[bachmeier]

I actually have quite a lot of tools available that I've built up over the years. I wish I had more time to work on it. I have a matrix algebra library that in my opinion is extremely convenient to use that I'm preparing to release complete with documentation in the next couple months.

I have everything available in R at my disposal, because it's easy to embed an R interpreter inside a D program. Note that this does not always give poor performance, because the R code calls into compiled code or you can just call the compiled code directly using the R interface.

For numerical optimization, I call the R optimization routines directly (i.e., the C library functions).

For basic model estimation, I call the Gretl library.

For statistical functions (evaluating distributions and such) I can call into the R API or Gretl.

For random number generation, I can call into Gretl, R or GSL. I have parallel random number generation code that I ported from Java.

For machine learning (I do a limited amount like lasso) I call R functions. The overhead with that is so low that there's no point in not just calling the R functions directly.

So things are there. It's just a matter of finding the time to turn it into something others can use. Right now I'm focused on doing that with my linear algebra library.

[7thaccount]

Oh hello friend, you've piqued my interest as someone interested in D, numerical optimization, and linear algebra. I have some questions though.

How do you do numerical optimization in D? Do you somehow wrap Coin-OR's CBC C++ library or lp_solve? What does it mean to call the R functions directly? Do you have an example? I'm going to guess that won't be able to handle the massive and time critical models I use, but am still curious.

How do you do linear algebra? Are you binding to BLAS, LAPACK, Armadillo? Or did you write some routines from scratch?

[bachmeier]

A couple of points to make before I give my answer. You want to check out the Mir project linked in the other comment. It's a well-designed library (though maybe lacking documentation). The other thing is that you can #include C headers directly in a D file using https://github.com/atilaneves/dpp so you can always costlessly add a C library to your project.

For optimization, I was referring to calling into the R API, which exposes the optimization routines in base R (Nelder-Mead, BFGS, Conjugate Gradient, and simple bounds constrainted BFGS). In terms of what it can handle, I guess that's entirely up to what R can handle. Here's the project page, but it looks like I haven't committed to that repo in three years: https://bitbucket.org/bachmeil/dmdoptim/src/master/

If you do try it and have problems with anything, please create an issue so I can fix it or add proper documentation.

I've also used this binding of the nlopt library: http://code.dlang.org/packages/libnlopt

For linear algebra, I built a wrapper on top of the Gretl library http://gretl.sourceforge.net/

There were two reasons for that. First, it offered a really simple LAPACK interface when I was starting out with D, and second, it offers a lot more than just linear algebra.

Is this something I'd recommend to others? I don't know. I built my infrastructure over a period of several years while waiting for my son at his many practices and activities. I also optimize for programmer convenience rather than performance at all costs. The time it takes to write correct, performant code is far more valuable than having code that runs 15% faster.

This has a lot of potential, but ultimately I'm paid to do other things, meaning those things become the priority...

[7thaccount]

Thanks for the replies. I'll take a look at ur stuff.

[teleforce]

Not the guy you're asking, but you can check D based Mir GLAS library as an alternative to the usual suspects, and it performed best of them all [1]

[1] http://blog.mir.dlang.io/glas/benchmark/openblas/2016/09/23/...

[jane_red]

This is great, please do! It would be nice to share it not only on dlang forum too. How does it compare to scid btw?

I like R but generally use it for basic stat tasks and plotting instead of Python. It would awesome if you could share your experience on how to set it up with D in blog post or whatever form you find useful.

D lacks this kind of tutorial material so much.

[bachmeier]

I've been writing up a summary of how I use D to put on my website. Maybe this is the push I need to finish it.

About scid[0], I looked at it when I started, but it seemed to be largely inactive by that time, it didn't do what I needed, and the documentation wasn't really good enough. I was also turned off by the excessively generic nature of everything - there were just too many templates. At least that's what I recall.

[0] http://code.dlang.org/packages/scid