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<!DOCTYPE html>
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<title>Chapter 11 参考文献 | 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>
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<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>
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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="4" data-path="stats.html"><a href="stats.html"><i class="fa fa-check"></i><b>4</b> 统计模式</a>
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<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>
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<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>
</ul></li>
<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>
</ul></li>
<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>
<ul>
<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>
<ul>
<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>
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<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>
<ul>
<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>
<ul>
<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>
<ul>
<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>
</ul></li>
<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>
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<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>
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<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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<li><a href="https://github.com/englianhu/data-analysis" target="blank">原始代码</a></li>
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<h1><span class="header-section-number">Chapter 11</span> 参考文献<a href="reference.html#reference" class="anchor-section" aria-label="Anchor link to header"></a></h1>
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<li><a href="https://www.r-bloggers.com/calculating-the-house-edge-of-a-slot-machine-with-r/">Calculating the house edge of a slot machine, with R</a><a href="#fn4" class="footnote-ref" id="fnref4"><sup>4</sup></a></li>
<li><a href="https://www.wired.com/2017/02/russians-engineer-brilliant-slot-machine-cheat-casinos-no-fix/">Russians Engineer a Brilliant Slot Machine Cheat-and Casinos Have No Fix</a></li>
<li><a href="https://srdas.github.io/MLBook">Data Science: Theories, Models, Algorithms, and Analytics</a></li>
<li><a href="github.com/englianhu/binary.com-interview-question">Job Application - Quantitative Analyst</a></li>
<li><a href="https://github.com/scibrokes/real-time-fxcm">Real Time FXCM</a></li>
<li><a href="https://github.com/scibrokes/Rmodel">Rmodel</a></li>
<li><a href="https://github.com/scibrokes/odds-modelling-and-testing-inefficiency-of-sports-bookmakers">Odds Modelling and Testing Inefficiency of Sports Bookmakers</a></li>
<li><a href="https://bookdown.org/wfoote01/faur/">Financial Engineering Analytics: A Practice Manual Using R</a></li>
<li><a href="https://otexts.org/fpp2/">Forecasting: Principles and Practice</a></li>
<li><a href="https://bookdown.org/rdpeng/RProgDA/">Mastering Software Development in R (web-base)</a>. (or <a href="https://github.com/englianhu/Coursera-Mastering-Software-Development-in-R/blob/master/reference/Mastering%20Software%20Development%20in%20R.pdf">Mastering Software Development in R.pdf</a>)</li>
<li><a href="https://www.zhihu.com/question/54727745">知乎:量化投资学习推荐的书籍都有哪些?</a></li>
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<p><a href="http://www.scibrokes.com"><img src="figure/Scibrokes.png" height="14"/> Sςιβrοκεrs Trαdιηg®</a><br>
<span style="color:RoyalBlue"><strong><a href="http://www.scibrokes.com"><img src="figure/Scibrokes.png" height="14"/> 世博量化®</a>企业知识产权及版权所有,盗版必究。</strong></span></p>
<div id="refs" class="references csl-bib-body hanging-indent">
<div class="csl-entry">
Xie, Yihui. 2015. <em>Dynamic Documents with <span>R</span> and Knitr</em>. 2nd ed. Boca Raton, Florida: Chapman; Hall/CRC. <a href="http://yihui.name/knitr/">http://yihui.name/knitr/</a>.
</div>
<div class="csl-entry">
———. 2022. <em>Bookdown: Authoring Books and Technical Documents with r Markdown</em>.
</div>
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<li id="fn4"><p><a href="http://giorasimchoni.com/2017/05/06/2017-05-06-don-t-drink-and-gamble/">DON’T DRINK AND GAMBLE:Analyzing and Simulating a Slot Machine - So You Don’t Have To</a> and <a href="https://www.schneier.com/blog/archives/2017/02/predicting_a_sl.html">Predicting a Slot Machine’s PRNG</a><a href="reference.html#fnref4" class="footnote-back">↩︎</a></p></li>
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