[R-SIG-Finance] ta-lib & quantlib libraries for R

[Dirk Eddelbuettel]

On 26 May 2010 at 06:17, Jeff Ryan wrote:
| There is no ta-lib in R, but there is a great TA package called TTR:

And I'd argue that TA-lib with its fixed-width array is a poor match anyway.
 
| http://cran.r-project.org/web/packages/TTR/index.html
| 
| And quantlib is indeed wrapped for R, or at least parts of:
| 
| http://dirk.eddelbuettel.com/code/rquantlib.html
| http://cran.r-project.org/web/packages/RQuantLib/index.html

Yup. Thanks for the links!

There is also a 'experimental' export of all of QuantLib to R using Swig, but
it isn't to the best of my knowledge all that actively maintained (Hi, Joe!). 
It is also unwieldy as it exports all hidden and visible symbols -- last time
I tried there were more than 15,000 in the package namespave.

And if the OP couldn't find the answer to his initial questions, I suppose he
doesn't have the Google Juice (TM pending) to get that going either.  But
just in case, a somewhat recent thread is at

	http://thread.gmane.org/gmane.comp.finance.quantlib.user/6544

It would be nice if someone gave Joe a hand with this, but it requires strong
C++ and S4 and Swig/Python skills which is not exactly common.

Dirk
 
| HTH
| Jeff
| 
| 
| 
| On Wed, May 26, 2010 at 6:12 AM, <balakrishnan.ilango at thomsonreuters.com>wrote:
| 
| > Hi,
| >
| > I have been searching for ta-lib and quantlib libraries for R. I
| > couldn't find it. Can you help me with the source?
| >
| >
| >
| > Thanks,
| >
| >
| > Balakrishnan Ilango
| >
| > Sales Manager - Investment & Advisory
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| > <mailto:balakrishnan.ilango at thomsonreuters.com>
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| > _______________________________________________
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| 
| 
| -- 
| Jeffrey Ryan
| jeffrey.ryan at insightalgo.com
| 
| ia: insight algorithmics
| www.insightalgo.com
| 
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-- 
  Regards, Dirk