For a small project I have been dusting off my knowledge of linking S to Excel. The paid-for options include:
[For anyone not used to this, at a high level S is the original version of a mathematical software language and S+ and R are fairly compatible children that have been extended in different ways. Reality is more complex, but that'll do for an introduction. By way of analogy, think of Ubuntu and CentOS as children of GNU/Linux]
The R Studio Shiny product also looks interesting and if I get time I'll cover it in a future post. From a very brief examination it has the feel of a cross between node.js and R. The Journal of Statistical Software has a good paper on graphical user interfaces for R here
When I started to write this post I was just going to perform an overview of the different free and open source user interfaces for R. During that time the news was announced at Microsoft is to acquire Revolution Analytics (Revolution press release and Microsoft press release). That seems like a smart move for Microsoft - the limitations of Excel in processing large data sets have been greatly reduced with:
I have not yet tested all of these, will update this post or create new posts over time as and when I get the time to do that.
- $1999 for Tibco Spotfire
- unknown amount for Revolution R Plus or Revolution R Enterprise
- $995 for R Studio Commercial
[For anyone not used to this, at a high level S is the original version of a mathematical software language and S+ and R are fairly compatible children that have been extended in different ways. Reality is more complex, but that'll do for an introduction. By way of analogy, think of Ubuntu and CentOS as children of GNU/Linux]
The R Studio Shiny product also looks interesting and if I get time I'll cover it in a future post. From a very brief examination it has the feel of a cross between node.js and R. The Journal of Statistical Software has a good paper on graphical user interfaces for R here
When I started to write this post I was just going to perform an overview of the different free and open source user interfaces for R. During that time the news was announced at Microsoft is to acquire Revolution Analytics (Revolution press release and Microsoft press release). That seems like a smart move for Microsoft - the limitations of Excel in processing large data sets have been greatly reduced with:
- big grid (1,048,576 rows x 16,384 columns) in Excel 2007
- multi-threaded recalculation in Excel 2007
- 64 bit compatibility in Excel 2013
- HPC Services in Excel 2010 which extended UDF recalculation by offloading to an HPC compute facility.
- Some quants are not up to date with the capabilities that recent versions of Excel have added
- Quants are not the target audience for Microsoft Excel
- Quants need a more specialised tool with greater flexibility
- Excel VBA has not adapted and changed much since 1999 - we've covered this before here
I have not yet tested all of these, will update this post or create new posts over time as and when I get the time to do that.
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