Interfacing R and LIM

here is my package:
http://github.com/armstrtw/rlim

there is a separate c++/tslib interface to lim here:
http://github.com/armstrtw/lim.tslib

if you don't have git, then you might have some trouble pulling in all
the pieces to RLIM as it uses git submodules for the supporting c++
libs.  ping me if you need help.

-Whit

Are there any R-LIM users out there. Is there a simple approach to interface
the two?

I have read through a presentation by Mr. Eddelbuttel on connecting R to Lim
here:
http://dirk.eddelbuettel.com/papers/r_lim_bloomberg.pdf

Many Thanks.

? ? ? ?[[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.

| Are there any R-LIM users out there. Is there a simple approach to interface
| the two?
| 
| I have read through a presentation by Mr. Eddelbuttel on connecting R to Lim

[ i)  As I usually joke, please use Dr Eddelbuettel if you require a long
      form, or just stick with Dirk which is so much simpler
  
  ii) You dropped the Umlaut-transcribed-to-7-bit e between u and tt so
      that's not even my name. ]
 
| here:
| http://dirk.eddelbuettel.com/papers/r_lim_bloomberg.pdf

That was never released as my (then) employer had yet not grasped the
benefits of Open Source.  I think they do a little better now.

However, Whit Armstrong rewrote a similar package which you can find on its
github page at 

       http://github.com/armstrtw/rlim

Hope this helps,  Dirk

Three out of two people have difficulties with fractions.