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++.
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.FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!