Yxilon a Modular Open-Source Statistical Programming Language

Transcription

1 a Modular Open-Source Statistical Programming Language Sigbert Klinke Uwe Ziegenhagen Yuval Guril Institute für Statistics and Econometrics Humboldt-Universität zu Berlin

2 Introduction 1-1 High- and Low-Level Languages Problem high-level interpreting languages (R, XploRe) relatively slow in computing-intensive applications low-level compiling languages as C and Fortran much faster, more difficult to handle common solution: usage of external DLLs for time-consuming calculations

3 Introduction 1-2 High- and Low-Level Languages Problem high-level interpreting languages (R, XploRe) relatively slow in computing-intensive applications low-level compiling languages as C and Fortran much faster, more difficult to handle common solution: usage of external DLLs for time-consuming calculations Our Proposal Compile high-level code to low-level C/C++ and Java

4 Introduction 1-3 Outline of the talk Introduction From XploRe to... Requirements for statistical environments Architecture The graphical user interface Outlook

5 XploRe 2-1 XploRe exploratory Regression developed in joint-venture of Humboldt-Universität zu Berlin and MD*Tech ( language based, using C-style syntax strong focus on non-parametrics and quantitative finance desktop, batch and server versions for Windows, Linux/Unix used in books and e-media published by Springer, Heidelberg

6 XploRe 2-2 Drawbacks of Monolithic Design implementation of new technologies increased complexity original design did not include e.g. transmission of data via internet all parts closely tied to each other, little modularity makes implementation of new features and debugging difficult

7 XploRe 2-3 Drawbacks of Monolithic Design implementation of new technologies increased complexity original design did not include e.g. transmission of data via internet all parts closely tied to each other, little modularity makes implementation of new features and debugging difficult Conclusion Reimplementing the XploRe language in!

8 Requirements 3-1 Requirements for Statistical Software Chambers & Lang (1999): 1. Usable from multiple front-ends: commandline, gui, embedded 2. Support development of GUIs for different users 3. Extensibility on language and native core level 4. Abilities to read/write data and to calculate across networks 5. Database support and interactive graphics 6. Inclusion of existing code (C, Fortran, etc.) 7. Performance optimization

9 Requirements 3-2 Further Requirements Platform Independence one look & feel + one result

10 Requirements 3-3 Further Requirements Platform Independence one look & feel + one result Support for multiple languages foreign character sets, Unicode

11 Requirements 3-4 Further Requirements Platform Independence one look & feel + one result Support for multiple languages foreign character sets, Unicode User resources printed/electronic manuals, context-sensitive help

12 Most uses of the classical tools of statistics have been, are, and will be, made by those who know not what they do. John W. Tukey (1965)

13 Architecture 4-1 Overview Text Interface Applet COM manipulates objects creates output DLL/SO JAR C/C++ Java Soap/XML GUI... Client Object Database compilation branch Sends programs... Compiler creates programs Parser creates Oracle MySQL ODBC/JDBC... sends data and quantlets interpretation branch manipulates objects creates output Parse Tree interpretes Runtime Environment Databases

14 Architecture 4-2 Graphical User Interface I Shneiderman (1997): consistency Similar reactions in similar situations shortcuts Guidance for beginners, shortcuts for power users closed actions Well-defined start and end points for user actions error handling Short and informative error messages loss of control Have users act, not react

15 Architecture 4-3 Graphical User Interface II Selection of Software Framework Fulltick Java.NET QT WXwidgets

16 Architecture 4-4 Functions of this GUI platform-independent reference implementation identify basic functionality and user-interface interaction allow to experiment with code enable users (developers) to use

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18 Architecture 4-5 Compilation GUI Result Parser Result.qbt.java.cpp.exe yxilonrt javac g++

19 Outlook 5-1 Status of Development Operators: Conversion to binary, C++ and Java: basic graphical user interface: function calls and graphics: to be done object database and database connectivity: to be done

20 Outlook 5-2 Conclusion and Invitation is our proposal for a modern statistics package Sourcecode and binaries at feedback from users and programmers highly appreciated ziegenhagen@wiwi.hu-berlin.de

21 Outlook 5-3 References Chambers, J. and Lang, D. ˆΩ- A Component-based Statistical Computing Environment Proceedings of the ISI, Härdle, W., Klinke, S. and Ziegenhagen, U. Designing The Next Generation, Vertically Integrable Statistical Software Environment Proceedings of the Interface, Shneiderman, B. Designing the User Interface 3. edn, Addison-Wesley Longman, 1997