[R] Compiling R code

From: Attiglah, Mama <Mama_Attiglah_at_ssga.com>
Date: Tue, 29 Jan 2008 12:01:56 -0000


Hi all,
I am struggling to compile a massive R code that I have written through some years, aiming to provide automated investment strategies to my Portfolio Managers. You may ask me why do I not rewrite the code in C or C++; the answer is it is really massive and that will take me lots of time.
The pb is I will be moving from one team to another therefore I want to make it an exec program that the PMs can run in their investment universe without my help.
I am using the very long method described in the R extension doc which is taking me time as each block of the code needs to be carefully evaluated.
I researched about the RCC project aiming to do the job but it seems to me that the compiler is not yet available. Is anyone experienced in compiling R code to an exec file or had a similar experience in the past?
Thanks
Mama



Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)

Please visit our Web site at
www.ssga.com

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