Code
rdieharder
littler
random
digest
rquantlib
beancounter
smtm
yahooquote
octave-mt
octave-pg
Linux
Quantian
About
Blog
- rdieharder
- An RR interface to
Robert G. Brown's dieharder test suite for random number generators.
Available here, at
CRAN
and its mirrors and at the Googlecode
SVN archive.
- 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.