> this part will always make your code crawl along:
>> arma::vec betahat = arma::inv(Inv)*arma::trans(D)*W*y;
I'd be very interested to see the before/after version of your code
code, Honglang. With timings. It'll make a good blog post or academic
paper (depending on just how many learnings you
Thanks, will appeal to the powers and see what happens.
Regards,
Alexios
On 06/12/2012 05:17, Kasper Daniel Hansen wrote:
See some previous discussion of this which I raised.
Essentially, Rcpp has been updated and this requires RcppArmadillo to
be re-installed. I don't think RcppArmadillo has b
See some previous discussion of this which I raised.
Essentially, Rcpp has been updated and this requires RcppArmadillo to
be re-installed. I don't think RcppArmadillo has been updated per se,
and this is why nothing has triggered a re-install.
So either R-forge re-installs RcppArmadillo, which
Hi,
I am not sure what I am missing. Any help would be greatly appreciated. I
have the following code:
// myList will have column called "a"
Rcpp::List myList = someInputList;
Rcpp::NumericVector test = Rcpp::as(myList["a"]);
/* up to the above line, everything compiles.
Now I want to get a doub
Hello,
My rugarch package on r-forge which links to Rcpp/RcppArmadillo has in
the last 2 check cycles failed with the following errors:
Thu Dec 6 00:15:29 2012: Building tarball for package rugarch (SVN
revision 502)
using R version 2.15.2 Patched (2012-12-04 r61215) ...
installing to /tmp
this part will always make your code crawl along:
On Wed, Dec 5, 2012 at 11:09 AM, Honglang Wang
wrote:
> arma::vec betahat = arma::inv(Inv)*arma::trans(D)*W*y;
>
first time I wrote a GLM engine, I wrote it the way statistics books
illustrate it (i.e. actually invert things to do IWLS) and it
I am sorry. I think you are right. I know little about computation. And it
will be great that you write what you would like to wrote to explain to me.
I am really learning a lot from this discussion. Before I even have not
heard of profiling of a program. Thanks.
Best wishes!
Honglang Wang
Offic
The following is a full example although I don't know whether it's minimal
or not:
library(Rcpp)
library(RcppArmadillo)
sourceCpp("betahat_mod.cpp")
#The following is data generation.
n=200
m=20
p=2
t=runif(m*n,min=0, max=1)
X1=rnorm(m*n,0,1)
X1=as.matrix(1+2*exp(t)+X1)
X2=rnorm(m*n
On Tue, Dec 4, 2012 at 9:39 PM, Honglang Wang wrote:
> Yes, the main issue for my coding is the allocation of memory. And I have
> fixed one of the biggest memory allocation issue: 4000 by 4000 diagonal
> matrix. And since I am not familiar with Rcpp and RcppArmadillo, I have no
> idea how to reu
Can you post a minimal full example?
-Christian
On Tue, Dec 4, 2012 at 8:39 PM, Honglang Wang
wrote:
> Yes, the main issue for my coding is the allocation of memory. And I have
> fixed one of the biggest memory allocation issue: 4000 by 4000 diagonal
> matrix. And since I am not familiar with Rc
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