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

Rowe, Brian Lee Yung (Portfolio Analytics) B_Rowe at ml.com
Thu May 21 19:52:51 CEST 2009

Is there any literature on the relative performance gain of
preprocessing data into RData and then reading into R? Does it breakdown
anywhere? I have 4 GB of data that I'm reading in and I/O is a large


-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Dirk
Sent: Thursday, May 21, 2009 1:42 PM
To: Hae Kyung Im
Cc: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] Kdb (Was: high frequency data analysis in R)

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
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
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
version may just help for the odd research project like the one Haky


Three out of two people have difficulties with fractions.

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