3,528 reputation
1126
bio website dirk.eddelbuettel.com
location Chicago, IL
age
visits member for 3 years, 10 months
seen Nov 18 at 0:19
  • See my blog for some updates on what I've been up to.
  • Sometimes I tweet using the @eddelbuettel tag.

Aug
13
comment Integrating R with Bloomberg
I am sure the authors will accept a patch to the documentation too.
May
15
comment Looking for C# library that provides/contains performance analytics
Are you looking for system() or eval()?
May
15
comment Looking for C# library that provides/contains performance analytics
Yes. I am not aware of generic Redis queue processor for R. Should just be a few commands to get started. The doRedis example can give you ideas -- just "LPOP" and then execute, or something similar.
May
15
comment Looking for C# library that provides/contains performance analytics
No, doRedis is particular to the foreach parallel framework. I would use rredis as I had suggested earlier.
May
14
comment Looking for C# library that provides/contains performance analytics
And as you asked: we also just released the RcppRedis package which should have Windows binaries in a few days, hopefully. But it has a much narrower scope.
May
14
comment Looking for C# library that provides/contains performance analytics
You probably should just read the documentation of the rredis package but the "tl;dr" version is that it is the main Redis package for R.
May
14
comment Looking for C# library that provides/contains performance analytics
Same here. I work in the industry too, and I can assure you that C# is not a growing trend over where I work (besides surviving for GUIs). But we all have our preferences, and if you like it, good for you. That case is closed, now let's see how you can best access something already provided in R.
May
13
comment Looking for C# library that provides/contains performance analytics
I can't stop giggling about your claim that everybody uses C# now. Everywhere I look C# has been abandoned for anything but GUIs, but beauty is as always in eye of the beholder.
May
13
comment Looking for C# library that provides/contains performance analytics
You are barking up the wrong tree. I don't use either C# or Windows, so I have not bone in this fight -- my money is on C++ with R on Linux. But as you asked, yes, thanks, between Linux and Windows Rserve works fine, modulo the lack of fork() in Windows meaning that there can be only one connection.
May
10
comment Looking for C# library that provides/contains performance analytics
Fair enough. We use Rserve at work to connect to a Windows machine running a particular service which can run only on Windows. You have the inverse, and I would like into Windows clients for Rserve. There are a few around.
May
9
comment Looking for C# library that provides/contains performance analytics
Don't take it all that personally. It is essentially a wager; let's revisit when the bounty is up. Maybe you will have someone pointing you to something; my money is still on that being rather unlikely.
May
9
comment Looking for C# library that provides/contains performance analytics
There is a saying that "wishing alone does not make it so" and my post basically paraphrased it.
May
9
comment Looking for C# library that provides/contains performance analytics
You can offer as much of a bounty as you want; the fact remains is that the code you want is there in R so if I were you I'd look into RServe or other means to accessing R remotely if you really insist on sticking to C#/CLR/Windoze.
Aug
23
comment Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function
Oh, and I'm familiar with the library will qualify as the quant.stackexchange.com understatement of the year ;-)
Aug
23
comment Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function
The fixed-income code in RQuantLib needs an overhaul pretty badly... I have been asked this before, including by Lisa Ann, and I generally respond that a pure C++ solution is a good first step after which one can address the R connection issues...
Feb
27
comment Why C is still in use especially in area of numerical optimization (instead of C++)?
Feel free to close it. There is no value-added; same question has been asked a bazillion times already...
Feb
27
comment Why C is still in use especially in area of numerical optimization (instead of C++)?
I think I disagree with this assertion. C++ projects like Boost, Eigen, Armadillo, half a dozen ML libraries, ... all do very well with C++ interfaces. And if you must, you can always use a C interface for glue (as eg offered by R and used by Rcpp).
Dec
1
comment Is there a piratebay for data(bases)? (here, talking about historical financial data)
+1 for mentioning both billion dollar business and some free (but generally delayed access) accessor functions. I have been standing the corresponding Perl / CPAN package Finance::YahooQuote for longer than I care to admit too :)
Oct
14
comment Analyzing tick data
+1, but typo in Tim Bollerslev's name.
May
22
comment What is a commonly accepted econometric model for volume?
As an aside, GARCH models volatility (i.e. second moment), not price (first moment).