embedR: Embedding R inside q

A KX Fusion interface

Installation

Download

Download the appropriate release archive from releases page.

Unpack and install content of the archive

environment	action
Linux	tar xzvf embedr_linux-v*.tar.gz -C $QHOME --strip 1
macOS	tar xzvf embedr_osx-v*.tar.gz -C $QHOME --strip 1
Windows	Open the archive and copy content of the embedr folder (embedr\*) to %QHOME% or c:\q Copy R_HOME/x64/*.dll or R_HOME/i386/*.dll to QHOME/w64 or QHOME/w32 respectively.

Calling R

When calling R, you need to set R_HOME. Required are:

# Linux/macOS
export R_HOME=`R RHOME`
# Windows
for /f "delims=" %a in ('R RHOME') do @set R_HOME=%a

The library has four main methods:

• Ropen: Initialise embedded R. Optional to call. Allows to set verbose mode as Ropen 1.
• Rcmd: run an R command, do not return a result
• Rget: run an R command, return the result to q
• Rset: set a variable in the R memory space

Interactive plotting

If using interactive plotting with lattice and/or ggplot2 you will need to call print on a chart object.

Examples

See examples folder.

Note: Examples are kdb+ 3.5 or higher.

Example 1

e4.q is a simple example of plot 'moving window volatility' of returns. Converted from http://www.mayin.org/ajayshah/KB/R/html/p4.html

Example 2

pcd.q is based on Corporate credit card transactions 2014-15.

Download CSV from the link above and save it in the same folder as pcd.q under name pcd2014v1.csv.

Example 3

http://data.london.gov.uk/datastore/package/tubenetwork-performance-data

Left for the reader 😉

Documentation

• User guide
• Using R with kdb+
• Examples using rkdb/embedR
• Other methods