Pinned Repositories
CppBugs
c++ version of BUGS
deathstar
deathstar remote execution / cluster utility for R
fts
R interface to tslib -- a fast timeseries library
lim.tslib
lim interface for tslib time series library
pymc_radon
pymc version of Gelman's radon dataset (http://www.stat.columbia.edu/~gelman/arm/examples/radon)
rcppbugs
R interface for CppBugs
Rexcelpoi
write excel files from R with Jakarta POI
Rs3cmd
R Bindings for s3cmd
tslib
a time series library in c++
unifieddbi
a unified database interface for R
armstrtw's Repositories
armstrtw/tslib
a time series library in c++
armstrtw/CppBugs
c++ version of BUGS
armstrtw/rcppbugs
R interface for CppBugs
armstrtw/fts
R interface to tslib -- a fast timeseries library
armstrtw/unifieddbi
a unified database interface for R
armstrtw/Rs3cmd
R Bindings for s3cmd
armstrtw/Rexcelpoi
write excel files from R with Jakarta POI
armstrtw/deathstar
deathstar remote execution / cluster utility for R
armstrtw/deathstar.core
deathstar remote execution / cluster utility
armstrtw/rabstraction
C++ abstractions for R objects
armstrtw/rcppbugs.examples
Examples of various rcppbugs models.
armstrtw/multivariate.sv
R interface to multivariate.sv model based loosely on this paper: http://www.rob-mcculloch.org/some_papers_and_talks/papers/working/lopes-mcculloch-tsay.pdf
armstrtw/pl.sim
PnL simulation
armstrtw/rrcov
Armadillo version of rrcov from http://cran.r-project.org/web/packages/rrcov/index.html
armstrtw/cpp.misc
misc cpp demos
armstrtw/distributed.computing.talk
R/Fin 2013 distributed computing talk
armstrtw/doDeathstar
foreach compatible version of deathstar
armstrtw/enb
Minimum Torsion Bets for Effective Number of Bets and Diversification Distribution
armstrtw/enum_msg
toy example of enums with payloads for FIX protocol
armstrtw/Ledger.jl
armstrtw/logiql
a pragmatic implementation of financial modeling
armstrtw/logiql.implementation
mapping logiql to real instruments
armstrtw/numeric.traits
Common numeric triats
armstrtw/pnlsim
pnl backtesting with rust
armstrtw/py.misc
misc python examples
armstrtw/quantlib
The QuantLib C++ library and extensions
armstrtw/rcppredis
R interface to Redis using the hiredis library
armstrtw/Redis.jl
A fully-featured Redis client for the Julia programming language
armstrtw/schedulemaster-data-scripts
export and clean up the Schedulemaster data
armstrtw/vectorfun
numeric range / vector functions and utils