A KX Fusion interface

Download the appropriate release archive from releases page.

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 the following 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
• Rfunc: run an R func with q parameter values (an alternative to Rcmd)
• Rget: run an R command, return the result to q
• Rset: set a variable in the R memory space

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

See examples folder.

Note: Examples are kdb+ 3.5 or higher.

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

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.

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

Left for the reader 😉

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