Data Science. TileDB. Open Source. Quant Research. R. C++. Debian. Linux. Adjunct Clinical Professor, University of Illinois. Lots of coffee. And some running.

Chicago, IL, USA
Joined March 2007
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Version 0.2.1 of my RcppCNPy package to read / write NumPy files is now on CRAN goo.gl/SlnA86 #rstats #Rcpp
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@gappy3000 Misread you. You want to reimplement '%*%' using (Rcpp)Armadillo. Sure. Go for it. We all need an itch to scratch ;-)
@gappy3000 b) Again, please find me ops not already in Armadillo and RcppArmadillo. Please bring real issues to the rcpp-devel list. Thanks.
@gappy3000 a) See Chambers (2008) and "Trustworthy Software: The Prime Directive" b) What would it do that RcppArmadillo doesn't yet?
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@gappy3000 a) That is by choice. b) If you want to get to dgemm faster, Rcpp can help c) RcppArmadillo and RcppEigen d) OpenBlas.
More compactly using littler: $ r -lfasttime -e'print(R.version$version.string)' [1] "R version 3.0.2 (2013-09-25)" $ Use. The. Source.
$ R -q -e 'library(fasttime); R.version$version.string; q()' > library(fasttime); R.version$version.string; q() [1] "R version 3.0.2 (.)"
@gappy3000 @ProbablePattern Even once you standardize on a suitable multicore and/or tuned BLAS?
Replying to @ProbablePattern
@ProbablePattern You seem to be another R user unaware of Simon's fasttime (rforge.net). Part of my standard install for years.
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Replying to @CRANberriesFeed
Very useful to control BLAS thread use on multicore systems MT @CRANberriesFeed New CRAN package RhpcBLASct
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Updated design for my web site and blog: goo.gl/1LDkbs or see goo.gl/3rEkqZ directly.
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Replying to @ramnath_vaidya
.@ramnath_vaidya @craigcitro @xieyihui @romain_francois Complementing is good. Appears Julia uses Open SuSE builder for Windows packages.
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Replying to @romain_francois
,@romain_francois Nice! Maybe worth adding that we have been doing C++11 with R before Rcpp11 came: goo.gl/vtwLGq . #Rstats #rcpp
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Replying to @JofFinance
A classic paper by Fischer Black RT "@JofFinance Noise ow.ly/q41LF #topcited"
Replying to @romain_francois
Maybe also consider .deb builds. Debian builders, Launchpad/PPA, do this already w/ same tools. @romain_francois @craigcitro @xieyihui
Replying to @drewconway
.@drewconway @BadHessian As @treycausey notes, slight conflict of interest there. We call that "talking one's book" in Finance...
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Replying to @romain_francois
Nice work! MT @romain_francois Next #Rcpp will be header only. No more Rcpp user library, no Makevars, Makevars.win, CxxFlags or LdFlags.
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New RcppEigen release 0.3.2.0 on CRAN thanks to @BatesDMBates #Rcpp #rstats
Replying to @statalgo
@statalgo @joshua_ulrich Now we're talking Big Data too. Better hire a Data Scientist real quick.
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