[R-SIG-Finance] Kdb (Was: high frequency data analysis in R)

[Dirk Eddelbuettel]

On 21 May 2009 at 11:13, Hae Kyung Im wrote:
| access (query) this huge database. I looked a little bit into kdb but
| you have to pay ~25K to buy the software for one processor. I haven't

True, but you can have "free" (as in beer) 32bit version that times out after
two hours. That's not a bad compromise.    

I looked at it for a bit, and I has an R interface. (My blog has a patch to
fix their then-broken interface to R's Datetime; I think they may have
integrated that by now).  Then again you can also pre-process into RData
files, or use hdf5, or use a gazillion other methods.   But the free trial
version may just help for the odd research project like the one Haky
described. 

Dirk

-- 
Three out of two people have difficulties with fractions.