Data Science. TileDB. Open Source. Quant Research. R. C++. Debian. Linux. Adjunct Clinical Professor, University of Illinois. Lots of coffee. And some running.
Chicago, IL, USA
Joined March 2007
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I second the "it never left" sentiment. ♻ @QuantBlogs: Coding the Markets: C++ is back ? bit.ly/reR0Di
@siah 8 Rcpp vignettes, 30+ CRAN packages using it, 2+ years of mailing list archives. Let me know what is missing for you.
@gappy3000 @datajunkie Seconded. Or how about people helping Laurent to make RPy2 better? That project has a multi-year lead.
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@siah Take a peek at the R-Forge repo. I am basically calling it as we call the cmdline version (via argv[]) and get few results back.
Cute :) ♻ @pbrane: @siah @eddelbuettel but clearly it should be called "VowpalRabbit"!
New RQuantLib release 0.3.8 with a bugfix related to curves and evaluation dates, more at goo.gl/HsAlM #rstats
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Use pipe() (?connection), or connect to ext. library via Rcpp ♻ @suncoolsu: Is there a good way of running system commands from R ?#Rstats
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Gosh,surely No wars, just some snickering over uncritical fanboyism ♻ @statalgo: @eddelbuettel @wesmckin Oh no! R/Python language wars?
Complete non-issue for me as I do not sell software. ♻ @wesmckinn: @eddelbuettel @ChrisDiehl @statalgo
A little competitive pressure is good (cf C++ today). You will make R better as well. ♻ @wesmckinn @eddelbuettel @ChrisDiehl @statalgo
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Did that on my first to no effect. Now approx 1 - 2 per day. Ick. ♻ @joshua_ulrich: @eddelbuettel I got one and I reported it to Yahoo.
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Celebrating the reinvention stuff #rstats had for a decade+ (in tseries) ♻ @ChrisDiehl: “@statalgo: ...statalgo.com/2011/09/08/pand… #finance #quant”
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Is anybody getting auto-subscribed to Yahoo Groups? Annoying to have to manually unsubscribe. Maybe time for another procmail rule...
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@gappy3000 Sounds like you really ought to attend the NY class on Rcpp on the 24th :) See goo.gl/4Eehy for more. #rstats
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@gappy3000 Thanks for the kind words. The part containing local() was quote from Pat Burns (@portfolioprobe ) though.
New blog post with another quick case study showing a 600+ fold speed increase from using Rcpp, more at goo.gl/25l6d #rstats
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Nice! ♻ @gyollin: quantstrat/blotter lecture slides posted: r-programming.org/papers - hope its useful; send corrections/suggestions #rstats
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Shogun (Large Scale Machine Learning Toolbox) version 1.0.0 released -- more at goo.gl/1tGo3 and goo.gl/ZjCvV
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Real Madrid dropped Spanish soccer cup under team bus; a replica was made. ♻ @NPHard: According to Espn Stanley Cup dropped and dented.