Redis, perhaps? There are some Julia bindings:

https://github.com/msainz/Redis.jl
https://github.com/markmo/HiRedis.jl


I'm not sure which is better to use – the Redis.jl package is a pure Julia
implementation of a Redis client while HiRedis.jl uses the hiredis library
to interact with Redis. It would be nice to eventually have one true way to
interact with Redis, but for now there's a choice.

You could also try using Rif.jl <https://github.com/lgautier/Rif.jl> to
call R directly from Julia.

Yet another option would be to push chunks of data from Julia to R using
ZeroMQ messaging. Here's a thread about that approach:

https://groups.google.com/forum/#!topic/julia-users/umHiBwVLQ4g

On Thu, Dec 18, 2014 at 4:26 AM, Pavel <[email protected]> wrote:

> This is a fairly general question about structuring an application that
> relies on both Julia and R code. The Julia part takes time series input and
> performs extensive parallel computations (thank you core developers for the
> efficient pmap), producing the output that is not that demanding in terms
> of data storage. The R part collects some data from the web every minute
> via REST APIs forming the time series for Julia input, and also uses Julia
> output for further computations (not as demanding as the Julia functions so
> that the R-side performance is not limiting the overall process).
>
> Now as I am trying to integrate everything for a production environment,
> the question is about data sharing between Julia and R. Saving chunks of
> time series as HDFS files works in development but is inefficient. Is there
> a suitable non-relational database with both Julia and R bindings
> available? Should I look into setting up Julia web-server and have R talk
> to it via REST API? Any thoughts/advice on structuring my application
> (planning to use Google cloud) would be helpful. Thanks for reading.
>

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