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 and presenting.
This is an instructional video on increasing the speed with which R code is executing. It is mostly related to tricks in the R syntax that substantially decrease the time it takes for R to execute code. There are 12 different tricks in the tutorial to increasing the efficiency of your code. Specific replicable examples are given so that you can try them at home. The neatest thing about these techniques is that they do not require any additional tools beyond the standard R Build. I have decreased the time it takes for a complex simulation from 15 minutes to less than 2 without using any compiled languages!!!
[youtube_sc url=”http://www.youtube.com/watch?v=d6cDjY6lfgI” playlist=”r fast code”]
[youtube_sc url=”http://www.youtube.com/watch?v=CDvf5Wzw584″ playlist=”r fast code part 2″]