Prof. Bates,
It looks like you read my mind! I am working on writing an R package for
high-performance MCMC estimation of a class of Hierarchical Bayesian models
most often used in the field of quantitative marketing. This would
essentially be a parallelized version of Peter Rossi's bayesm package
I just saw that I left a syntax error in the .R and the first
_Rout.txt files. Notice that in the second _Rout.txt file the order
of the arguments in the constructors for the MMatrixXd and the
MVectorXd are in a different order than in the .R and the first
_Rout.txt files. The correct order has t
On Thu, Jul 14, 2011 at 10:21 AM, Alireza Mahani
wrote:
> (I am using a LINUX machine)
>
> Jeff,
>
> In creating reproducible results, I 'partially' answered my question. I have
> attached two scripts, 'mvMultiply.r' and 'mvMultiply.cc'. Please copy both
> files into your chosen directory, then ru
You are absolutely right Gabe! I removed the line 'dim(A) <- dim(A)[1] *
dim(A)[2]' and my code still executes properly. As you said, matrices are
internally stored as one-dimensional arrays (column-major by default), it's
just that R exposes them differently by assigning different attributes to
th
On Thu, Jul 14, 2011 at 8:21 AM, Alireza Mahani
wrote:
> (I am using a LINUX machine)
>
> Jeff,
>
> In creating reproducible results, I 'partially' answered my question. I
> have
> attached two scripts, 'mvMultiply.r' and 'mvMultiply.cc'. Please copy both
> files into your chosen directory, then r
(I am using a LINUX machine)
Jeff,
In creating reproducible results, I 'partially' answered my question. I have
attached two scripts, 'mvMultiply.r' and 'mvMultiply.cc'. Please copy both
files into your chosen directory, then run 'Rscript mvMultiply.r' in that
directory while changing the two boo
The .Call overhead isn't the issue. If you'd like some insight into what you
are doing wrong (and right), you need to provide code for the list to reproduce
your timings with.
This is outlined in the posting guide as well.
Best,
Jeff
On Jul 13, 2011, at 8:28 AM, asmahani wrote:
> Hello,
>
Hello,
I am in the process of writing an R extension for parallelized MCMC, with
heavy use of compiled code (C++). I have been getting my feet wet by
implementing a simple matrix-vector multiplication function in C++ (which
calls a BLAS level 2 function dgemv), and comparing it to the '%*%' operat
