R Package Writing Workshop

Walk through creating an R package from scratch - setting up the package skeleton, adding functions and data, and creating package documentation.

If time permits, show an example of using C/C++ to interface the package with a 3rd party library.

About the presenter:

Rory Winston did an MSc in Applied Computing in Galway in Ireland. Set up and ran a training and consulting company before moving to London in 2001. Worked in the telecomms and finance sectors in London for 10 years, obtained an Masters in Finance from London Business School in 2007. Since 2005 Rory has worked as a consultant in the financial sector building real-time trading systems. Moved to Oz in Jan 2010 and work in one of the big 4 banks doing software development on foreign exchange trading systems.