RQuantLib 0.2.9
As version 0.9.6 of QuantLib, which was released a couple of days ag, is now in Debian, I just uploaded an updated version of RQuantLib. Only minor API changes to src/curves.cpp were needed. This new version 0.2.9 is currently in the queue at R's master CRAN host and should hit the CRAN mirrors shortly; likewise the Debian package has been uploaded and should also propagate to Debian mirrors in due course. As usual, source are also available locally on my site. Lastly, RQuantLib is hosted on R-Forge and potential contributors are encouraged to register at R-Forge and to get in touch -- this is a great way to learn how to combine C++ and R.

/computers/linux/debian/packages | permanent link

Accelerated R in Debian
A few months ago, Stephen Milborrow started releasing a patched version of R that performs just-in-time compilation -- see his Ra page for some details and further pointers.

In a nutshell, Ra provides a modified R engine so that code preceded by all jit(1) function call, using his jit package from the CRAN archive, will run faster due to just-in-time compilation of loops and arithmetic expressions.

Ra offers to pick the low-hanging fruit for users as loops can be a bottleneck. Of course, as shown in Stephen's case study, using appropriate vectorised expression will often be faster still. That said, for a certain class of problems, Ra should offer a decent speed boost.

Debian users can now just say

    sudo apt-get install r-base-core-ra r-cran-jit

Lastly, version 1.1.0 of Ra was released by Stephen yesterday and is now also in Debian unstable.

/computers/linux/debian/packages | permanent link

smtm bug fix release 1.6.10
A new version of smtm just went to Debian and CPAN. Perl 5.10 required a small change in how we test whether certain arrays do, or do not, contain elements. No other changes were made.

/computers/linux/debian/packages | permanent link

getopt support for littler
Practically ever since Jeff and I released littler to add easy scripting for R, questions popped up about how to support getopt-alike command-line parsing.

And as of today, a new package r-cran-getopt is in Debian. It provides Allen Day's recently released package getopt from CRAN which provides a new function getopt.

Given a suitable data structure that provides long and short-form command-line option names, whether arguments are mandatory, optional or not required (as for flags), and a data-type, getopt munges the command-line arguments supplied by the user and fills a new variable opt accordingly. If a fifth columns with help text is provided, a usage string can be generated as well.

Thanks to Allen for writing getopt, for accepting a quick two-line patch extending support from Rscript to littler, and for fixing one or two minor bugs. Thanks also to the Debian ftpmasters for adding r-cran-getopt within a few days.

/computers/linux/debian/packages | permanent link

smtm maintenance release 1.6.9.1
A new version of smtm went to Debian yesterday. And after some pondering, I also just uploaded it to CPAN even though it only contains minor Debian packaging fixes rather than genuine code changes. In order to signal that the core Perl code hasn't changed, I simply added a new minor to move the version from 1.6.9 to 1.6.9.1.

/computers/linux/debian/packages | permanent link

PGApack 1.1: Almost as good as new
PGAPack is rather nice and fairly small library for 'parallel' optimisation via generic algorithms using the MPI message passing protocol. PGAPack 1.0 was written by David Levine while doing graduate work during the mid-1990s at Argonne Labs / University of Chicago.

PGAPack has also been in or around Debian for a rather long time, but it suffered from benign neglect in the last few years. Some of this came to the fore in this bugreport which lead to my offer to the then-maintainer Andreas to help on the relicencing request. After all, Argonne Labs is just a few miles from where I live, and I had already spent a little bit of time polishing and upgrading the package for my own exploratory use.

So I called Rusty Lust, head of the Mathematics and Computer Science section at Argonne to try to sort this out. He was sympathetic and put me in email contact with David Levine. As we are all somewhat busy, this dragged on for a little longer than we thought --- but as of today, about and a half years later, we have a new and shiny PGAPack 1.1 release, or around twelve years after the initial 1.0 version came out.

I have done a fair amount of polishing: there are now two library packages for serial use (i.e. for debugging) as well as parallel use via MPI. We use Open MPI where available and LAM where not. All open Debian bugs have been addressed. One minor issue in the postscript documentation remains as David can no longer locate his LaTeX sources; I may just have to extract the text and re-latex this from scratch to update it. One day.

Anyway, for full reference, the changelog entry is below. The package is currently in the NEW queue (as the new sub-package require manual inspection and approval) but should hit mirrors in a couple of days.

My thanks to the two previous Debian maintainers; to Rusty Lusk for helping with the from the end MSC department at Argonne Labs and for suggesting the rather liberal and easy MPICH2 license (and he happens to be one of the MPICH2 authors); and of course to David Levine for writing PGAPack in the first place, for agreeing to relicense it and giving valuable feedback on my repackaging of what is now version 1.1 on the MCS ftp server at Argonne --- this library has held up really well over the years; let's hope it will find more good use going forward.

pgapack (1.1-1) unstable; urgency=low

  * Really good news:  The MCS divsion of Argonne National Laboratories has
    agreed to relicense pgapack using the MPICH2 license. So pgapack
    is now Free Software and can move into Debian's main archive!
  
    Our thanks go to David Levine and Rusty Lusk to make this possible.
  
  * New maintainer, following Andreas' offer dated 2006-10-04 in #379388

  * debian/control: Change section to math		(Closes: #379388)
  
  * Added new brinary packages libpgapack-mpi1 and libpgapack-serial1
  * The MPI package is configured using Open MPI where available and LAM
    where not. 
  * debian/control: Changed Build-Depends: to use OpenMPI where available, 
    and LAM otherwise.
 
  * Finally acknowledges old NMUs 		(Closes: #379168,#359549)

  * source/integer.c: Apply patch for one-off error 	(Closes: #333381)

  * source/report.c:  Do not unconditionally print at generation 1
  
  * debian/rules: Remove a bashism 			(Closes: #379168)
  * debian/rules: Install examples directly 		(Closes: #134331)
  * debian/control: libpgapack-lam1 Depends on lam4 	(Closes: #60376)
  * debian/rules: Rewritten using debhelper
  * debian/control: Added Build-Depends: section for debhelper

  * No longer install mpi.h in /usr/include		(Closes: #404027)
    
  * debian/control: Updated Standards-Version: to current version

  * man/man1/PGAGetCharacterAllele.1: fix whatis entry 		(lintian)
  
 -- Dirk Eddelbuettel   Mon, 10 Mar 2008 18:03:34 -0500

/computers/linux/debian/packages | permanent link

littler 0.1.0 released
I've just rolled up release 0.1.0 of r (pronounced littler). A few changes made it into this release:

• A new option -l (with long form --packages) to load packages into the R session. This is useful when you have data-processing one-liners as it does away with the explicit library(foo) inside your actual R expression. For added bonus, library() is wrapped in a suppressMessage() call.
• The --no-restore option is now passed to the embedded R session.
• Argument handling was improved / corrected for a corner case.
• Output shown by --help was improved.
• The manual page and README were updated accordingly.
• The datasets package will now be autoloaded.
• Two minor fixes went into bootstrap, the wrapper around autotools and friends.
• The cache-clearing part of the R package updater example update.r was improved.
• We added some comparisons to Rscript in the timing tests.

As usual, our code in our svn archive, on my r page, and in the local directory here. A fresh package is in Debian's incoming queue, and Jeff's littler page at Vanderbilt should reflect the new release soon too.

/computers/linux/debian/packages | permanent link

RQuantLib 0.2.8
Version 0.9.0 of QuantLib was released a couple of days ago on Christmas Eve; as usual, Debian packages for QuantLib were uploaded right away following a few earlier pre-releases.

As QuantLib is approaching its 1.0 release, a few API changes requires updates to basically all of RQuantLib's C++ source files. Luckily most changes were minor. At the same time, we also generalised the Binary (aks Digital) option pricer to allow for a 'binType' argument (with values 'cash', 'asset' or 'gap' for CashOrNothing, AssetOrNothing or Gap digitals) as well as an 'excType' argument to switch between European and American exercise. Dominick made a small change to the DiscountCurve object to seamlessly pass a switch variable indicating whether we have 'flat' curves or not.

Another change was the addition of formal unit tests using the RUnit from CRAN (which we happened to have added to Debian recently in the wave of new RMetrics packages). We use the scheme initially proposed by Gregor Gojanc and extended by Martin Maechler for RMetrics that allows the unit tests to be run from both the source and the installed package which is nice. As QuantLib itself has a massive amount of unit tests in its code; I am hoping to add more and more of those into RQuantLib itself as we add more functionality.

On that front, more exciting news: RQuantLib is now hosted on R-Forge. Potential contributors are encouraged to register at R-Forge and to get in touch -- this is a great way to learn about combining C++ and R.

To wrap up, the new version 0.2.8 is currently in the queue at R's master CRAN host and should hit the CRAN mirrors shortly; likewise the Debian package has been uploaded and should also propagate to Debian mirrors in due course. As usual, source are also available locally on my site.

/computers/linux/debian/packages | permanent link

Several new Rmetrics packages
Debian has provided Rmetrics packages for financial engineering and computational finance since the Rmetrics release for R 1.9.0 in the summer of 2004. Over the years, Rmetrics has gotten more granular and changed from a handful of packages to two handfuls --- and the most recent release extended this trend even further to almost two dozen packages as shown in this chart.

Rmetrics now comprosises over twenty individual packages. Eleven new packages were added in the 260.72 release for R 2.6.0, and they required eight other new packages from CRAN. While I would have preferred a more spread-out approach than the shotgun approach of having to introduce all these new packages at once (which took the last four weeks), I am in support of the reorganisation which should make maintenance more easy going forward.

So to get all of these packages onto a Debian box, a quick sudo apt-get install r-cran-rmetrics is all it takes. Currently supported only in the always-fresh unstable flavour, but hopefully soon in testing too.

A big Thank You goes to the Debian FTPmasters. Of the 20-some packages that I added to Debian during this Rmetrics expansion, many were added within a day or two.

Lastly, thanks also to Florian Hahne, Robert Gentleman and Elijah Wright for much appreciated help with R's Rgraphviz and graph packages to create the chart above. It only takes a handful of lines to create the basic graph, and another few lines for the colours and titles. The code is available on request, of course, but you need the current development versions of the BioConductor packages Rgraphviz and graph (which are not in Debian yet).

/computers/linux/debian/packages | permanent link

Beancounter minor bug fix release 0.8.8
For some odd reason, the trusted Perl module Date::Manip now wants the "approx" argument to format date differences. Adding this in the five calls across beancounter and BeanCounter.pm is the main change in version 0.8.8 which is now in Debian's incoming area, uploaded to CPAN and onto the beancounter page here.

/computers/linux/debian/packages | permanent link

Overdue smtm bug fix releases 1.6.9
Some time ago, Yahoo! Finance made some changes at their backend for the provisioning of png images which are also displayed by smtm. Version 1.6.9, which just went to Debian's master site and will go to CPAN in a moment, finally updates the code for that. My apologies for taking so long, and thanks to Michael Kurlin, Clinton R Lambe, Ian Seow and possibly others whose mail I haven't kept who sent me patches and heads-ups.

/computers/linux/debian/packages | permanent link

New OpenMPI packages
Debian had OpenMPI package since early last year when Florian Ragwitz made some initial stabs at packaging. The package has seen a number of NMU and patches since then, but was generally getting cobwebs ... which was too bad because OpenMPI seems to have some wind behind its sails upstream. Unfortunately, little of that got packaged for Debian.

After some discussions on and around the debian-science list, a new maintainer group was formed on Alioth under the pkg-openmpi name. Tilman Koschnick (who had already helped Florian with patches), Manuel Prinz, Sylvestre Ledru and myself have gotten things in good enough shape in reasonably short time. And I have just uploaded a lintian-clean package set openmpi_1.2.3-0 to Debian, where it is expected to sit in the NEW queue for a little bit before moving on to the archive proper. The changelog entry (which will appear here eventually) shows twelve bugs closed.

Our plan is to provide a stable and well maintained MPI implementation for Debian. OpenMPI is the designated successor to LAM, and apart from MPICH2, everybody seems to have thrown their weight behind OpenMPI. So we will try to work with the other MPI maintainers to come up with sensible setups, alternatives priorities and the likes. If you are interested in MPI and would like to help, come join us at the Alioth project pkg-openmpi.

Last but not least, thanks to Florian for the initial packaging, and to Clint Adams, Mark Hymers, Andreas Barth, and Steve Langasek (twice even) for NMUs.

/computers/linux/debian/packages | permanent link

random 0.1.2
Following yesterday's minor maintenance release of random, a small brown bag fix release just went out to CRAN. Kurt Hornik, diligent as usual, spotted that the vignette would not build, and that has been corrected. The code itself is unchanged.

/computers/linux/debian/packages | permanent link

digest 0.3.0
A new version of digest has just been sent to CRAN. Thanks to excellent contributions by Simon Urbanek and Henrik Bengtsson, some internals of the code have been improved. The output produced by digest should now be invariant to R version number changes.

/computers/linux/debian/packages | permanent link

random 0.1.1
A minor maintenance release of random was just uploaded to CRAN. The only change is a correction on regular expression string: R 2.5.0 now warns that percentage signs should not be escaped. Not other code changes were made.

/computers/linux/debian/packages | permanent link

littler 0.0.11
I rolled up 'little r' (pronounced littler) version 0.1.11 earlier today. This release only includes a robustification of the main Makefile (so that e.g. BSDers can build with non-GNU make) and a small fix by Jeff to 'update.r', a handy example script.

As usual, littler can be found in the GoogleCode svn archive, on my r page and in the local directory, and soon on Jeff's littler page at Vanderbilt. The Debian package has been uploaded as well (and has been built again the new R version 2.5.0 that was released yesterday).

/computers/linux/debian/packages | permanent link

RQuantLib 0.2.6
Version 0.4.0 of QuantLib was released a few days ago (and Debian packages for QuantLib are waiting to be added by the ftpmaster).

This required some minor changes by Dominick in the Bermudan pricer, and we made some small updates in other place. All in all just a regular maintenance release. The new version 0.2.6 has now been uploaded to both R's master CRAN host and Debian, and is also available locally here.

/computers/linux/debian/packages | permanent link

Bug fix release of Finance::YahooQuote
Following up on the patch mentioned earlier, a new bug-fix release 0.22 of Finance::YahooQuote has been uploaded to Debian, CPAN and my yahooquote pages here. I also updated the Freshmeat record.

/computers/linux/debian/packages | permanent link

Yahoo! URL changes and Finance::YahooQuote, and hence Beancounter, breakage
Looks like Yahoo! Finance changed their server layout.

Data scraping via tools like my Finance::YahooQuote, and those that use it such as my Beancounter toolkit, are therefore inoperational. As a first quick fix, apply the following patch to YahooQuote.pm:

--- YahooQuote.pm.orig  2005-07-17 13:10:20.000000000 -0500
+++ YahooQuote.pm       2007-02-22 18:50:07.000000000 -0600
@@ -34,7 +34,7 @@
 $VERSION = '0.21';

 ## these variables govern what type of quote the modules is retrieving
-$QURLbase = "http://quote.yahoo.com/d?f=";
+$QURLbase = "http://download.finance.yahoo.com/d/quotes.csvr?e=.csv&f=";
 $QURLformat = "snl1d1t1c1p2va2bapomwerr1dyj1x";        # default up to 0.19
 $QURLextended = "s7t8e7e8e9r6r7r5b4p6p5j4m3m4";        # new in 0.20
 $QURLrealtime = "b2b3k2k1c6m2j3"; # also new in 0.20

/computers/linux/debian/packages | permanent link

littler 0.0.10 released
Another bug fix release -- this time triggered by Detlef's problems to build r (pronounced littler) on SUSE/OpenSUSE. Jeff also added better rng initialization fixing problems I noticed with tempfile(), added checks for the upcoming R 2.5.0, and made tests in tests/ use a path of ../r. Lastly, we added a short segment on the upcoming, err, shall I say 'cousin' Rscript that will be released with R 2.5.0.

As usual, everything is in our svn archive, on my r page, and in the local directory here. A fresh package is in Debian's incoming queue, and Jeff's littler page at Vanderbilt should reflect the new release soon too.

/computers/linux/debian/packages | permanent link

littler 0.0.9 released
Following a bug report earlier today, Jeff committed a quick fix to our svn archive. A few minutes ago, I wrapped it up as version 0.0.9 of r (pronounced littler), put it into the local directory and page here and sent it to Debian's incoming queue. It should also hit Jeff's littler page at Vanderbilt in due course.

The principal change is an added initialization to prevent the reported segfault, as well as a small improvement to the update.r script (which makes it easy to keep your CRAN packages up-to-date). I use littler all-day-long at work, and have found it rather reliable and easy, including during upgrades of the underlying R version.

/computers/linux/debian/packages | permanent link

Version 0.2.3 of digest
A new version of digest has been sent to CRAN and should appear on the CRAN mirrors in a few days; in the meantime you can fetch it from here too.

This version is a simple maintenance release that adds a call of path.expand() around the optional file argument so that things like ~ get expanded by R. My thanks to Jarek Tuszynski and Tom Bloemberg for the suggestion.

/computers/linux/debian/packages | permanent link

RQuantLib 0.2.5
The new version 0.3.14 of QuantLib was released yesterday (and I prepared Debian packages for QuantLib itself, the QuantLib-SWIG Python and Ruby wrappers, the QuantLib Reference Manual (pdf format) and the QuantLib Reference Manual (html format) last night).

On the same release day, Dominick and I also updated the RQuantLib package. As a result, a new version 0.2.5 has now been uploaded to both R's master CRAN host and Debian. Only minor API updates were needed. It may take a day or two for the Debian packages to start to migrate over the mirror network. The shared library package once again introduces what is technically a new package (as the release version is encoded in the name) and we have to wait for it to be approved by the ftp masters. In the meantime, the sources are of course also here.

/computers/linux/debian/packages | permanent link

littler 0.0.8
I just wrapped up version 0.0.8 of r (pronounced littler), put it here and sent it to Debian's incoming queue.

This version has a few small changes and fixes over 0.0.7. Most notably is that all of R's environment variables are now set for r as well (at compile time). This permits it to call JGR, for example. Other than that, we made the build process more robust, extended or clarified some of the documentation and added two more example scripts.

/computers/linux/debian/packages | permanent link

littler 0.0.7
A few days ago, Jeff and I rolled up 0.0.6, but we forgot one file in 'make dist' (doh!) so version 0.0.7 of our newish toy r (aka 'littler') followed suit. In the meantime, littler was also added to Debian so you can get 0.0.7 via apt-get too.

/computers/linux/debian/packages | permanent link

Announcing 'littler'
Earlier today, Jeff announced our new toy r (aka 'littler') with this post on the r-help list.

What is 'littler'? We summarized it briefly in the post and on our respective or pages:

GNU R, a language and environment for statistical computing and graphics, provides a wonderful system for 'programming with data' as well as interactive exploratory analysis, often involving graphs.

Sometimes, however, simple scripts are desired. While R can be used in batch mode, and while so-called 'here' documents can be crafted, a long-standing need for a scripting front-end has often been expressed by the R Community.

littler (pronounced 'little R' and written 'r') aims to fill this need.

It can be used directly on the command-line just like, say, bc(1):

	$ echo 'cat(pi^2,"\n")' | r
	9.869604

http://ftp-master.debian.org/new.html Equivalently, commands that are to be evaluated can be given on the command-line

	$ r -e 'cat(pi^2, "\n")'
	9.869604

But unlike bc(1), GNU R has a vast number of statistical functions. For example, we can quickly compute a summary() and show a stem-and-leaf plot for file sizes in a given directory via

	$ ls -l /boot | awk '!/^total/ {print $5}' | \
		 r -e 'fsizes <- as.integer(readLines());
			print(summary(fsizes)); stem(fsizes)'
	   Min. 1st Qu.  Median    Mean 3rd Qu.    Max.
	     13     512  110100  486900  768400 4735000
	Loading required package: grDevices

	  The decimal point is 6 digit(s) to the right of the |

	  0 | 00000000000000000011112223
	  0 | 5557778899
	  1 | 112233
	  1 | 5
	  2 |
	  2 |
	  3 |
	  3 |
	  4 |
	  4 | 7		

And, last but not least, this (somewhat unwieldy) expression can be stored in a helper script:

	$ cat examples/fsizes.r
	#!/usr/bin/env r

	fsizes <- as.integer(readLines())
	print(summary(fsizes))
	stem(fsizes)

(where calling /usr/bin/env is a trick from Python which allows one to forget whether r is installed in /usr/bin/r, /usr/local/bin/r, ~/bin/r, ...)

A few examples are provided in the source directories examples/ and tests/.

At least one shortcoming already became apparent: by calling it r to not trample on the real R binary, we obviously overlooked that there are certain operating systems on which case is ignored -- ouch. So Mac users may have to install it as a littler binary.

Other comments, as seen in the mailing list thread, are mostly supportive.

littler can either be downloaded from either the Vanderbilt BioStat Wiki or my local archive. Also available is SVN access via

	svn  http://littler.googlecode.com/svn/trunk/ littler

Debian users shall get it via apt-get install littler as soon as it leaves Debian's NEW queue.

In the meantime, the configure && make && make install three-step works for us under any of Debian testing, Ubuntu Dapper, OS X, and with both R 2.3.1 and the pre-releases of R 2.4.0.

/computers/linux/debian/packages | permanent link

New CRAN package 'random' uploaded
A few days ago, I uploaded random to CRAN where it now has its own summary page. It has also been announced on the r-help and r-packages lists.

The random packages provides convenient access to the non-deterministic random numbers provided by the random.org site created by Mads Haahr.

While certain hardware and software solutions that provide access to non-deterministic random-numbers exist, few if any are portable across all the hardware platforms R supports. Retrieving non-deterministic random numbers may be beneficial to seed parallel simulations with independent draws, to obtain portable initializations for other RNGs, to validate simulation with non-deterministic RNGs, or simply for fun and experimentations.

The package is fairly straightforward thanks to R's ability to read directly from remote URLs, and to random.org's nice CGI interface. Included are two pdf file ('vignettes' in R parlance). The first, random-intro, discusses the packages and provides some (currently just initial) tests using dieharder, a thorough test suite for RNGs. The second, random-essay is a 'transcriped' version of Mads essay.

/computers/linux/debian/packages | permanent link

RQuantLib 0.2.4
A new RQuantLib package 0.2.4 was uploaded to R's master CRAN host and Debian. The principal changes are a small ajustments to work with the new QuantLib release 0.3.13, and the addition of some first unit tests.

As of right now, this version will not build in Debian testing due to problems with g++-4.1 (see #383251). It works on unstable, and should work with either a slighly older g++-4.1 or g++-4.0. However, as CRAN runs Debian, it may not be until a fixed g++ hits testing that this package will hit the CRAN mirrors. There's always my page as a fallback.

/computers/linux/debian/packages | permanent link

New version of digest package for R
A few days ago, Henrik Bengtsson reported that my digest package breaks under R-devel, i.e. what will be R 2.4.0 come October. Being a good sport, he also debugged and patched this :-). I made a new version (0.2.2) available that is waiting in CRAN's incoming area until the CRAN maintainers come back from vacation. In the meantime, it is also available on a simple digest page I finally added to the code section here.

So as an belated into, digest provides hash digests of arbitrary R objects by relying on the wonderss of R's serialize() function, and a simple interface to (C-level) md5, sha-1 and crc32 functions. Clearly, digest is not meant for crypto but rather to quickly summarize, compare or even cache complex R objects that may have arisen from larger computations or simulations. Apparently, Henrik uses digest to compute hash functions of arbitrary R objects that can be cached using his R.cache package.

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RQuantLib 0.2.3
A few minutes ago, a new RQuantLib package 0.2.3 was uploaded to CRAN and Debian. The main changes are an upgraded the very newest version 4.2 of RcppTemplate by Dominick, and updates throughout ensuring that RcppTemplate is now used for all R to C++ interfaces.

/computers/linux/debian/packages | permanent link

Beancounter minor bug fix release 0.8.7
Two contributed patches in this update: Jesse Chu noticed that split-adjustments did not cover close prices, and Doug Laidlaw provided an updated rpm.spec file.

Version 0.8.7 is currently in Debian's incoming area, uploaded to CPAN and onto the beancounter page here, an announcement should appear on Freshmeat shortly.

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RQuantLib updated
A new RQuantLib package 0.2.2 has just been released to CRAN and Debian. As with 0.2.1, Dominick did all the lifting and further improved on the C++ interface between R and QuantLib using his RcppTemplate package.

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Beancounter bug fix release 0.8.6
A nasty little bug snug into 0.8.5: price data without open/high/low/volume (as e.g. for mutual funds) failed with the new SQL chunk creation -- this is now fixed. We now also pick up $host if set in ~/.beancounterrc, and made the two helper scripts setup_beancounter and update_beancounter actual bash scripts as they were reported to fail under the smaller/simpler dash shell.

The bug fix release 0.8.6 is now in Debian's incoming area, uploaded to CPAN and onto my beancounter page and an announcement has been registered for the corresponding Freshmeat record.

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Small fix for beancounter 0.8.5
Yesterday I announced version 0.8.5 of beancounter. My testing over the last few days must have been with a, ahem, preceding version as the daily cronjob today promptly aborted when some of the data came with incomplete fields. [ This is common for e.g. mutual funds which do not have high, low, or open values but just closes and previous close. ]

This quick patch fixes the issue by inserting proper undef values which PostgreSQL groks much better. A revised beancounter version 0.8.6 should be forthcoming in a few days.

My apologies for any inconveniences caused.

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Another month, another quick beancounter release: 0.8.5
Thanks to a set of excellent patches by Pieter du Preez, a new beancounter version went out to Debian, CPAN and my beancounter pages here along with an announcement via the Freshmeat beancounter page that should appear shortly.

Pieter's patches improve database access, make things a tad faster, check for a few more error conditions, and reorganise a function or two. Nice work, and my thanks to Pieter.

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New beancounter release 0.8.4
Once more, a new beancounter version went out to Debian, CPAN and my beancounter pages here along with an announcement via the Freshmeat beancounter page.

This version contains only a few mundane fixes, and one behavioural change. We no longer set the host argument (via Perl's DBI) if the host variable equals localhost. This way, we default to socket communication which is easier on less experienced users who are struggling to make either one of the MySQL or PostgreSQL backends network-aware (as sockets-only is the more secure default for both). We also added a check for empty currency symbols, and realigned one output screen to 79 columns.

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New beancounter release 0.8.3
A new beancounter version has been uploaded to Debian, CPAN and my beancounter pages here; the Freshmeat beancounter record has also been updated.

This version contains a few fixes and enhancements: we can now use FX data backpopulation via the PACIFIC server at the Sauder School of Business at UBC in Vancouver. Also, a new command 'lspositions' was added to show non-aggregated positions; thanks to Robert Schmied, we now catch (bad) market caps in trillions (as sometimes seen from the LSE); we updated the default currency mappings for Yahoo!'s semi-broken FX data service and make a few code cleanups and fixes here and there.

/computers/linux/debian/packages | permanent link

New smtm bug fix releases 1.6.7 and 1.6.8
Minor (Debian) bug fix releases 1.6.7 and 1.6.8 went out for smtm, and to CPAN to keep things in sync. As we no longer need to depends on an explicit Tk::PNG package--it appears that the default Perl-Tk package can now deal with PNG images. No actual code was changed, only the Debian dependency (and, a minor mistake, Build-Dependency) were updated so no need to grab the CPAN versions.

/computers/linux/debian/packages | permanent link

RQuantLib updated
A new RQuantLib package 0.2.1 just went out to CRAN and Debian; it contains a few updates in the C++ code contributed by Dominick Samperi.

/computers/linux/debian/packages | permanent link

RQuantLib release 0.2.0
An update of my RQuantLib package with R bindings for QuantLib went to the incoming directories of CRAN and Debian earlier and should progagate to mirrors shortly.

This release contains new code interfacing QuantLib curve generation and a BermudanSwaption pricer contributed by Dominick Samperi. Dominick also wrote a new R/C++ interface class which may prove useful in other contexts. More details are at the RQuantLib page.

/computers/linux/debian/packages | permanent link

New beancounter release 0.8.2
A new beancounter version has been uploaded to Debian, CPAN and my beancounter pages here; the Freshmeat beancounter record has also been updated.

This version contains a few minor fixes and enhancements: a first attempt at split-adjusting historical data via a new --splitby command, a better test for split-adjusted data from Yahoo!, and removal of the non-US stocks from the example portfolio in setup_beancounter as Yahoo! no longer supplies FX quotes (current and history) with the required reliability and comprehensiveness.

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RQuantLib updated
A minor update of my RQuantLib package with R bindings for QuantLib.

This release main initial purpose was to remain in sync with the Debian transition to G++ 4.0.1. It turns out that G++ 3.4.* and 4.0.* make a genuine Heisenbug disappear: the interaction of R, QuantLib and Boost had lead to spurious segfaults on the otherwise simple problem of computing implied volatilities. Well, with newer G++ versions this appears to be a thing of the past, and this warrants a new minor release in the implied volatility code which is once again reactivated. Thanks goes to Dominick Samperi for help with the debugging attempts.

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Ten years, and counting...
I just realized that I missed the 27th of July which was my ten year anniversary for Debian package uploads. And hence effectively of Debian maintainership (heck, no NMU process then ;-).

Well, it is thus a decade later, and a few things have changed: graduated, married, two adorable girls, moved within Canada and then once more to Chicago, changed jobs a few times, bought a house and then sold it and bought another, and what have you. And through all this the rather ephemeral and virtual Debian thing provided one constant. Weird.

/computers/linux/debian/packages | permanent link

Gimme shelter
While ftp-master.debian.org is unavailable while being relocated, I'll put my new Debian package builds into this temporary directory on my box.

The directory currently contains the new QuantLib 0.3.10, RPy 0.4.4 and lattice 0.12-1 from CRAN.

NB: For QuantLib, you need the new libboost-test1.33.0, and you need to force the libquantlib0-dev installation as the Boost maintainer had a small brown bag bug resulting in an incorrect shlibs file leading to unsatisfiable Depends here.

/computers/linux/debian/packages | permanent link

Minor update for Finance::YahooQuote
A new maintenance release 0.21 for Finance::YahooQuote version has been uploaded to Debian, CPAN and my yahooquote pages here; the Freshmeat record has also been updated.

Thanks to Paul Woods, this version now sports an updated test for one of the regression test values returned from Yahoo!. Also, the documentation now mentions that support for FX rates is currently rather poor at Yahoo!

Debian even got a 0.21.1 release as I forgot to remove the make dist generated CRAN tarball when I created the 0.20 debs.

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Ggobi and Rggobi are now in main
Ggobi and its R connection package Rggobi are now in Debian's main archive. Just like Graphviz, Ggobi initiated at AT&T Research / Bell Labs. It is the successor to the much older XGobi which I had added to Debian over seven years ago.

As previously mentioned, the not-quite-freeness of the old AT&T license kept Xgobi and Ggobi in non-free, and Rggobi contrib. Thanks to a recent license change (mirroring the earlier switch of Graphviz) to the Common Public License, Ggobi (and thus also Rggobi) are now suitable for main -- and included as of last weekend thanks to the swift work of the ftpmasters.

As I also finally requested the removal of xgobi, which was also promptly executed by the archive maintainers, all of my packages are now in main only -- for the first time since I started to contribute to Debian close to ten years ago.

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New smtm bug fix release 1.6.6
The previously mentioned fix required by Yahoo!'s switch from gif to png images is now addressed by the new smtm version 1.6.6. As the new package libtk-png-perl is now in Debian, a new package using it could be provided. The sources have also been uploaded to CPAN and are also on my smtm pages.

/computers/linux/debian/packages | permanent link

Simple smtm chart mode fix after Yahoo! switch
Yesterday I blogged about the charts breakage in my smtm stock market monitor / charter due to a switch from gif to png files at Yahoo!.

Turns out that it pretty easy to fix things -- loading the Tk::PNG module and then declaring the png format is all it takes:

--- smtm.orig   2004-08-03 21:52:57.000000000 -0500
+++ smtm        2005-05-04 09:58:25.820365000 -0500
@@ -35,6 +35,7 @@
 use Tk;                        # who needs gates in a world full o'windows?
 use Tk::Balloon;               # widget for context-sensitive help
 use Tk::FileSelect;            # widget for selecting files
+use Tk::PNG;                   # use PNG format in Photo widget for charts
 use vars qw{%options %chart};  # need to define here for SUB {} below

 my                             # seperate for Makefile.PL

@@ -952,7 +953,8 @@
       }
       ## can pass the web-request response to Photo widget once base64 encoded
       $Dat{Image}[$arg] = $TL->Photo(-data => encode_base64($resp->content),
-                                    -format => "gif");
+## edd 04 May 2005: switch to png    -format => "gif");
+                                    -format => "png");
       $PH = $Dat{Image}[$arg];

       if (exists($Dat{Label}[$arg])) { # if we have a previous label

/computers/linux/debian/packages | permanent link

Smtm chart mode broken after Yahoo! switch
Two users of my smtm monitor wrote in to alert me to the fact that charts no longer display. This is due to a change at the Yahoo! side of things: charts have now switched from gif to png format.

Now, this is nominally a good thing, but unfortunately, Tk doesn't deal as well with png formats, and this extends to the Perl/Tk bindings we use here. It looks like there is a Tk::PNG module on CPAN, but it also looks as if it isn't in Debian yet.

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RQuantLib updated
With the QuantLib release 0.3.9 looming -- and a release candidate that we labelled 0.3.8.rc.20050412 now in Debian testing -- it was time for a RQuantLib package update to reflect some changes at the QuantLib C++ level. A new version 0.1.12 of RQuantLib just went out to the incoming directories of CRAN and Debian.

/computers/linux/debian/packages | permanent link

New Rmetrics upload, and three new packages
Following one day after the brand-new GNU R release 2.1.0 on Monday (and uploaded to Debian on Monday), Diethelm released a fresh version of his outstanding Rmetrics bundle for financial engineering and quantitative finance. I packaged these last night; three new sub-packages (two of which are split off existing ones) bring the total to seven packages for Rmetrics.

And I now see from running wajig auto-download that these new packages are already in Debian unstable. For this, and all their other work, I would like to thank the new Debian ftpmasters team who are doing an outstanding job on the 'new' queue, and their other tasks. Thanks, guys!

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New beancounter release 0.8.1
A new beancounter version has been uploaded to Debian, CPAN and my beancounter pages here; the Freshmeat beancounter record will get updated shortly.

This version contains a minor enhancement for users of SQLite as we have switched to version 3.* as the default format. SQLite 2.* is still supported: new options were added to both setup_beancounter and beancounter so that database can continued to be used, and even be created anew. Users of MySQL or PostgreSQL are not affected either way. No actual data gathering or analying code has changed eitherl see the beancounter changelog for details.

/computers/linux/debian/packages | permanent link

New beancounter release 0.8.0
A new beancounter version has been uploaded to Debian, CPAN and my beancounter pages here; the Freshmeat beancounter record was also updated.

This version contains a couple of improvements and fixes: two new commands, three new options, an added facility to download FX data from the Pacific server at UBC, a new contributed script as well as a number of other small improvements and fixes -- see the beancounter changelog for details.

/computers/linux/debian/packages | permanent link

RQuantLib updated
A new RQuantLib package just went out to the incoming directories of CRAN and Debian. It contains minor updates reflecting the new QuantLib release 0.3.8 from last week. In particular, we now have a proper configure.in check for Boost which I lifted pretty directly from the one in QuantLib's configure.in. Still no new code in RQuantLib, unfortunately.

/computers/linux/debian/packages | permanent link

udunits
udunits is a tool and library for physical unit conversion, written by the folks at UCAR, the University Consortium for Atmospheric Research. Udunits is used by an eponymous CRAN package for R, as well as by other tools such as NetCDF, also with its own CRAN package.

To cut a long story short, udunits code is a little old-ish and its Makefiles would need an overhaul. I have made a local package you can find here for now, and would like for someone to adopt this and make it a proper Debian package. The Makefiles needs a rewrite: only a static library is built, prefix indirection doesn't work completely, the manual pages go into the old locations of /usr/man and possibly more little things.

So the package is there, I'll put it into the next Quantian release, but I can't maintain it beyond that. This would make a nice project for a sciences grad student who actually uses NetCDF, and hence udunits.

/computers/linux/debian/packages | permanent link

Updated Ggobi and Rggobi packages
Ggobi, a neat data visualization tool, is a bit of a Debian step child due to its almost-but-not-quite-FLOSS AT&T license. Our autobuilders don't touch it as it is flagged non-free, even though AT&T did try to to make it as free as they thought they could. Interestingly, Graphviz has the same problem yet many more packages, including some core ones like apt don't mind interfacing that non-free API.

Anyway, the Rggobi interface package for calling Ggobi from GNU R had a fails to build from source bug which only came up now when the amd64 crowd tried to build it (as this dependent package is a semi-step child in contrib). Since the last package release, I had tried to upgrade to the newer Ggobi 1.0.0-beta, but failed to build either the currently package Rggobi or the newer 1.0.0 of Rggobi against it -- so the old version will have to be it for a while. A friend has a saying for the peticular nature of these build problems: BOINJ, and I guess we need to make that BOICA now. And now, I won't reveal the joke via the blog.

/computers/linux/debian/packages | permanent link

New smtm bug fix release 1.6.5
Two minor fixes: gallery notices when a window has been closed by the user, and smtm is made yet a bit more robust to bad data from Yahoo!. Now In Debian's incoming, uploaded to CPAN, announced at freshmeant, and on my smtm pages.

/computers/linux/debian/packages | permanent link

Bug fix release beancounter_0.7.6
Moments ago, a new beancounter version has been uploaded to Debian, CPAN and my beancounter pages; the the Freshmeat beancounter record was also updated.

This release contains a small but annoying fix to setup_beancounter which was mistakenly pointing to a version of beancounter in /tmp. Following a hint from CPAN Testers, a dependency on Fiance::YahooQuote was added to Makefile.PL. Lastly, a contributed script by Joao Antunes Costa is now included in the source distribution.

/computers/linux/debian/packages | permanent link

Rmetrics uploaded
Following Diethelm's announce on the r-help and r-sig-finance lists of Rmetrics release 191.10057 and its initial upload to the CRAN archive for GNU R, I just sent this as a follow-up:

Many thanks to Diethelm for the new Rmetrics release 191.10057, and to the CRAN masters for including it in the archive.

I have updated the initial packages that had been prepared for and included in Quantian 0.5.9.2, and just completed uploading them to Debian's incoming/ directory. As brand-new packages, they will have to wait the customary ten or more days until the ftpmasters insert them into the archive. Once that has happened, they will be apt-get'able from you favourite mirror.

In the meantime, you can fetch sources and i386 Debian packages manually (sorry, no apt-get support here) from

http://dirk.eddelbuettel.com/code/rmetrics/

Happy 4th of July, Dirk

Very, very nice to have this exciting set of packages in Debian, and to be helping along in its transfer from the land of Windoze-only.

/computers/linux/debian/packages | permanent link

Bug fix release beancounter_0.7.5
A few minutes ago, a new beancounter version has been uploaded to Debian, CPAN, my beancounter pages and the Freshmeat beancounter record was updated too.

This release contains a small correction to the documentation for the database connection password, a new test routine to check whether database connections can in fact be made, and a hook from setup_beancounter to actually use that test.

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