On Thursday, 5 December 2013 at 11:13:17 UTC, Siavash Babaei
wrote:
Hi,
I primarily work in statistical modelling of financial data
(risk modelling). I am at a point when I need to think about
developing applications in addition to data analysis and
modelling.
My primary concern is whether or not I can run/call-on
programmes that I have written in R/MATLAB/Julia. Accessing a
database is also a concern.
Now, I know C++/Visual Studio can handle this but I would like
something more reliable and exciting (!better!) and I would
like to know if I am in the right place.
Thank You
I have been using R and D together for several months. It is easy
to embed either inside the other. Unfortunately I have not found
the time to write up any decent notes about it. With the latest
release of DMD, my workflow is to create shared libraries with D
and call them from R. Using the .C interface from R is simple,
but not much fun. I wrote up a few notes here:
http://lancebachmeier.com/wiki/doku.php?id=rlang:calling-d
What I've been working on lately is a .Call-based interface that
provides some of the same convenience as Rcpp. I call into
Gretl's C API to get a wide range of econometric functions. It
works well enough that I'm going to give a lecture to my graduate
students on calling D functions from R next week.
To embed R inside D, which is maybe more what you're after, I
created a simple C interface to RInside. That works well.
Unfortunately I don't have notes on that either.
I'll be happy to share more if any of this will help you.
