Earlier @b_naras told me `glmnet` now uses #Rcpp, seeing a nice speedup. Years ago at #useR in Rennes, @HastieTrevor joked that performance was "due to FFT: Fortran, Friedman and Tricks". Update now with credit to James Yang? ๐Ÿ˜‰ #Rcpp is honored to be of help. #rstats

Nov 4, 2021 ยท 10:37 PM UTC

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Performance: FTFY - Friedman, Tricks, Fortran, Yang
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The speed of Fortran and C++ is typically about the same. Where are the 4x and 8x speedups are coming from?
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