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embedR: Embedding R inside q

See https://code.kx.com/v2/interfaces/with-r/#calling-r-from-q

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 :)