@tonytonov
vk.com/spbrug
stepic.org/course/497
Use case: некий численный алгоритм
numeric input -- numeric output
Gramacy, R.B., Lee JH. (2007). On estimating covariances between many assets with histories of highly variable length. arXiv:0710.5837
install.packages("monomvn")
library(monomvn)
Depends: R (>= 2.14.0), pls, lars, MASS
Imports: quadprog, mvtnorm
monomvn(y, pre = TRUE, method = c("plsr", "pcr", "lasso", "lar",
"forward.stagewise", "stepwise", "ridge", "factor"), p = 0.9,
ncomp.max = Inf, batch = TRUE, validation = c("CV", "LOO", "Cp"),
obs = FALSE, verb = 0, quiet = TRUE)
Например, для C# есть R.NET
REngine engine = REngine.GetInstance();
NumericVector group2 = engine.Evaluate("rnorm(10)").AsNumeric();
Для некоторых языков есть расширения, поддерживающие обращение к R
Репозиторий в локальной сети
> library(miniCRAN)
> pkgList <- pkgDep("monomvn", type="source", suggests = FALSE)
> pkgList
[1] "monomvn" "pls" "lars" "MASS" "quadprog" "mvtnorm"
> makeRepo(pkgList, path=pth, type=c("source", "win.binary"))
Shiny: "A web application framework for R"