Yes Matlab Code generation to C or C++ beats R hands down but still has limitations

(Last Updated On: September 25, 2013)
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Yes Matlab Code generation to C or C++ beats R hands down but still has limitations

From a visitor:

Have you been able to code generate for the Johansen test in matlab?

 

Matlab is a great product (superior to R IMHO) but it has its limitations too, not everything can be code generated into C++.

 

My response:

Yes it is very limited as Matlab Coder does not support many of the financial or quant math related toolbox functions. That can be a real pain but Mathworks keeps adding more functions to be supported by Matlab Coder.

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs