[R] Advice on large data structures

[Joe Conway]

On 09/01/2011 10:13 PM, Worik R wrote:
> I am starting on a (section of the) project where I need to build a matrix
> with on the order of 5 million rows and 200 columns
> 
> I am wondering if I can stay in R.
> 
> I need to do rollapply type operations on the columns, including some that
> will be functions of (windows of) two columns.

Perhaps useful to you -- I recently added WINDOW FUNCTION support to
PL/R*. Currently this new feature is only available in git master, but
within a few days I will push a new release. You can download the source
from git here if you want:

    https://github.com/jconway/plr

The official docs have not been updated yet, but see the pre-release
docs here (specifically chapter 9):

    http://www.joeconway.com/plr/doc/plr-git-US.pdf

HTH,

Joe

*PL/R allows you to execute R functions from within a PostgreSQL database

-- 
Joe Conway
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