[R] SQL implementations (was: Are you experienced in SAS and R ...)
vograno at arbitrade.com
Mon Nov 26 21:07:25 CET 2001
On Fri, 23 Nov 2001, Dirk Eddelbuettel wrote:
> "Vadim" == Vadim Ogranovich <vograno at arbitrade.com> writes:
> Vadim> A related question. Prof. Ripley mentioned few times that one of
> Vadim> approaches is to generate random samples from databases, which
> Vadim> then analyzed in R (one doesn't need any sort of embedding for
> Vadim> this). Are there other techniques?
> You might be overlooking the fact that random subsampling from timeseries
> severely distory the dynamic structure of the series.
This is yet another reason I don't see the advantage of databases over
multi-pass algorithms. If you read a time series as a stream you can easily
stratify it, like Prof. Ripley mentioned in his other posting, and convert
it into another STREAM that looks like a DATASET of possibly large number of
columns. You can then feed this stream, which takes const memory, into the
multi-pass algorithm to model the temporal structure.
I don't know how one can practically do it with a database (certainly not
I believe I am missing the point behind the use of databases for modelling
very large data sets and would be grateful for any insight.
This e-mail, and any attachments thereto, is intended only for use by the
addressee(s) named herein and may contain legally privileged and/or
confidential information. If you are not the intended recipient of this
e-mail, you are hereby notified that any dissemination, distribution or
copying of this e-mail, and any attachments thereto, is strictly prohibited.
If you have received this e-mail in error, please immediately notify me and
permanently delete the original and any copy of any e-mail and any printout
E-mail transmission cannot be guaranteed to be secure or error-free. The
sender therefore does not accept liability for any errors or omissions in
the contents of this message which arise as a result of e-mail transmission.
NOTICE REGARDING PRIVACY AND CONFIDENTIALITY
Knight Trading Group may, at its discretion, monitor and review the content
of all e-mail communications.
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help