Dear Tomasz,
I agree with Ankur. It would be a massive job for you to implement R functions directly! There are loads of them and users will keep coming up with new ones.
For example I implemented a minimum variance algorithm using cov.shrink and solve.QP from quadprog. Then I tried a minimum correlation algorithm which used the 'try', 'cov.shrink' and 'portfolio.optim' functions. That's an awful lot of difficult coding for you to implement.
What would be very useful would be to run a section of R code directly in R and return the result to Amibroker. The main problem with using RMath Plugin is that the R code needs to be transcribed line by line into Amibroker and variables (arrays) exported and then results re-imported.
I suspect the main difficulty is getting R to read the Amibroker data and vice versa. Previously I would have said it was not possible (or not worth the effort for you) because R uses matrices but now you have implemented matrices in Amibroker it might be practical to implement.
If you could do so it would be very much appreciated. In a way it does not matter that calling R is slow, it is often just a question of sending the R code the correct problem.
Of course, if you did manage to implement some of the R functions they would strengthen Amibroker greatly and now you have the matrix manipulation it would be more practical than before.
Thanks for your continued hard work.
Kind regards,
Nicholas
Posted by: nicholas2004f@yahoo.co.uk
| Reply via web post | • | Reply to sender | • | Reply to group | • | Start a New Topic | • | Messages in this topic (6) |
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
EmoticonEmoticon