Rcpp

An R interface to C++. Initially written by Dominick Samperi, now maintained by Dirk Eddelbuettel. Releases are provided via CRAN and code is hosted on R-Forge.

RPostgreSQL

An R interface to PostgreSQL. Written by Sameer Kumar Prayaga during the summer of 2008 as part of the Google Summer of Code 2008 program. Dirk Eddelbuettel had suggested the topic, acted as mentor and currently coordinates releases.

littler

(Written with Jeffrey Horner) A scripting front-end for GNU R to write simple 'shebang'-line scripts, or quick command-line expressions. Available here, at Vanderbilt's BioStat wiki and the Googlecode SVN.

random

A GNU R package to access true (i.e. non-deterministic) random numbers from random.org. Available here and via all CRAN mirrors.

digest

A GNU R package to create `hash' digests of arbitrary R objects using the md5, sha-1 and crc32 algorithms permitting easy comparison of R objects. Available here and via all CRAN mirrors.

Quantian

A directly bootable and self-configuring Linux system on a single dvd. Quantian is an extension of Knoppix from which it takes its base system of about 2.0 gigabytes of software, along with automatic hardware detection and configuration. To this, Quantian adds about 5.5 gigabytes of scientific / mathematical software such as R, Octave, GSL, Maxima or QuantLib.

RQuantLib

A GNU R package to interface with the QuantLib library. GNU R is `GNU S' - A language and environment for statistical computing and graphics. QuantLib is a free/open-source library and framework for quantitative finance, financial engineering, modeling, trading, and risk management. Available here and via all CRAN and Debian mirrors.

BeanCounter

A Perl stock portfolio performance toolkit providing functions to download, store (in an SQL database) and analyse stock market data in a convenient and efficient way. Available here and via all CPAN and Debian mirrors.

SMTM aka Show Me The Money

A highly configurable Perl/Tk stock ticker and performance display for stocks from around the globe. Available here and via all CPAN and Debian mirrors.

Finance::YahooQuote

A Perl module to download stock (and other) quotes from Yahoo! Finance. Originally written by Dj Padzensky; mainted by me since 2002. Available here and via all CPAN and Debian mirrors.

Mersenne Twister RNG for GNU Octave

C++ code for another (extremely fast yet excellent statistical properties) RNG for GNU Octave using Shawn Cokus' implementation of the Mersenne Twister MT19937.
Note that this has been integrated, in a more polished rewrite by Paul Kienzle, into Octave-Forge.

PostgreSQL modules for GNU Octave

C++ code to interface a Postgres SQL database directly from GNU Octave.

Also see my Debian GNU/Linux page with information about the few dozen packages I maintain.

Last modified: Tue Nov 11 22:42:45 CST 2008