Search Results: "Dirk Eddelbuettel"

7 December 2021

Dirk Eddelbuettel: Rblpapi 0.3.12: Fixes and Updates

The Rblp team is happy to announce a new version 0.3.12 of Rblpapi which just arrived at CRAN. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg (but note that a valid Bloomberg license and installation is required). This is the twelveth release since the package first appeared on CRAN in 2016. Changes are detailed below and include both extensions to functionality, actual bug fixes and changes to the package setup. Special thanks goes to Michael Kerber, Yihui Xie and Kai Lin for contributing pull requests!

Changes in Rblpapi version 0.3.12 (2021-12-07)
  • bdh() supports new option returnAs (Michael Kerber and Dirk in #335 fixing #206)
  • Remove extra backtick in vignette (Yihui Xie in #343)
  • Fix a segfault from bulk access with bds (Kai Lin in #347 fixing #253)
  • Support REQUEST_STATUS in bdh (Kai Lin and John in #349 fixing #348)
  • Vignette now uses simplermarkdown (Dirk in #350)

Courtesy of my CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the Rblpapi page. Questions, comments etc should go to the issue tickets system at the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

6 December 2021

Dirk Eddelbuettel: tidyCpp 0.0.6 on CRAN: Package Maintenance

Another small release of the tidyCpp package arrived on CRAN this morning. The packages offers a clean C++ layer (as well as one small C++ helper class) on top of the C API for R which aims to make use of this robust (if awkward) C API a little easier and more consistent. See the vignette for motivating examples. This release makes a tiny code change, remove a YAML file for the disgraced former continuous integration service we shall not name (yet that we all used to use). And just like digest five days ago, drat four days ago, littler three days ago, RcppAPT two days ago, and RcppSpdlog yesterday, we converted the vignettes from using the minidown package to the (fairly new) simplermarkdown package which is so much more appropriate for our use of the minimal water.css style. The NEWS entry follows.

Changes in tidyCpp version 0.0.6 (2021-12-06)
  • Assign nullptr in dtor for Protect class
  • Switch vignette engine to simplermarkdown

Thanks to my CRANberries, there is also a diffstat report for this release. For questions, suggestions, or issues please use the issue tracker at the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

5 December 2021

Dirk Eddelbuettel: RcppSpdlog 0.0.7 on CRAN: Package Maintenance

A new version 0.0.7 of RcppSpdlog is now on CRAN. RcppSpdlog bundles spdlog, a wonderful header-only C++ logging library with all the bells and whistles you would want that was written by Gabi Melman, and also includes fmt by Victor Zverovich. This release brings upstream bugfix releases 1.9.1 and 1.9.2 of spdlog. We also removed the YAML file (and badge) for the disgraced former continuous integration service we shall not name (yet that we all used to use). And just like digest four days ago, drat three days ago, littler two days ago, and RcppAPT yesterday, we converted the vignettes from using the minidown package to the (fairly new) simplermarkdown package which is so much more appropriate for our use of the minimal water.css style. The (minimal) NEWS entry for this release follows.

Changes in RcppSpdlog version 0.0.7 (2021-12-05)
  • Upgraded to upstream bug fix releases spdlog 1.9.1 and 1.9.2
  • Travis artifacts and badges have been pruned
  • Vignette now uses simplermarkdown

Courtesy of my CRANberries, there is also a diffstat report. More detailed information is on the RcppSpdlog page, or the package documention site. If you like this or other open-source work I do, you can sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

4 December 2021

Dirk Eddelbuettel: RcppAPT 0.0.8: Package Maintenance

A new version of the RcppAPT package interfacing from R to the C++ library behind the awesome apt, apt-get, apt-cache, commands and their cache powering Debian, Ubuntu and the like arrived on CRAN earlier today. RcppAPT allows you to query the (Debian or Ubuntu) package dependency graph at will, with build-dependencies (if you have deb-src entries), reverse dependencies, and all other goodies. See the vignette and examples for illustrations. This release updates some package metadata, adds a new package testing helper, and, just like digest three days ago, drat two days ago, and littler yesterday, we converted the vignettes from using the minidown package to the (fairly new) simplermarkdown package which is so much more appropriate for our use of the minimal water.css style.

Changes in version 0.0.8 (2021-12-04)
  • New test file version.R ensures NEWS file documents current package version
  • Travis artifacts and badges have been pruned
  • Vignettes now use simplermarkdown

Courtesy of my CRANberries, there is also a diffstat report for this release. A bit more information about the package is available here as well as as the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

3 December 2021

Dirk Eddelbuettel: littler 0.3.15 on CRAN: Package Updates

max-heap image The sixteenth release of littler as a CRAN package just landed, following in the now fifteen year history (!!) as a package started by Jeff in 2006, and joined by me a few weeks later. littler is the first command-line interface for R as it predates Rscript. It allows for piping as well for shebang scripting via #!, uses command-line arguments more consistently and still starts faster. It also always loaded the methods package which Rscript only started to do in recent years. littler lives on Linux and Unix, has its difficulties on macOS due to yet-another-braindeadedness there (who ever thought case-insensitive filesystems as a default were a good idea?) and simply does not exist on Windows (yet the build system could be extended see RInside for an existence proof, and volunteers are welcome!). See the FAQ vignette on how to add it to your PATH. A few examples are highlighted at the Github repo, as well as in the examples vignette. This release brings a more robust and featureful install2.r script (thanks to Gergely Dar czi), corrects some documentation typos (thanks to John Kerl), and now compacts pdf vignette better when using the build.r helper. It also one more updates the URLs for the two RStudio downloaders, and adds a simplermarkdown wrapper. Next, we removed the YAML file (and badge) for the disgraced former continuous integration service we shall not name (yet that we all used to use). And, following digest two days ago and drat yesterday, we converted the vignettes from using the minidown package to the (fairly new) simplermarkdown package which is so much more appropriate for our use of the minimal water.css style. The full change description follows.

Changes in littler version 0.3.15 (2021-12-03)
  • Changes in examples
    • The install2 script can select download methods, and cope with errors from parallel download (thanks to Gergely Daroczi)
    • The build.r now uses both as argument to --compact-vignettes
    • The RStudio download helper were once again updated for changed URLs
    • New caller for simplermarkdown::mdweave_to_html
  • Changes in package
    • Several typos were correct (thanks to John Kerl)
    • Travis artifacts and badges have been pruned
    • Vignettes now use simplermarkdown

My CRANberries service provides a comparison to the previous release. Full details for the littler release are provided as usual at the ChangeLog page, and also on the package docs website. The code is available via the GitHub repo, from tarballs and now of course also from its CRAN page and via install.packages("littler"). Binary packages are available directly in Debian as well as soon via Ubuntu binaries at CRAN thanks to the tireless Michael Rutter. Comments and suggestions are welcome at the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

2 December 2021

Dirk Eddelbuettel: drat 0.2.2 on CRAN: Package Maintenance

drat user A fresh and new minor release of drat arrived on CRAN overnight. This is another small update relative to the 0.2.0 release in April followed by a 0.2.1 update in July. This release follows the changes made in digest yesterday. We removed the YAML file (and badge) for the disgraced former continuous integration service we shall not name (yet that we all used to use). And we converted the vignette from using the minidown package to the (fairly new) simplermarkdown package which is so much more appropriate for our use of the minimal water.css style. drat stands for drat R Archive Template, and helps with easy-to-create and easy-to-use repositories for R packages. Since its inception in early 2015 it has found reasonably widespread adoption among R users because repositories with marked releases is the better way to distribute code. See below for a few custom reference examples. Because for once it really is as your mother told you: Friends don t let friends install random git commit snapshots. Properly rolled-up releases it is. Just how CRAN shows us: a model that has demonstrated for two-plus decades how to do this. And you can too: drat is easy to use, documented by six vignettes and just works. Detailed information about drat is at its documentation site. The NEWS file summarises the release as follows:

Changes in drat version 0.2.2 (2021-12-01)
  • Travis artifacts and badges have been pruned
  • Vignettes now use simplermarkdown

Courtesy of my CRANberries, there is a comparison to the previous release. More detailed information is on the drat page as well as at the documentation site. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

1 December 2021

Dirk Eddelbuettel: digest 0.6.29 on CRAN: Package Maintenance

Release 0.6.29 of the digest package arrived at CRAN earlier today, and will be uploaded Debian shortly. digest creates hash digests of arbitrary R objects (using the md5, sha-1, sha-256, sha-512, crc32, xxhash32, xxhash64, murmur32, spookyhash, and blake3 algorithms) permitting easy comparison of R language objects. It is a mature and widely-used as many tasks may involve caching of objects for which it provides convenient general-purpose hash key generation. This release only contains two smaller internal changes. We removed the YAML file (and badge) for the disgraced former continuous integration service we shall not name (yet that we all used to use). And we converted the vignette from using the minidown package to the (fairly new) simplermarkdown package which is so much more appropriate for our use of the minimal water.css style. My CRANberries provides the usual summary of changes to the previous version. For questions or comments use the issue tracker off the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

24 November 2021

Dirk Eddelbuettel: nanotime 0.3.4 on CRAN: Maintenance Update

Another (minor) nanotime release, now at version 0.3.4, arrived at CRAN overnight. It exports some nanoperiod functionality via a C++ header, and Leonardo and I will use this in an upcoming package that we hope to talk about a little more in a few days. It also adds a few as.character.*() methods that had not been included before. nanotime relies on the RcppCCTZ package for (efficient) high(er) resolution time parsing and formatting up to nanosecond resolution, and the bit64 package for the actual integer64 arithmetic. Initially implemented using the S3 system, it has benefitted greatly from a rigorous refactoring by Leonardo who not only rejigged nanotime internals in S4 but also added new S4 types for periods, intervals and durations. The NEWS snippet adds more details.

Changes in version 0.3.4 (2021-11-24)
  • Added a few more as.character conversion function (Dirk)
  • Expose nanoperiod functionality via header file for use by other packages (Leonardo in #95 fixing #94).

Thanks to CRANberries there is also a diff to the previous version. More details and examples are at the nanotime page; code, issue tickets etc at the GitHub repository. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

19 November 2021

Dirk Eddelbuettel: RcppArmadillo 0.10.7.3.0 on CRAN: Bugfix, New Features

armadillo image Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language and is widely used by (currently) 928 other packages on CRAN. I somehow missed to blog and tweet about the recent release based on the Armadillo 10.7.3 upstream release. Conrad is in long-term support mode , and 10.7.* is meant to provide fixes and stability relative to the most recent release which we did on September 30. We did actually find a regression when checking reverse-dependencies requiring an upstream move to 10.7.3. At the same time, we folded pull request #352 in. It addresses an old bug of ours where Armadillo fields types were not converted correctly in all dimensions. So no we do have 0.10.7.3.0 on CRAN, as well as 0.10.7.3.1 with the (opt-in) field) fixes on the drat repo) repo. As the change perturbs a few existing packages, it is opt-in for now. We will likely aim at a proper deprecation of the old behaviour and give packages time to adjust. Stay tuned. With that, big thanks to Jonathan Berrisch for filing issue #351 and basically addressing it in pull request #352. Very nice work, and I basically just wrapped a few more tests around it. The full set of changes (since the last CRAN release 0.10.7.0.) follows.

Changes in RcppArmadillo version 0.10.7.3.1 (2021-11-18)
  • Correct dimensions setting in import/export of arma::field types, protected by #define (Jonathan Berrisch in #352 fixing #351)
  • Add unit tests for fields both with and without new #define (Dirk)

Changes in RcppArmadillo version 0.10.7.3.0 (2021-11-04)
  • Upgraded to Armadillo release 10.7.3
    • fix regression in alias handling by fliplr(), flipud(), reverse()

Changes in RcppArmadillo version 0.10.7.2.0 (2021-11-02)
  • Upgraded to Armadillo release 10.7.2
    • more robust handling of diagonal matrices by pinv()

Changes in RcppArmadillo version 0.10.7.1.0 (2021-10-08)
  • Upgraded to Armadillo release 10.7.1
    • fix regression in interactions between dense matrix subviews and sparse matrices

Courtesy of my CRANberries, there is a diffstat report relative to previous release. More detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page. If you like this or other open-source work I do, you can sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

3 November 2021

Dirk Eddelbuettel: RDieHarder 0.2.2 on CRAN: Simpler Build, Fixes

An updated version 0.2.2 of the random-number generator tester RDieHarder (based on the DieHarder suite developed / maintained by Robert Brown with contributions by David Bauer and myself) is now on CRAN. I should dub this the due to Brian Ripley release. He sent me a detailed five-point email a few days ago which detailed a change I could not have tested ( no access ), a change I would not have known ( somewhat obscure C language bit-level manipulation ), a change I had missed (how my build setup failed for M1mac), another advanced C level fix, and one more simple fix I actually knew. Speechless. The man (I presume) does not sleep and is just so generous with his time and expertise. So based on the input I rejigged the package over the weekend and made two more (substantial) changes. First, extending on what 0.2.0 brought, I will no longer attempt to use an external libdieharder library (or build one on the fly) that was issue one. Now we just declare all C files as dependents of the package shared library, and things are simpler and more consistent. Sadly, that also implies everything is in the package so I had to edit out a metric ton of stdout or exit() reference with the appropriate R C API hooks to appease the CRAN Policy deities. Win some, loose some. But the package is now simpler, and cleaner, and should be in good standing. (Or so one hopes. Earlier today, and within hours of it hitting CRAN, I got an issue ticket from a motivated user about yet another ( mostly harmless in the Douglas Adams sense) compiler warning Good now too.) Thanks to CRANberries, you can also look at the most recent diff. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

30 October 2021

Dirk Eddelbuettel: RcppQuantuccia 0.1.0 on CRAN: Full QuantLib Business Calendar Support

Another new release of RcppQuantuccia arrived on CRAN today, just a week after the previous release which brought full calendaring support. RcppQuantuccia started from the Quantuccia header-only subset / variant of QuantLib which it brings it to R. As of this release, the QuantLib code is only minimally modified. In other words we no longer follow the Quantuccia route of header-izing the file but include both cpp and hpp directly. The minimal changes, documented in a diff file in the repo, consists chiefly of removing includes for headers we do not use (given the pure calendaring focus) and accomodating CRAN Policies (by eschewing #pragma directives). We do follow Quantuccia by not having any external linking requirement: the R package only depends on Rcpp (for the glue) and BH for the Boost headers (and system-level Boost headers can be used as drop-in). The our knowledge, this provides the only small and self-contained (apart from Boost headers) library with current (and regularly updated within QuantLib, which I intend to shadow here) calendaring code on a global scale. Every exchange that matters is likely included. The screenshot provides quick demo. The complete list changes for this release follows.

Changes in version 0.1.0 (2021-10-30)
  • Code reorganized to have minimal (documented) changes relative to upstream, essentially just removing unused headers, and pragma
  • Added example for full calendaring to README.md

Time permitting, I may look into other bindings from this sub-library; see a first email thread on this. Courtesy of CRANberries, there is also a diffstat report relative to the previous release. More information is on the RcppQuantuccia page. Issues and bugreports should go to the GitHub issue tracker. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

Dirk Eddelbuettel: dang 0.0.15: Small Correction

A bug-fix release of the dang package arrived at CRAN a little while ago. The dang package regroups a few functions of mine that had no other home as for example lsos() from a StackOverflow question from 2009 (!!), the overbought/oversold price band plotter from an older blog post, the market monitor from the last release as well the checkCRANStatus() function tweeted about by Tim Taylor. This release corrects a small mistake wrapping extern "C" ... around code that is not actually C but C++ which g++ kept silent about yet clang++ complains about, correctly. So CRAN asked me to correct this, which this version does. The NEWS entry follows.

Changes in version 0.0.15 (2021-10-26)
  • Corrected scope of 'extern "C"' declaration to the actually C-callable function (noticed by clang++, change requested by CRAN)

Courtesy of my CRANberries, there is a comparison to the previous release. For questions or comments use the issue tracker off the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

28 October 2021

Dirk Eddelbuettel: td 0.0.5 on CRAN: New Reference Accessors

The td package for accessing the twelvedata API for financial data has been updated on CRAN to version 0.0.5. This is version is mostly the work of Kenneth who suggested to add accessors for reference data, and then did just that. So if you already use td, good news as you now have nine or so more functions getting data for you! The NEWS entry follows.

Changes in version 0.0.5 (2021-10-28)
  • New functions to access twelvedata reference data (Kenneth in #4 addressing #3)

Courtesy of my CRANberries, there is a comparison to the previous release. For questions or comments use the issue tracker off the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

23 October 2021

Dirk Eddelbuettel: RcppQuantuccia 0.0.5 on CRAN: Updated and Calendar Focus

Another new release of RcppQuantuccia arrived on CRAN today, just a couple of days after the previous release. RcppQuantuccia started from the Quantuccia header-only subset / variant of QuantLib which it brings it to R. As of this release, it concentrates on calendaring functionality taking advantage of the extensive collection of country-specific holiday information in QuantLib. The release updates the included code to the most recent QuantLib release. We added one calendar (for Brazil) and one utility function (of exporting all business days in a given range, which is the simple complement to the existing holiday list getter). The complete list changes follows.

Changes in version 0.0.5 (2021-10-23)
  • Refocused on calendaring functionality only, removed daycounters/, math/, methods/, models/, plus other unused headers
  • Fully updated to (current) QuantLib release 0.2.4
  • Added getBusinessDays() to retrieve range of dates
  • Added Brazil calendar

Courtesy of CRANberries, there is also a diffstat report relative to the previous release. More information is on the RcppQuantuccia page. Issues and bugreports should go to the GitHub issue tracker. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

19 October 2021

Dirk Eddelbuettel: RVowpalWabbit 0.0.16: One More CRAN Request

Another maintenance RVowpalWabbit released brings us to version 0.0.16 on CRAN. This is last package for which configure.ac needed an update to current standards (see the updates of corels, RcppGSL, RQuantLib, and littler). The make matters more interesting we also had to address one UBSAN issue we could not reproduce locally (which, it turns out, was our fault because we had not rebuilt one package dependency under UBSAN). But Prof Ripley confirmed the issue as addressed so all is good for now. As noted before, there is a newer package rvw based on the excellent GSoC 2018 and beyond work by Ivan Pavlov (mentored by James and myself) so if you are into Vowpal Wabbit from R go check it out. CRANberries provides a summary of changes to the previous version. More information is on the RVowpalWabbit page. Issues and bugreports should go to the GitHub issue tracker. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

18 October 2021

Dirk Eddelbuettel: dang 0.0.14: Several Updates

A new release of the dang package arrived at CRAN a couple of hours ago, exactly eight months after the previous release. The dang package regroups a few functions of mine that had no other home as for example lsos() from a StackOverflow question from 2009 (!!), the overbought/oversold price band plotter from an older blog post, the market monitor from the last release as well the checkCRANStatus() function recently tweeted about by Tim Taylor. This release regroups a few small edits to several functions, adds a sample function for character encoding reading and conversion using a library already used by R (hence look Ma, no new depends ), adds a weekday helper, and a sample usage (computing rolling min/max values) of a new simple vector class added to tidyCpp (and the function and class need to get another blog post or study ), and an experimental git sha1sum and date marker (as I am not the fan of autogenerated binaries from repos as opposed to marked released meaning: we may see different binary release with the same version number). The full NEWS entry follows.

Changes in version 0.0.14 (2021-10-17)
  • Updated continuous integration to run on Linux only.
  • Edited checkNonAscii.cpp for readability.
  • More robust title display in intradayMarketMonitor.R.
  • New C++-based function to read and convert encoding via the R-supplied iconv library, noted a potential variability.
  • New function wday returning day of the week as integer.
  • The signature to as.data.table was standardized.
  • A new function rollMinMax was added illustrating use of the NumVec class from tidyCpp.
  • The configure script can record the last commit date and sha1 to automate timestamping builds, but not activated in this release.
  • checkCRANStatus() now works correctly for single-package lookups (Jordan Mark Barbone in #4).

Courtesy of my CRANberries, there is a comparison to the previous release. For questions or comments use the issue tracker off the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

13 October 2021

Dirk Eddelbuettel: GitHub Streak: Round Eight

Seven years ago I referenced the Seinfeld Streak used in an earlier post of regular updates to to the Rcpp Gallery:
This is sometimes called Jerry Seinfeld s secret to productivity: Just keep at it. Don t break the streak.
and then showed the first chart of GitHub streaking 366 days:
github activity october 2013 to october 2014github activity october 2013 to october 2014
And six years ago a first follow-up appeared in this post about 731 days:
github activity october 2014 to october 2015github activity october 2014 to october 2015
And five years ago we had a followup at 1096 days
github activity october 2015 to october 2016github activity october 2015 to october 2016
And four years ago we had another one marking 1461 days
github activity october 2016 to october 2017github activity october 2016 to october 2017
And three years ago another one for 1826 days
github activity october 2017 to october 2018github activity october 2017 to october 2018
And two year another one bringing it to 2191 days
github activity october 2018 to october 2019github activity october 2018 to october 2019
And last year another one bringing it to 2257 days
github activity october 2019 to october 2020github activity october 2019 to october 2020
And as today is October 12, here is the newest one from 2020 to 2021 with a new total of 2922 days:
github activity october 2020 to october 2021github activity october 2020 to october 2021
Again, special thanks go to Alessandro Pezz for the Chrome add-on GithubOriginalStreak.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

Dirk Eddelbuettel: RcppQuantuccia 0.0.4 on CRAN: Updated Calendar

A new release of RcppQuantuccia arrived on CRAN earlier today. RcppQuantuccia brings the Quantuccia header-only subset / variant of QuantLib to R. At the current stage, it mostly offers date and calendaring functions. This release is the first in two years and brings a few internal updates (such as a swift to continuous integration to the trusted r-ci setup) along with a first update of the United States calendar. Which, just like RQuantLib, now knows about two new calendars LiborUpdate and FederalReserve. So now we can for example look for holidays during June of next year under the Federal Reserve calendar and see
> library(RcppQuantuccia)
> setCalendar("UnitedStates/FederalReserve")
> getHolidays(as.Date("2022-06-01"), as.Date("2022-06-30"))
[1] "2022-06-20"
> 
that Juneteenth 2022 will be observed on (Monday) June 20th. We should note that Quantuccia itself was a bit of a trial balloon and is not actively maintained so we may concentrate on these calendaring functions to keep them in sync with QuantLib. Being a header-only subset is good, and the removal of the (very !!) expensive (in terms of compiled library size) Sobol sequence-based RNG in release 0.0.3 was the right call. So time permitting, a leaner, meaner RcppQuantuccia with a calendaring focus may emerge. The complete list changes follows.

Changes in version 0.0.4 (2021-10-12)
  • Allow for 'Null' calendar without weekends or holidays
  • Switch CI use to r-ci
  • Updated UnitedStates calendar to current QuantLib calendar
  • Small updates to DESCRIPTION and README.md

Courtesy of CRANberries, there is also a diffstat report relative to the previous release. More information is on the RcppQuantuccia page. Issues and bugreports should go to the GitHub issue tracker. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

9 October 2021

Dirk Eddelbuettel: corels 0.0.3 on CRAN: Update

An updated version of the corels package is now on CRAN! The change is chiefly an updated configure.ac (just like RcppGSL yesterday, RQuantLib two days ago, and littler three days ago. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

8 October 2021

Dirk Eddelbuettel: RcppGSL 0.3.10: Small Update

A new release 0.3.10 of RcppGSL is now on CRAN. upload](https://dirk.eddelbuettel.com/blog/2020/06/21#rcppgsl_0.3.8). The RcppGSL package provides an interface from R to the GNU GSL by relying on the Rcpp package. This release brings a requested configure.ac update (just like RQuantLib yesterday and littler two days ago, along with the at-work tiledb update today). It also adds a small testing improvement. No user-visible changes, no new features. Details follow from the NEWS file.

Changes in version 0.3.10 (2021-10-07)
  • Tests of the client package now skip of no LIB_GSL is set
  • The configure files were updated to the standard of version 2.69 following a CRAN request

Courtesy of CRANberries, a summary of changes in the most recent release is also available. More information is on the RcppGSL page. Questions, comments etc should go to the issue tickets at the GitHub repo. If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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