D-Link with R/MATLAB/Julia/SQL

[seany]

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 the similar issue (climate modelling), I have a C++ 
manager where i can issue commands (e.g. the command "writemodel" 
without codes will start a latex interface, the command 
"parsemodel" also without quotes, always without quotes, will 
parse the model, into data that a Scilab / R script can work on, 
then "drivemodel" will drive the model, i.e. run the Scilab / R / 
Octave etc as I run it. However, all these processes, the 
writing, the modell driving etc, can talk to each other by means 
of a file, which acts as a messagebus. Each program can demand an 
immediate action (e.g. the writemodel can demand an immediate 
break, update and rerun of a currently driven model) . I have 
been working on d program managing (encoding, decoding, queueing 
and popoing) all these messages between such processes.

Sounds trivial, but the commands are to be ordered according to 
their severity of demand, and in case of multiple commands having 
same severity you want them to be excuted at the same physical 
time in multiple threads / cores, and so on. Therefore, the whole 
indexing / sorting is implemented using a very generalized 
version of surreal numbers, whos sole purpose is to describe a 
(possibly self similar, not necessarily one dimensional) order.