C++ to R interface

Discussion in 'Automated Trading' started by lolatency, Jun 30, 2009.

  1. I'm looking at RInside and RCpp. Someone in one of my grad school classes mentioned something about a COM object interface to R. Really, I don't care how it gets done, but I need to prototype something quick.

    Suggestions please? One problem is that I
    have to get the thing to work in Windows.

    As an example, suppose in C++ I wanted to use the lm() function and then extract the t-value associated with the hypothesis test of whether Beta is 0; I'd like to extract that Beta value out of R from code in C++.
  2. NVM.

    I'm a tard. If anyone ever Googles to answer this question, here is a document with good answers:

  3. bodanker


    You could also check out rinside.

    EDIT: wow, you must be contagious... :p nothing like suggesting something you had already considered.
  4. I thought I would have a day of productive work here, but it looks like I have to relearn some DCOM fundamentals to talk to R in Windows.

    The issue with Rinside, that I saw, was that there wasn't a build/makefile readily available to work on Windows; I was feeling too lazy to dig into it to adapt it, but I'll have to revisit it.

    I'm already annoyed that I have to build this DCOM bridge/connector, but it is what it is.