Code
rprotobuf
rinside
rcpp
rpostgresql
rdieharder
littler
random
digest
rquantlib
beancounter
smtm
yahooquote
octave-mt
octave-pg
Linux
Quantian
About
Blog
- RProtoBuf
- Bindings for R to use
Google Protocol Buffers.
Also available via CRAN
with source code hosted on
R-Forge.
- RInside
- C++ classes to embed R
in your C++ applications permitting you to eaily pass
data and commands to R. Available via
CRAN and hosted on
R-Forge.
- Rcpp
- An R interface to C++ for
easier integration of C/++ code into R. Initially written by Dominick
Samperi, now maintained and extended by Dirk Eddelbuettel and Romain Francois. Releases
are provided
via CRAN
and its mirrors, 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 and effectively maintains it. Hosted on
Googlecode
SVN and available via
CRAN
and its mirrors.
- 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,
via CRAN
mirrors and hosted
on R-Forge
- 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,
via CRAN
mirrors and hosted
on R-Forge
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,
via CRAN
and Debian mirrors and hosted
on R-Forge.
- 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 several dozen packages I maintain.