Hi Jean,
You can integrate R and Python using RSPython or Rpy. But why would
Python be faster than R? Both are interpreted languages and probably
about as fast (please someone correct me if I'm wrong). It probably only
help if there is a C mcmc implementation linked to python (that you link
to R). Isn't there an mcmc package for R that uses a fast implementation
of mcmc? See also the Bayesian taskview [1].
cheers,
Paul
[1] http://cran.r-project.org/web/views/Bayesian.html
Jean Legeande schreef:
Dear R users,
I would like to make my R code for MCMC faster. It is possible to integrate
C code into R but I think C is too complicated for me. I would need a C
introduction only for MCMC and I do not know if such a thing exists.
I was thinking of Python (and scipy). Where could I read about its
integration into R ? How developed are the statistical packages in Python ?
I could not find a Python package on the web with functions to simulate
Wishart, or multivariate gamma or student distributions.
Since I am a little bit lost, I write this message to the R help list. Sorry
for these naive questions and thanks for your help.
Best,
Jean
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