Tag Archives: RInside

How to build Beowulf cluster aks HPC for Open MPI C++ apps like HFT with R with RCPP RInside package on Debian Linux #rstats #linux

How to build Beowulf cluster aks HPC for Open MPI C++ apps like HFT with R with RCPP RInside  package on Debian Linux #rstats #linux

Install Debian Etch from: and follow first CD install instructions:

http://www.debian.org/CD/http-ftp/

Install Debian Virtual Machines in Virtual Box as usual

http://www.wired.com/geekdad/2012/02/debian-linux-on-oracle-virtualbox/

Go with all default options.  You can always clone  a second  client VM to create a slave.

Set up hostname and configure network via: (choose the static address  not DHCP)

http://www.debian-administration.org/articles/254

Note that you could loose network connectivity soo add an additional Network Adapter with Bridged Adapter for each VM. within the Virtual Box setting. so see next step

Ensure each VM has network adapter setting to Virtual Box Host Only

http://christophermaier.name/blog/2010/09/01/host-only-networking-with-virtualbox

Create NFS for both virtual machines as server and client:

http://www.howtoforge.com/nfs-server-and-client-debian-etch

Note: When  editing exports on the server with:

/home           192.168.0.101(rw,sync,no_root_squash)

/var/nfs        192.168.0.101(rw,sync)

 

Note that 101 is the client!. ALso, I have when I try to auto mount during boot on the client, it would hang. I just created a shell script to do the mounts manually when you boot.  I just called this /etc/mountmaster.sh

 

If you need to add users do:

http://www.debian-administration.org/articles/2

You should be able to proceed with the following set up of your Beowulf cluster:

http://www.debian-administration.org/articles/2

To understand nad configure ssh connections with no passowrd, use:

SSH your Debian servers without password

This could be useful http://wiki.debian.org/SSH but note it uses RSA not DSA

If confused, use this next one but remember the ssh server is the Open MPI slave while client is the Open MPI since it logins into the Open MPI slave.

http://www.howtoforge.com/set-up-ssh-with-public-key-authentication-debian-etch

 

 

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How to set up a C++ Beowulf cluster for Open MPI for Rinside with VirtualBox and Ubunutu Linux #linux

How to set up a C++ Beowulf cluster for Open MPI for Rinside with VirtualBox and Ubunutu Linux

It looks like to implement the RInside C++ call into the FastFlow will not be fun. As a result, I am revisiting OpenMPI as RInside’s sample code already includes a sample with it implemented. I now focus how build how to build a virtual home network Beowulf cluster with VirtualBox:

1. Set each virtual machine with Ubuntu Server slave nodes and a Ubuntu Desktop for your master node.

2. Set each with a static IP in Virtual Box.

http://www.coding4streetcred.com/blog/post/VirtualBox-Configuring-Static-IPs-for-VMs.aspx

3. Do the rest here:

http://byobu.info/wiki/Building_a_simple_Beowulf_Like_Cluster_with_Ubuntu

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Youtube video demo of C++ calling RInside and RCpp with Performance Analytics R package in Ubuntu Linux #linux #cpp #rstats

Youtube video demo of C++ calling RInside and RCpp with Performance Analytics R package in Ubuntu Linux #linux #cpp #rstats

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Coding is fun? I am about to push the limits of my RCpp and RInside with C++ and R in this new HFT system #hft #rstats

Coding is fun? I am about to push the limits of my RCpp and RInside with C++ and R in this new HFT system #hft #rstats

Let’s see what happens. I will post a video if there a successful results.

See when this happens when I make an announcement on this

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My Youtube Video HFT demo of c++ and r with rinside and real world market historical and tick data from IQfeed

My Youtube Video HFT demo of c++ and r with rinside and real world market historical and tick data from IQfeed

http://quantlabs.net/membership.htm

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Youtube video on verifed C++ can call R with RCpp RInside and other R packages like quantmod

Youtube video on verifed C++ can call R with RCpp RInside and other R packages like quantmod

http://quantlabs.net/membership.htm

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For HFT: Just like Matlab or Coder toolbox,, embedding Octave M script code C++ is ugly, stick with R, RCpp, RInside

For HFT: Just like Matlab or Coder toolbox,, embedding Octave M script code  C++ is ugly, stick with R, RCpp, RInside

I tried investigating this as a hopeful extra bonus. This can be done but be aware that it is ugly as if you did it with Matlab. With the extra expense of Matlab core, the .NET or JABuilder toolboxes, it would be a real pain and expensive to do. The added costs of $6k for the Matlab Coder might not be worth it!! As GCC or G++ with R is all free! Yipeee! But too bad about Octave as it just does not have athe advancement of a community like R. It would have been nice to spend time on this but not worth it at this point.

http://octave.sourceforge.net/doxygen/html/

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Youtube video on how to install RCpp RInside on Ubuntu Linux with Open MPI for your C ++ HFT platform with R quant analytics

Youtube video on how to install RCpp RInside on Ubuntu Linux with Open MPI for your C ++ HFT platform with R quant analytics

Some bonus links:

http://quantlabs.net/r-blog/2012/10/how-to-install-r-with-rcpp-rinside-for-c-hft-with-multithreading-capabilities-for-parallelizing-with-open-mpi-in-ubuntu-linux/

http://quantlabs.net/r-blog/2012/10/how-to-upgrade-to-the-latest-r-package-in-your-ubuntu-linux-environment/

Wow. This easily the most important demo yet for my upcoming HFT platform!

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My view on the best and fastest HFT potential for quant using Linux, C++, Java, R, RInside, RCpp, RJava, RCaller,

My view on the best and fastest HFT potential for quant using Linux, C++, Java, R, RInside, RCpp, RJava, RCaller,

Please read this if you need to understand where I am coming from for the future.

Interested? Join now before this membership will be out of reach for most.

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