Recently, the R-consortium accepted a new project called histoRicalg. The main goal of the project is to document and transfer knowledge of some older algorithms used by R and by other computational systems. There is a lot of R written in Fortran—much of which is in the old F77 format—and in C whose original implementations Read the full article…
You may have noticed that this blog has been acting weirdly over the past month or so. Unfortunately, I was hacked with some form of the Asian Script/Japanese Keyword hack, and it took a while and some professional help to thoroughly clean up the databases and files. I’m not completely certain how control of my Read the full article…
I’ve taken advantage of Bluehost’s free SSL certificate for WordPress sites on shared hosts. To me, the transition looks seamless. Please let me know on twitter or in the comments if anything isn’t working. Thanks!
Finally, finally after months of pulling out my hair, the Delaporte project on CRAN passes all of its checks on Solaris SPARC. The last time it did that, it was still using serial C++. Now it uses OpenMP-based parallel Fortran 2003. What a relief! One of these days I should write up what I did Read the full article…
After months and months of working trying to get R on 64 bit Windows to work with link-time-optimization (LTO), I’ve come to the conclusion that GCC 4.9.3’s implementation of LTO just isn’t polished enough to work across the entire R infrastructure. I have been able to get base R, nloptr, Rblas, and Rlapack to compile Read the full article…
I’ve just updated the instructions for building a 64-bit OpenBLAS-based Rblas.dll for Windows to reflect changes to R 3.3+ and Rtools34. Enjoy!
I am very fortunate to be a fellow of the Casualty Actuarial Society: the terminal credential in my field of actuarial science. The society has been furthering the science, art, and standards of general liability actuarial work for over 100 years, and has consistently maintained, nay, enhanced the value of actuaries and the services they Read the full article…
With the recent releases of R 3.2.4 and OpenBLAS 2.17, I decided it was time to re-benchmark R speed. I’ve settled on a particular set of tests, based on my experience as well as some of Simon Urbanek’s work which I separated into two groups: those focusing on BLAS-heavy operations and those which do not. Read the full article…
OpenBLAS 0.2.15 has been released. I’ll be building Rblas.dll for Sandy and Ivy bridges on Windows shortly, and would certainly like to hear from anyone else using OpenBLAS and R on Windows.
While working on the previous post about Padé approximants, a search on CRAN showed that there was only one package which calculated the coefficients, given the appropriate Taylor series: the pracma package. The method it uses seems rather sophisticated, but does allow for calculating coefficients “beyond” that which the Taylor series would allow. Therefore, I Read the full article…