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
- Tweets 5,361
- Following 350
- Followers 10,149
- Likes 7,646
RcppQuantuccia 0.1.0 on CRAN: Full Business Calendar Support
Self-containted QuantLib Calendar Library for R
dirk.eddelbuettel.com/blog/2…
#rcpp #rstats
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dang 0.0.15 on CRAN: Small Correction
A collection of a few small helper functions
dirk.eddelbuettel.com/blog/2…
#rstats
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Dirk Eddelbuettel retweeted
To unlock the world’s research papers for computerized analysis Carl Malamud built and released what he calls the ‘General Index’.
107 million full-text-searchable scientific papers. 38 terabyte.
It can be queried for any five-word snippet within it.
nature.com/articles/d41586-0…
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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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Dirk Eddelbuettel retweeted
New comparative breakdown feature added to #rstats gtrendsR 📦 Feel free to test it! github.com/PMassicotte/gtren…
cc @eddelbuettel
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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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Dirk Eddelbuettel retweeted
[1/*] If we take the chance that a tool (compiler, linker, batch, whatever) remains working for a particular codebase after one year as a given probability p, then the chance that build remains working after x years is p^xn, where n is the number of tools used in the build.
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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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I show that trick in STAT 447 (which got a lecture on sed and awk added this year) and have a few StackOverflow answer showing that 'pattern', here is one:
stackoverflow.com/a/23198223…
So #rstats gets better with #awk too :)
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Congrats! The @Debian package has been updated and is already available; an @Ubuntu 20.04 build will be published in 'edd/misc' PPA shortly. Also the most recent #RStats package release RQuantLib 0.4.14 installs unchanged.
#QuantLib 1.24 was released today. Thanks to all contributors, new and old!
Release info and downloads at github.com/lballabio/QuantLi…
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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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Dirk Eddelbuettel retweeted
Person 1: The glass is 1/2 full
Person 2: The glass is 1/2 empty
Excel: The glass is the 1st of February
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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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