Skip to content

R: Securities earning covariance

8 messages · Oliver Ruebenacker, ANGELO.LINARDI at bancaditalia.it, R. Michael Weylandt

#
Good morning.

I have a real fuzzy question to ask; we have a calculation engine which
is composed by n virtual machines each of them with a jvm 2GB of memory
on Linux Red Hat each of them with the "R" package which comes along
with the Red Hat Linux distribution.
We have now to increase the number of "nodes" trying to avoid to use new
virtual or physical machines. So my question is: is it possible to
install multiple jvm on the same machine each of them with its
independent instance of R ?
Should I "duplicate" the initial R installation to get different
instances with different libraries ? Is it enough or even in this case
the different instances "share" something so they are not really "fully
independent" ? 
Thanks so much for you help

Angelo Linardi

** Le e-mail provenienti dalla Banca d'Italia sono trasmesse in buona fede e non 
comportano alcun vincolo ne' creano obblighi per la Banca stessa, salvo che cio' non 
sia espressamente previsto da un accordo scritto.
Questa e-mail e' confidenziale. Qualora l'avesse ricevuta per errore, La preghiamo di 
comunicarne via e-mail la ricezione al mittente e di distruggerne il contenuto. La 
informiamo inoltre che l'utilizzo non autorizzato del messaggio o dei suoi allegati 
potrebbe costituire reato. Grazie per la collaborazione.
-- E-mails from the Bank of Italy are sent in good faith but they are neither binding on 
the Bank nor to be understood as creating any obligation on its part except where 
provided for in a written agreement. This e-mail is confidential. If you have received it 
by mistake, please inform the sender by reply e-mail and delete it from your system. 
Please also note that the unauthorized disclosure or use of the message or any 
attachments could be an offence. Thank you for your cooperation. **
#
I'm somewhat confused:

i) What does this have to do with your subject line?

ii) There does not exist -- to my knowledge -- an implementation of R
which runs on the JVM.

iii) Have you simply looked into R's native parallel computing
options? That seems to be (maybe?) what you are trying to do.

Incidentally, thanks to the in-memory model, it is possible to spawn
multiple R processes which use the same package libraries [the package
is the thing in the library, which is tied to the filesystem] on the
same machine (I'm thinking real, but this shouldn't be a problem with
a reasonable VM setup either)

Michael
On Fri, Jun 15, 2012 at 3:05 AM, <ANGELO.LINARDI at bancaditalia.it> wrote:
#
Hello,

On Fri, Jun 15, 2012 at 10:15 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
I think he means driving the R framework from Java via JNI. I think
the questions boils down to whether you can open multiple independent
R sessions on the same system and then address them separately via JNI
(I don't know, but I would assume you can do that without multiplying
the installation).

     Take care
     Oliver
#
Hello,

first of all tank to both of you for your fast response.
Going back to Michael's wonderful ASCII art masterpiece, what we have now is something like this:

-------  JVM -----------

   ----  JAVA  ----

          JDBC
               |
               |
        Algorithm
               |
    ---- JAVA ----
-------  JVM -----------
              |
           RNI
              |
             R

What we want is something like the following (on the same virtual machine):

-------  JVM1 -----------			-------  JVM2 -----------

   ----  JAVA  ----				----  JAVA  ----

          JDBC						JDBC
               |						|
               |						|
        Algorithm					Algorithm	
               |						|
    ---- JAVA ----				---- JAVA ----	
-------  JVM1 -----------			-------  JVM2 -----------
              |						|
           RNI					     RNI	
              |						|
             R(1)						R(2)

My question is: is that possible ? How can I address R(1) from JVM1 and R(2) from JVM2 ? Is data calculated in R(1) and R(2) completely independent or the 2 instances "share" something in memory ?
Thanks again for you kindness and help.

Angelo		

-----Messaggio originale-----
Da: Oliver Ruebenacker [mailto:curoli at gmail.com] 
Inviato: venerd? 15 giugno 2012 17.36
A: R. Michael Weylandt
Cc: LINARDI ANGELO; r-help at r-project.org
Oggetto: Re: [R] R: Securities earning covariance


     Hello,

On Fri, Jun 15, 2012 at 10:15 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
I think he means driving the R framework from Java via JNI. I think
the questions boils down to whether you can open multiple independent
R sessions on the same system and then address them separately via JNI
(I don't know, but I would assume you can do that without multiplying
the installation).

     Take care
     Oliver
#
Hello,

first of all thanks to both of you for your fast response.
Going back to Michael's wonderful ASCII art masterpiece, what we have now is something like this:

-------  JVM -----------

   ----  JAVA  ----

          JDBC
               |
               |
        Algorithm
               |
    ---- JAVA ----
-------  JVM -----------
              |
           RNI
              |
             R

What we want is something like the following (on the same virtual machine):

-------  JVM1 -----------			-------  JVM2 -----------

   ----  JAVA  ----				----  JAVA  ----

          JDBC						JDBC
               |						|
               |						|
        Algorithm					Algorithm	
               |						|
    ---- JAVA ----				---- JAVA ----	
-------  JVM1 -----------			-------  JVM2 -----------
              |						|
           RNI					     RNI	
              |						|
             R(1)						R(2)

My question is: is that possible ? How can I address R(1) from JVM1 and R(2) from JVM2 ? Is data calculated in R(1) and R(2) completely independent or the 2 instances "share" something in memory ?
Thanks again for you kindness and help.

Angelo		

-----Messaggio originale-----
Da: Oliver Ruebenacker [mailto:curoli at gmail.com] 
Inviato: venerd? 15 giugno 2012 17.36
A: R. Michael Weylandt
Cc: LINARDI ANGELO; r-help at r-project.org
Oggetto: Re: [R] R: Securities earning covariance


     Hello,

On Fri, Jun 15, 2012 at 10:15 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
I think he means driving the R framework from Java via JNI. I think
the questions boils down to whether you can open multiple independent
R sessions on the same system and then address them separately via JNI
(I don't know, but I would assume you can do that without multiplying
the installation).

     Take care
     Oliver
#
On Fri, Jun 15, 2012 at 11:03 AM, <ANGELO.LINARDI at bancaditalia.it> wrote:
Best I understand it (and RNI seems Windows-only so I can't verify)
you have nothing to worry about. As long as you start 2 R processes
(which seems to be the only thing that could happen with two JVMs) the
memory should be kept independently. The only exception I can think of
is that if you choose to install a new package on one R process it
might be available to the other as a read-only resource (but I'm not
sure even this would happen depending on how your VM handles that bit)
but data integrity should be guaranteed.

Michael
#
On Fri, Jun 15, 2012 at 10:35 AM, Oliver Ruebenacker <curoli at gmail.com> wrote:
Yes, that seems to be the issue at play and best I understand the
set-up you get this "for free" from the in-memory model. You shouldn't
need two R installations any more than you need to install the JVM
twice to run two JVMs on one box.

Best,
Michael
#
Hello,

  By RNI, do you mean the Microsoft Raw Native Interface or the
Rengine R Native Interface?

     Take care
     Oliver
On Fri, Jun 15, 2012 at 12:03 PM, <ANGELO.LINARDI at bancaditalia.it> wrote: