Blog Archives

2009 March Madness Half Marathon in Cary

March 15, 2009
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This morning it was once more time for the annual March Madness Half Marathon in Cary. This race is basically the start of the running season in Chicagoland. And we could not have asked for better weather. After a really cold and long winter, and a short snapback to really cold temperatures this week, it started to warm up a little yesterday...

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Short introduction to R in Finance

March 5, 2009
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Adam Gehr of DePaul University's Finance Department had organized a panel session about R in Finance at the Midwest Finance Association's 58th Annual Meeting which is happening this week here in Chicago. I just posted my slides on my presentations page. The slides give a brief overview of R, the CRAN network and the by now over 1600 packages, mention the Finance Task View,...

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RQuantLib 0.2.11

March 3, 2009
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The changes in Rcpp that I blogged about a few days ago required a few small changes in RQuantLib. Not really much more that prefixing std:: in a number of variable declarations and a few member function calls -- so this is definitely a minor maintenance release. New source and binary packages have already been pushed to CRAN and Debian.

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Rcpp 0.6.4

March 1, 2009
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A new maintenance version of Rcpp (now at 0.6.4) was just pushed to CRAN and has been uploaded to Debian. Rcpp is a set of utility classes that provide interfaces for transferring the major R data types to C++ and back which makes it easier to extend R with dynamically loadable code written in C or C++. This version changes how use...

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Review of ‘Applied Econometrics in R’ in JSS

February 25, 2009
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A short review of Kleiber and Zeileis' excellent Applied Econometrics with R is now out at the (online) Journal of Statistical Software.

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R/Finance conference in Chicago in April: Registration now open

February 23, 2009
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Regarding the aforementioned R/Finance conference that will take place at the end of April here in Chicago, we announced earlier today that the conference website is now available. It provides information about the program, speakers and other details as well as a link to registration details. See you in Chicago in April!

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New project: RInside

February 12, 2009
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A few days ago, I started a new project called RInside by uploading a few files to a new SVN repo at R-Forge. RInside makes it easy to embed R into your own C++ application by hiding the nitty gritty of initializing an R interpreter behind a simple abstraction. More information is at a (currently pretty simple) RInside...

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Correct Datetime / POSIXct behaviour for R and kdb+

February 3, 2009
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We have started to look into kdb+ as a possible high-performance column-store backend. Kx offers free trials -- and so I have played with this for a day or two, both the general system, data loads and dumps and in particular with the interface to R, Based on the few files (one C source with interface code, one R file to access the...

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State-of-the-art in parallel computing with R: New paper

January 30, 2009
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A few weeks ago, we finished a paper that surveys the current state of parallel computing with R. The paper was lead by Markus Schmidberger and written while he was visiting the Fred Hutchinson Cancer Research Center in Seattle. The co-authors are Martin Morgan, myself, Hao Yu, Luke Tierney and Ulrich Mansmann. The paper is now available as a technical report from LMU...

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New CRAN Task View on HPC

January 24, 2009
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A while back, I suggested to Achim to add a new CRAN Task View for High Performance Computing with R. And as of a day or two ago, we now have the new CRAN Task View for High Performance Computing with R providing an overview about available packages, grouped thematically, with a focus on the various parallel computing application. I have...

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