Matlab Builder NE q&a and why R blows the doors off it for quant and model development or strategy building
A Youtube video user asked:
Matlab builder NE
I like your videos about Matlab and how it can be integrated with .NET.
I’m not that much of a programmer but here’s what I’d like to do:
1. Use “deploytool” to create a .NET-Assembly
2. Integrate it in a .NET application to do calculations on an array containing a financial time-series.
Unfortunately I get a bit confused when and how to use MWArray, MWNumericArray (etc..) when declaring the variables and arrays I need for the calculation.
Below there’s the code for the “magic square” example. I’m wondering how I need to change this “prototype code” for my purposes – taking an array of financial prices, passing it to the matlab function and returning the result. Can you help me?
Thanks you very much…
Dim obj As MLTestClass = Nothing
Dim input As MWNumericArray = Nothing
Dim output As MWNumericArray = Nothing
Dim result As MWArray() = Nothing
obj = New MLTestClass()
input = 4
result = obj.magic(1, input)
output = DirectCast(result(0), MWNumericArray)
Catch generatedExceptionName As Exception