D-Link with R/MATLAB/Julia/SQL

bachmeier nospam at nospam.com
Thu Dec 5 18:16:09 PST 2013


On Thursday, 5 December 2013 at 11:13:17 UTC, Siavash Babaei 
wrote:
> Hi,
>
> I primarily work in statistical modelling of financial data 
> (risk modelling). I am at a point when I need to think about 
> developing applications in addition to data analysis and 
> modelling.
> My primary concern is whether or not I can run/call-on 
> programmes that I have written in R/MATLAB/Julia. Accessing a 
> database is also a concern.
> Now, I know C++/Visual Studio can handle this but I would like 
> something more reliable and exciting (!better!) and I would 
> like to know if I am in the right place.
>
> Thank You

I have been using R and D together for several months. It is easy 
to embed either inside the other. Unfortunately I have not found 
the time to write up any decent notes about it. With the latest 
release of DMD, my workflow is to create shared libraries with D 
and call them from R. Using the .C interface from R is simple, 
but not much fun. I wrote up a few notes here:

http://lancebachmeier.com/wiki/doku.php?id=rlang:calling-d

What I've been working on lately is a .Call-based interface that 
provides some of the same convenience as Rcpp. I call into 
Gretl's C API to get a wide range of econometric functions. It 
works well enough that I'm going to give a lecture to my graduate 
students on calling D functions from R next week.

To embed R inside D, which is maybe more what you're after, I 
created a simple C interface to RInside. That works well. 
Unfortunately I don't have notes on that either.

I'll be happy to share more if any of this will help you.


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