统计模型</a>
<ul>
<li class="chapter" data-level="5.3.1" data-path="finance.html"><a href="finance.html#garch模型-1"><i class="fa fa-check"></i><b>5.3.1</b> GARCH模型</a></li>
<li class="chapter" data-level="5.3.2" data-path="finance.html"><a href="finance.html#section"><i class="fa fa-check"></i><b>5.3.2</b> </a></li>
</ul></li>
<li class="chapter" data-level="5.4" data-path="finance.html"><a href="finance.html#高频率交易模型"><i class="fa fa-check"></i><b>5.4</b> 高频率交易模型</a>
<ul>
<li class="chapter" data-level="5.4.1" data-path="finance.html"><a href="finance.html#seasonal-arima"><i class="fa fa-check"></i><b>5.4.1</b> Seasonal ARIMA</a></li>
<li class="chapter" data-level="5.4.2" data-path="finance.html"><a href="finance.html#midas模型"><i class="fa fa-check"></i><b>5.4.2</b> MIDAS模型</a></li>
<li class="chapter" data-level="5.4.3" data-path="finance.html"><a href="finance.html#midas-garch"><i class="fa fa-check"></i><b>5.4.3</b> MIDAS-GARCH</a></li>
<li class="chapter" data-level="5.4.4" data-path="finance.html"><a href="finance.html#garch模型-2"><i class="fa fa-check"></i><b>5.4.4</b> GARCH模型</a></li>
</ul></li>
<li class="chapter" data-level="5.5" data-path="finance.html"><a href="finance.html#其它统计模型"><i class="fa fa-check"></i><b>5.5</b> 其它统计模型</a>
<ul>
<li class="chapter" data-level="5.5.1" data-path="finance.html"><a href="finance.html#levy-process"><i class="fa fa-check"></i><b>5.5.1</b> Levy Process</a></li>
<li class="chapter" data-level="5.5.2" data-path="finance.html"><a href="finance.html#wavelet-tranforms"><i class="fa fa-check"></i><b>5.5.2</b> Wavelet Tranforms</a></li>
</ul></li>
<li class="chapter" data-level="5.6" data-path="finance.html"><a href="finance.html#投资管理"><i class="fa fa-check"></i><b>5.6</b> 投资管理</a>
<ul>
<li class="chapter" data-level="5.6.1" data-path="finance.html"><a href="finance.html#投资风险管理"><i class="fa fa-check"></i><b>5.6.1</b> 投资风险管理</a></li>
<li class="chapter" data-level="5.6.2" data-path="finance.html"><a href="finance.html#基金管理"><i class="fa fa-check"></i><b>5.6.2</b> 基金管理</a></li>
<li class="chapter" data-level="5.6.3" data-path="finance.html"><a href="finance.html#多元基金管理"><i class="fa fa-check"></i><b>5.6.3</b> 多元基金管理</a></li>
<li class="chapter" data-level="5.6.4" data-path="finance.html"><a href="finance.html#基金评估"><i class="fa fa-check"></i><b>5.6.4</b> 基金评估</a></li>
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<li class="chapter" data-level="5.7" data-path="finance.html"><a href="finance.html#金融交易程序包"><i class="fa fa-check"></i><b>5.7</b> 金融交易程序包</a></li>
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<li class="chapter" data-level="6" data-path="sportsbook.html"><a href="sportsbook.html"><i class="fa fa-check"></i><b>6</b> 体彩交易</a>
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<li class="chapter" data-level="6.1" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易"><i class="fa fa-check"></i><b>6.1</b> 体彩交易</a>
<ul>
<li class="chapter" data-level="6.1.1" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易介绍"><i class="fa fa-check"></i><b>6.1.1</b> 体彩交易介绍</a></li>
<li class="chapter" data-level="6.1.2" data-path="sportsbook.html"><a href="sportsbook.html#体彩数据"><i class="fa fa-check"></i><b>6.1.2</b> 体彩数据</a></li>
<li class="chapter" data-level="6.1.3" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易统计模型介绍"><i class="fa fa-check"></i><b>6.1.3</b> 体彩交易统计模型介绍</a></li>
</ul></li>
<li class="chapter" data-level="6.2" data-path="sportsbook.html"><a href="sportsbook.html#足球赔率建模"><i class="fa fa-check"></i><b>6.2</b> 足球赔率建模</a>
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<li class="chapter" data-level="6.2.1" data-path="sportsbook.html"><a href="sportsbook.html#单变量泊松模型"><i class="fa fa-check"></i><b>6.2.1</b> 单变量泊松模型</a></li>
<li class="chapter" data-level="6.2.2" data-path="sportsbook.html"><a href="sportsbook.html#多变量泊松模型"><i class="fa fa-check"></i><b>6.2.2</b> 多变量泊松模型</a></li>
<li class="chapter" data-level="6.2.3" data-path="sportsbook.html"><a href="sportsbook.html#logistic模型"><i class="fa fa-check"></i><b>6.2.3</b> Logistic模型</a></li>
<li class="chapter" data-level="6.2.4" data-path="sportsbook.html"><a href="sportsbook.html#section-1"><i class="fa fa-check"></i><b>6.2.4</b> </a></li>
</ul></li>
<li class="chapter" data-level="6.3" data-path="sportsbook.html"><a href="sportsbook.html#足彩投注模型"><i class="fa fa-check"></i><b>6.3</b> 足彩投注模型</a>
<ul>
<li class="chapter" data-level="6.3.1" data-path="sportsbook.html"><a href="sportsbook.html#普通投注模型"><i class="fa fa-check"></i><b>6.3.1</b> 普通投注模型</a></li>
<li class="chapter" data-level="6.3.2" data-path="sportsbook.html"><a href="sportsbook.html#凯利投注模型"><i class="fa fa-check"></i><b>6.3.2</b> 凯利投注模型</a></li>
<li class="chapter" data-level="6.3.3" data-path="sportsbook.html"><a href="sportsbook.html#ohlc与garch应用"><i class="fa fa-check"></i><b>6.3.3</b> OHLC与GARCH应用</a></li>
</ul></li>
<li class="chapter" data-level="6.4" data-path="sportsbook.html"><a href="sportsbook.html#投资管理-1"><i class="fa fa-check"></i><b>6.4</b> 投资管理</a></li>
<li class="chapter" data-level="6.5" data-path="sportsbook.html"><a href="sportsbook.html#体彩交易程序包"><i class="fa fa-check"></i><b>6.5</b> 体彩交易程序包</a></li>
</ul></li>
<li class="chapter" data-level="7" data-path="lottery.html"><a href="lottery.html"><i class="fa fa-check"></i><b>7</b> 彩票、轮盘、老虎机与宾果</a>
<ul>
<li class="chapter" data-level="7.1" data-path="lottery.html"><a href="lottery.html#彩票分析与预测"><i class="fa fa-check"></i><b>7.1</b> 彩票分析与预测</a>
<ul>
<li class="chapter" data-level="7.1.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模"><i class="fa fa-check"></i><b>7.1.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.1.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬"><i class="fa fa-check"></i><b>7.1.2</b> 投注模式与回酬</a></li>
</ul></li>
<li class="chapter" data-level="7.2" data-path="lottery.html"><a href="lottery.html#轮盘分析与预测"><i class="fa fa-check"></i><b>7.2</b> 轮盘分析与预测</a>
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<li class="chapter" data-level="7.2.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模-1"><i class="fa fa-check"></i><b>7.2.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.2.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬-1"><i class="fa fa-check"></i><b>7.2.2</b> 投注模式与回酬</a></li>
</ul></li>
<li class="chapter" data-level="7.3" data-path="lottery.html"><a href="lottery.html#老虎机分析与预测"><i class="fa fa-check"></i><b>7.3</b> 老虎机分析与预测</a>
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<li class="chapter" data-level="7.3.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模-2"><i class="fa fa-check"></i><b>7.3.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.3.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬-2"><i class="fa fa-check"></i><b>7.3.2</b> 投注模式与回酬</a></li>
</ul></li>
<li class="chapter" data-level="7.4" data-path="lottery.html"><a href="lottery.html#宾果分析与预测"><i class="fa fa-check"></i><b>7.4</b> 宾果分析与预测</a>
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<li class="chapter" data-level="7.4.1" data-path="lottery.html"><a href="lottery.html#数据与统计建模-3"><i class="fa fa-check"></i><b>7.4.1</b> 数据与统计建模</a></li>
<li class="chapter" data-level="7.4.2" data-path="lottery.html"><a href="lottery.html#投注模式与回酬-3"><i class="fa fa-check"></i><b>7.4.2</b> 投注模式与回酬</a></li>
</ul></li>
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<li class="chapter" data-level="8" data-path="hft.html"><a href="hft.html"><i class="fa fa-check"></i><b>8</b> 高效率编程</a>
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<li class="chapter" data-level="8.1" data-path="hft.html"><a href="hft.html#环境"><i class="fa fa-check"></i><b>8.1</b> 环境</a></li>
<li class="chapter" data-level="8.2" data-path="hft.html"><a href="hft.html#高效数据处理"><i class="fa fa-check"></i><b>8.2</b> 高效数据处理</a></li>
<li class="chapter" data-level="8.3" data-path="hft.html"><a href="hft.html#高效统计建模"><i class="fa fa-check"></i><b>8.3</b> 高效统计建模</a></li>
<li class="chapter" data-level="8.4" data-path="hft.html"><a href="hft.html#高效率与高级r语言参考书"><i class="fa fa-check"></i><b>8.4</b> 高效率与高级R语言参考书</a></li>
</ul></li>
<li class="chapter" data-level="9" data-path="fund.html"><a href="fund.html"><i class="fa fa-check"></i><b>9</b> 基金与投资者管理模型</a>
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<li class="chapter" data-level="9.1" data-path="fund.html"><a href="fund.html#多元化基金管理"><i class="fa fa-check"></i><b>9.1</b> 多元化基金管理</a>
<ul>
<li class="chapter" data-level="9.1.1" data-path="fund.html"><a href="fund.html#多元化基金评估"><i class="fa fa-check"></i><b>9.1.1</b> 多元化基金评估</a></li>
<li class="chapter" data-level="9.1.2" data-path="fund.html"><a href="fund.html#section-2"><i class="fa fa-check"></i><b>9.1.2</b> </a></li>
</ul></li>
<li class="chapter" data-level="9.2" data-path="fund.html"><a href="fund.html#投资者管理"><i class="fa fa-check"></i><b>9.2</b> 投资者管理</a>
<ul>
<li class="chapter" data-level="9.2.1" data-path="fund.html"><a href="fund.html#投资者资金流动统计建模"><i class="fa fa-check"></i><b>9.2.1</b> 投资者资金流动统计建模</a></li>
<li class="chapter" data-level="9.2.2" data-path="fund.html"><a href="fund.html#section-3"><i class="fa fa-check"></i><b>9.2.2</b> </a></li>
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<li class="chapter" data-level="10" data-path="algorithm.html"><a href="algorithm.html"><i class="fa fa-check"></i><b>10</b> 程序交易</a>
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<li class="chapter" data-level="10.1" data-path="algorithm.html"><a href="algorithm.html#交易自动化"><i class="fa fa-check"></i><b>10.1</b> 交易自动化</a>
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<li class="chapter" data-level="10.1.1" data-path="algorithm.html"><a href="algorithm.html#数据连接自动化"><i class="fa fa-check"></i><b>10.1.1</b> 数据连接自动化</a></li>
<li class="chapter" data-level="10.1.2" data-path="algorithm.html"><a href="algorithm.html#统计运算自动化"><i class="fa fa-check"></i><b>10.1.2</b> 统计运算自动化</a></li>
<li class="chapter" data-level="10.1.3" data-path="algorithm.html"><a href="algorithm.html#基金评估自动化"><i class="fa fa-check"></i><b>10.1.3</b> 基金评估自动化</a></li>
<li class="chapter" data-level="10.1.4" data-path="algorithm.html"><a href="algorithm.html#客户管理自动化"><i class="fa fa-check"></i><b>10.1.4</b> 客户管理自动化</a></li>
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<li class="chapter" data-level="10.2" data-path="algorithm.html"><a href="algorithm.html#多客户管理"><i class="fa fa-check"></i><b>10.2</b> 多客户管理</a>
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<li class="chapter" data-level="10.2.1" data-path="algorithm.html"><a href="algorithm.html#多投资者"><i class="fa fa-check"></i><b>10.2.1</b> 多投资者</a></li>
<li class="chapter" data-level="10.2.2" data-path="algorithm.html"><a href="algorithm.html#绩效管理"><i class="fa fa-check"></i><b>10.2.2</b> 绩效管理</a></li>
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<li class="chapter" data-level="10.3" data-path="algorithm.html"><a href="algorithm.html#section-4"><i class="fa fa-check"></i><b>10.3</b> </a></li>
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<li class="chapter" data-level="11" data-path="reference.html"><a href="reference.html"><i class="fa fa-check"></i><b>11</b> 参考文献</a></li>
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<h1><span class="header-section-number">Chapter 8</span> 高效率编程<a href="hft.html#hft" class="anchor-section" aria-label="Anchor link to header"></a></h1>
<div id="环境" class="section level2 hasAnchor" number="8.1">
<h2><span class="header-section-number">8.1</span> 环境<a href="hft.html#环境" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<p><a href="https://stackoverflow.com/questions/13912867/empty-r-environment-becomes-large-file-when-saved">Empty R environment becomes large file when saved</a></p>
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<div id="高效数据处理" class="section level2 hasAnchor" number="8.2">
<h2><span class="header-section-number">8.2</span> 高效数据处理<a href="hft.html#高效数据处理" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<ul>
<li><p><a href="https://stackoverflow.com/questions/2851327/convert-a-list-of-data-frames-into-one-data-frame?rq=1">Convert a list of data frames into one data frame</a></p></li>
<li><p><a href="https://stackoverflow.com/questions/28447014/the-fastest-way-to-convert-numeric-to-character-in-r">The fastest way to convert numeric to character in R</a></p></li>
<li><p><a href="http://www.fstpackage.org/">The <code>fst</code> package</a></p></li>
<li><p><a href="https://d.cosx.org/d/420148-splitstackshape"><code>splitstackshape</code>程序包</a></p></li>
<li><p><a href="http://www.johnmyleswhite.com/notebook/2011/10/31/using-sparse-matrices-in-r/">Using Sparse Matrices in R</a></p></li>
<li><p><a href="https://appsilon.com/fast-data-loading-from-files-to-r/">Fast data loading from files to R</a></p></li>
<li><p><a href="https://appsilon.com/a-guide-to-gpu-accelerated-ship-recognition-in-satellite-imagery-using-keras-and-r-part-i/">A guide to GPU-accelerated ship recognition in satellite imagery using Keras and R (part I)</a></p></li>
<li><p><a href="https://appsilon.com/a-guide-to-gpu-accelerated-ships-recognition-in-satellite-imagery-using-keras-and-r-part-ii/">A guide to GPU-accelerated ships recognition in satellite imagery using Keras and R (part II)</a></p></li>
<li><p><a href="http://bbs.pinggu.org/forum.php?mod=redirect&goto=findpost&ptid=6685427&pid=53936462&fromuid=5794471">[问答] 对大数据如何用R高效处理</a>和<a href="http://bbs.pinggu.org/forum.php?mod=redirect&goto=findpost&ptid=6685427&pid=53936861&fromuid=5794471">[问答] 对大数据如何用R高效处理</a></p></li>
<li><p><a href="https://www.r-statistics.com/2013/09/a-speed-test-comparison-of-plyr-data-table-and-dplyr/">A speed test comparison of plyr, data.table, and dplyr</a></p></li>
<li><p><a href="https://magesblog.com/post/2012-06-12-transforming-subsets-of-data-in-r-with/">Transforming subsets of data in R with by, ddply and data.table</a></p></li>
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<div class="sourceCode" id="cb6"><pre class="sourceCode r"><code class="sourceCode r"><span id="cb6-1"><a href="hft.html#cb6-1" aria-hidden="true" tabindex="-1"></a><span class="fu">microbenchmark</span>(<span class="fu">numeric</span>(<span class="dv">1000</span>))</span>
<span id="cb6-2"><a href="hft.html#cb6-2" aria-hidden="true" tabindex="-1"></a><span class="co">#Unit: microseconds</span></span>
<span id="cb6-3"><a href="hft.html#cb6-3" aria-hidden="true" tabindex="-1"></a><span class="co"># expr min lq mean median uq max neval</span></span>
<span id="cb6-4"><a href="hft.html#cb6-4" aria-hidden="true" tabindex="-1"></a><span class="co"># numeric(1000) 1.026 1.54 1.95541 1.54 2.053 7.698 100</span></span>
<span id="cb6-5"><a href="hft.html#cb6-5" aria-hidden="true" tabindex="-1"></a></span>
<span id="cb6-6"><a href="hft.html#cb6-6" aria-hidden="true" tabindex="-1"></a><span class="fu">microbenchmark</span>(<span class="fu">rep</span>(<span class="dv">0</span>, <span class="dv">1000</span>))</span>
<span id="cb6-7"><a href="hft.html#cb6-7" aria-hidden="true" tabindex="-1"></a><span class="co">#Unit: microseconds</span></span>
<span id="cb6-8"><a href="hft.html#cb6-8" aria-hidden="true" tabindex="-1"></a><span class="co"># expr min lq mean median uq max neval</span></span>
<span id="cb6-9"><a href="hft.html#cb6-9" aria-hidden="true" tabindex="-1"></a><span class="co"># rep(0, 1000) 1.026 1.54 2.12477 2.053 2.053 10.777 100</span></span></code></pre></div>
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<div id="高效统计建模" class="section level2 hasAnchor" number="8.3">
<h2><span class="header-section-number">8.3</span> 高效统计建模<a href="hft.html#高效统计建模" class="anchor-section" aria-label="Anchor link to header"></a></h2>
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<li><a href="http://rpubs.com/englianhu/binary-Q1FiGJRGARCH">binary.com 面试试题 I - GARCH模型中的ARIMA(p,d,q)参数最优化</a></li>
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<h2><span class="header-section-number">8.4</span> 高效率与高级R语言参考书<a href="hft.html#高效率与高级r语言参考书" class="anchor-section" aria-label="Anchor link to header"></a></h2>
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<li><a href="https://csgillespie.github.io/efficientR/">Efficient R programming</a></li>
<li><a href="http://adv-r.had.co.nz">Advanced R</a></li>
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