Blog Archives

Google Summer of Code 2009: R / Quantlib

April 28, 2009

With everything that has been going on of late, I have yet to mention that Khanh Nguyen, a Ph.D. student in Computer Science at U Mass / Boston, will be working with me on RQuantLib as part of the Google Summer of Code program this year. We had twenty...

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Review of ‘Analysis of Integrated and Cointegrated Time Series with R (2nd ed)’ in JSS

April 27, 2009

A few weeks ago I wrote up a short review of Bernhard Pfaff's nice (but somewhat dry) Analysis of Integrated and Cointegrated Time Series with R (2nd ed) on unit root and cointegration modeling with R. This is now online at the Journal of Statistical S...

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R / Finance 2009

April 26, 2009

Our inaugural R / Finance conference, mentioned here twice is now over. We were fortunate to get seven outstanding invited keynote speakers, as well as eleven excellent presentations. This was preceded by four short tutorials (and I'll post slides fro...

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Rcpp 0.6.5

April 1, 2009

A minor new maintenance release 0.6.5 of Rcpp just went off to CRAN and Debian. This version corrects a small oversight for the OS X build, and adds the LGPL as file COPYING to the sources.

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