Would be nice if someone with RMath experience could make an UKB doc about how to implement RMath in AmiBroker and give us some AFL examples -)
Regards, Ton. ----- Original Message ----- From: vlanschot To: [email protected] Sent: Friday, February 27, 2009 11:27 AM Subject: [amibroker] Re: OT: RMath plug-in for Amibroker Hi, The RMath plug-in has a fairly efficient routine for marshalling AFL vector data to SafeArrays in COM. This happens both on the way in and back out of RMath and so is hidden from the end user, making the code required very compact and simple. Of course, it may be possible to write code in AFL to do this manually (as pointed out in the manual), and it may be that this can be improved further by having a play around with the VBArray function in AFL to assist with this (if you don't want to use the plug in). Re potential upgrade, again this has not been decided yet*, but basically yes that is the idea. PS * If only because our intitial goal (i.e. access to R WITHIN AB) has been achieved, and this step would complicate matters in some aspects, like require the user to know how to operate R in its native environment. --- In [email protected], "loveyourenemynow" <loveyourenemy...@...> wrote: > > Hello, > > and thank you for your answer. > I refer to the fact that in order to retrieve an array from R, this > has to be done element by element using the com server, since AB is > not accepting the R data type. > I wrote some AFL functions to do this, but I was wondering if the > plugin was somehow able to actually transfer data directly (which > would be much faster). > But if it using the com server I guess this is the only way. > > Regarding the new implementation,do u mean that some AFL variable is > constantly update with its R "sister", without the need to tranfer > data back and forth? > > Thanks > Ly > > > > --- In [email protected], "vlanschot" <vlanschot@> wrote: > > > > Hi Ly, > > > > First, which "problems" do you mean (or do you refer to endnote II in > > the RMath manual)? > > > > To answer your question: yes it does. And in terms of transferring > > data (e.g. vectors) to R via the plug-in, I have not encountered any > > limitation. In other words, I personally have no need for any "work- > > around". > > > > However, the current plug-in does not (yet) allow full two-way > > communication between R and AB, i.e. putting something in R which > > immediately becomes available in AB. We are looking (early stage) at > > possibly integrating another tool which would allow you to move back > > and forth like that between R and AB which, for example, would bypass > > the need for the debugger as you would see your results immediately > > within R. > > > > Hope this answers your question, if not you'll need to be more > > specific I'm afraid. > > > > PS > > > > --- In [email protected], "loveyourenemynow" > > <loveyourenemynow@> wrote: > > > > > > Hello Patrick, > > > > > > I would like to ask you if your plugin uses the R com server to > > > transfer data between R and AB. > > > I was doing that and wrote some simple functions to transfer > > vectors, > > > and I encountered the problems you mention in your documentation > > file, > > > but with some workaround it was working. > > > > > > I wonder if you are able to directly transfer vectors or you use > > some > > > similar workaround. > > > > > > > > > Thanks > > > > > > Ly > > > --- In [email protected], "vlanschot" <vlanschot@> wrote: > > > > > > > > Hello, > > > > > > > > This mail is to inform you that I have just uploaded the zip- file > > > > RPlugIn. It contains two files. The first is the file > > RMathAFL.dll, > > > > the RMath plug-in for AB. The second is the Word-document R_Plug- > > > > in_Amibroker.doc, the accompanying manual. The manual briefly > > > > describes the functionality of the RMath plug-in for Amibroker > > which > > > > I make freely available to all AB-users. Its purpose is to allow > > you, > > > > the AB-user, to efficiently interact with R, the open-source and > > > > freeware statistical/ mathematical package based on the S- > > language > > > > (i.e. S-Plus). For more details on R , please visit the official > > > > website: http://www.r-project.org/. Here you will also find > > manuals > > > > and other contributed papers on R. Specifically, see this web- > > page: > > > > http://www.stats.bris.ac.uk/R/. > > > > > > > > It is impossible to discuss the full scale of the R- functionality > > > > that the plug-in makes available to the AB-user. It simply is > > > > massive, and even I have only explored a tiny bit of it. Instead, > > the > > > > manual will describe a small subjective selection of the > > > > possibilities available, with the aim to get you going. I have no > > > > pretension that my examples are of any use to you. What I do > > hope, > > > > however, is that they can get you going, and that this plug- in > > will > > > > enhance your trading/analysis skills, like it has mine. > > > > > > > > The plug-in has been kindly developed by a programmer-friend for > > > > which I am very grateful (and no, it is not Tomasz). There will > > be NO > > > > technical support for it, and (in all likelihood) no upgrades, if > > > > only because the functionality embedded is: > > > > - very extensive and flexible in terms of accessing R's core > > > > functionality (I would say almost unlimited, particularly if you > > > > write your own R-functions separately in R, which subsequently > > can > > > > then be called from AFL); > > > > - unlikely to be (negatively) impacted by changes in R itself; > > > > > > > > In the manual you will read about my motivations to have this > > plug-in > > > > developed, the main one being to thank, first and foremost, > > Tomasz > > > > Janeczko for developing AB into what it is has become: an > > industry- > > > > standard investment and trading platform. It has enabled me to > > > > transform my investment thinking into practical applications, > > making > > > > some money along the way. Extended thanks go to the AB- community > > in > > > > general. I am very grateful to the guidance, sample code, and > > other > > > > help (including support from Marcin) I have received over the > > past > > > > few years. > > > > > > > > PS > > > > > > > > > >
