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DLM(dynamic linear model) implementation

Hi,
I am new to quantconnect. I have developed a model in R which is a Dynamic Linear Model. How can i connect my strategy with quantconnect.

Are there inbuilt libraries? or i had to code the complete MLE and model? Or i can connect directly R here...

Regards,
Gopal Krishna Varshney
(91)9711870616
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Hey @Gopal! Welcome to QC - We have R.NET package for ubuntu installed, and its referenced as a library in the compile. We haven't written the example algorithm yet but would welcome your help!

There is a nice example here (http://rdotnet.codeplex.com/) of how to use it. The R library is located at "/usr/lib/R" for the environment variable.

You can use Debug() or Log() to print the output data for debugging. Log() will go to a file you can download.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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