Thank you Whit. So you have experience with both R and Python ? How do they compare ?
Best, Jean 2009/11/21 Whit Armstrong <armstrong.w...@gmail.com> > We have been using pymc as an alternative to WinBUGS, and have been > very pleased with it. I've begun working on an R2Pymc package, but > don't have anything ready for sharing yet. > > Here's the pymc page: > http://code.google.com/p/pymc/ > > and the repo is here: > http://github.com/pymc-devs/pymc > > I've converted a few of the radon examples from Gelman's ARM book to > pymc. You can find them here: > http://github.com/armstrtw/pymc_radon > > the original bugs examples are here: > http://www.stat.columbia.edu/~gelman/arm/examples/radon/ > > -Whit > > > On Sat, Nov 21, 2009 at 1:21 PM, Jean Legeande <jean.legea...@gmail.com> > wrote: > > Thank you Paul, Barry and Patrick. > > > > I will do what you recommand (the profiling). > > > > I have heard several times that for example Matlab would be faster than > R... > > This is why I thought of switching to Python, though it is also > interpreted. > > I thought it would be faster. > > > > Best, > > Jean > > > > 2009/11/21 Patrick Burns <pbu...@pburns.seanet.com> > > > >> One little thing that I think Barry > >> meant to say. > >> > >> If the bottleneck is in your code, you > >> may be able to improve the situation > >> enough by merely rewriting the R code > >> of your function. If that doesn't work, > >> then you can move to C. > >> > >> > >> > >> Patrick Burns > >> patr...@burns-stat.com > >> +44 (0)20 8525 0696 > >> http://www.burns-stat.com > >> (home of "The R Inferno" and "A Guide for the Unwilling S User") > >> > >> Barry Rowlingson wrote: > >> > >>> On Sat, Nov 21, 2009 at 2:29 PM, Jean Legeande < > jean.legea...@gmail.com> > >>> wrote: > >>> > >>>> 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. > >>>> > >>>> > >>> Have you done a profile of your MCMC code to see where the bottleneck > >>> is? Without doing that first any effort could be a total waste of > >>> time. > >>> > >>> R can do a lot of it's calculations at the same level as C, so if 80% > >>> of your time is spent inverting matrices then converting to Python or > >>> C (or even assembly language) isn't going to help much since R's > >>> matrix inversion is done using C code (and quite possibly very > >>> optimised C code with maybe some assembly language too). > >>> > >>> So do a profile (see ?Rprof) and work out the bottleneck. It might be > >>> one of your functions, in which case just re-writing that in C and > >>> linking to R (see programmers guide and a good C book) will do the > >>> job. > >>> > >>> My hunch is that Python and R run at about the same speed, and both > >>> use C libraries for speedups (Python primarily via the numpy package). > >>> > >>> You can call the GSL from Python, and there are probably tricks for > >>> getting the distributions you want: > >>> > >>> http://www.mailinglistarchive.com/help-...@gnu.org/msg00096.html > >>> > >>> describes how to get samples from a Wishart. > >>> > >>> However using the GSL from Python probably wont be much faster than > >>> using R because again it's all at the C level already. Did I suggest > >>> you profile your code? > >>> > >>> Barry > >>> > >>> ______________________________________________ > >>> R-help@r-project.org mailing list > >>> https://stat.ethz.ch/mailman/listinfo/r-help > >>> PLEASE do read the posting guide > >>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > <http://www.r-project.org/posting-guide.html> > >>> and provide commented, minimal, self-contained, reproducible code. > >>> > >>> > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > > and provide commented, minimal, self-contained, reproducible code. > > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
