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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td 0.0.5 on CRAN: New Reference Data Getters
R access to @TwelveData Financial Data API
dirk.eddelbuettel.com/blog/2…
#rstats
/cc @kennethrose82
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Big Thank You! to @Sondreus for a fab guest lecture on 'Data Science at @TheEconomist' yesterday to STAT 447. A focus on 'coding and modeling' plus open source repos at @github with rich data sets well processed and analysed yield great results! #Rstats
youtube.com/watch?v=1TgEl5OZ…
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"[E]conomists are often fumbling in the dark, with too little information to pick the policies [...] The world is on the brink of a real-time revolution in economics, [...] Big firms [...] already use instant data to monitor ..."
economist.com/briefing/2021/…
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RcppQuantuccia 0.0.5 on CRAN: Updated and Calendar Focus
Header-only QuantLib Calendar Library for R
dirk.eddelbuettel.com/blog/2…
#rcpp #rstats
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Today's dish: Pissaladière
Because you can take the boy out of Marseille, but you can't take Marseille out of the boy ...
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You need business calendar logic. This is finance packages (for market open/closed). RcppQuantuccia has them in a lighter-weight package (and I'll have an update really soon), else RQuantLib. Or check exchanges / national bodies. #rstats
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RVowpalWabbit 0.0.16 on CRAN: One More CRAN Request
R Interface to the 'Vowpal Wabbit' fast out-of-core learner
dirk.eddelbuettel.com/blog/2…
#rstats #rcpp
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dang 0.0.14 on CRAN: Several Updates
A collection of a few small helper functions
dirk.eddelbuettel.com/blog/2…
#rstats
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There are other ways to pass values to an Rstats script; I like `docopt` my @edwindjonge *a lot* for this. You could pick up values from a config file you alter, or from a parameter store like Redis, or ...
But keeping 18 variants of the same source file is not not good.
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Possible alternative:
param <- as.numeric(Sys.getenv("MYVALUE"))
The run a shell script around it it calling it:
for v in 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18; do
MYVALUE=v Rscript myRfile.R
done
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Neat! Any need for North American test drivers? 😍
theguardian.com/environment/…
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Beyond thrilled that two weeks from today, @Sondreus of the data team at @TheEconomist will guest lecture to the students of my STAT 447 class. Details still being worked out, but we may have a publically available recording.
stat447.com/guest_lectures/
#rstats #datascience
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RcppQuantuccia 0.0.4 on CRAN: Calendaring Update
Header-only subset of QuantLib for R
dirk.eddelbuettel.com/blog/2…
#rcpp #rstats
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"Just do it".
I sometimes put the slide below into my talks showing how R will take "anything", munge it as needed, and report in "any format". Write some glue, and enjoy your integration as "most" things can be accessed and reported into. #rstats
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corels 0.0.3 on CRAN: Update
R Bindings to 'Certifiably Optimal Rule Lists' Learner
dirk.eddelbuettel.com/blog/2…
#rcpp #rstats
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