Here is a Youtube Video Series on How to Write Fast R Code

Here is a Youtube Video Series on How to Write Fast R Code One of my Quant Finance Meetup members, Alon, has put up two videos in a series about speeding up the execution of R. It was a presentation he did a few months ago to the group. Thanks to him for these videos […]

The HUGE edge of Matlab over R is the Matlab Coder Toolbox. Converting R script code to C++/C?

The HUGE edge of Matlab over R is the Matlab Coder Toolbox. Converting R script code to C++/C? I was reading the various links from the fantastic Stack Overlflow: http://stackoverflow.com/questions/9154383/converting-loop-from-r-to-c-using-rcpp http://stackoverflow.com/questions/10089754/converting-models-in-matlab-r-to-c-java It seems the RCPP R package always come up in name. It is that or a derivative like RCPPArmadillo. I have played with RCpp […]