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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@kevin_ushey Yep. I have both in ~/.R/Makevars -- combining cache with parallel make can really help.
@xprimexinverse @AriBFriedman @romain_francois I am overdue a review of that book. tl;dr: Thorough but does not really integrate C++ and R.
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@joshua_ulrich Been there, done that. Quite liked it, actually. Don't want to [once again] become a risk analyst in my next life though.
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Statistics::R::IO by @OddsAndBits shows how to deserialize RData and RDS. Anybody feel like porting this to C / C++ ? #rstats
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We all owe Tomoaki! MT @pglezmoreno All the power of PostgreSQL in R. Testing R package RPostgreSQL..It works great!Thanks @eddelbuettel
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.@OffRoad_AM @hussmanjp: Some recent papers disagree, find variance risk premia predictive of future returns, eg goo.gl/SQ9ne5
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@marutterstat Did I mention lately how much you rock? ;-)
@scheidegger Uptime now 103 days on my X1 Carbon; only reboots when I update Ubuntu it seems. It. Just. Works. #thereIjinxedIt
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RQuantLib 0.3.12 is now on CRAN goo.gl/FB1QBa #rstats
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R/Finance 2014 preparations moving along, and acceptance emails for submissions have been sent. It'll be a good one...
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