Leverage R Code within .Net Environments (Running a CVaR Model in C# Applications)


A nifty .NET library, ‘R.NET‘, allows you to leverage previously written R scripts within your C# and other .NET applications. Experienced model developers often end up accumulating extremely useful R scripts which have been optimized to perform specific tasks. When you have a library of codes that you trust to perform operations as you expect, the knowledge that you can re-use the codes regardless of the development platform is invaluable. This is one of the benefits R.NET provides.

R.NET is just one of several method you can use to establish an interface between C# (.NET). The advantage of R. R.NET is that it enables the .NET Framework to ‘interoperate’ with the R statistical language in the same process (this is important because it prevents bulky code) . Also, the syntax is simple enough that anyone who has a little experience with both R and .NET products can pretty easily use it.Read More »