[R] foreach performance

2012-06-12 Thread Dom Pazzula
I'm noticing a huge performance hit when using foreach with doSNOW.  Any ideas on why the parallel loop runs ~8 times slower than the same foreach run sequentially?   > require(doSNOW) Loading required package: doSNOW Loading required package: foreach foreach: simple, scalable parallel programmin

[R] snow, ssh, and socket connections

2012-06-11 Thread Dom Pazzula
I'm trying to setup a snow grid using sockets (Windows 7).  On the test grid (my computer and another) I have an SSHD server up and running, can connect OK via public key authentication.  Running "makeSOCKcluster" on just my local machine works OK.  Running it to the other computer fails.  My SS

Re: [R] problem with table.CAPM in PerformanceAnalytics

2012-01-15 Thread Dom Pazzula
in PerformanceAnalytics Dom Pazzula wrote > > All, > I'm attempting to run this: > table.CAPM(series[,"Strat.Return",drop=FALSE],series[,"spy.Return",drop=FALSE]) > > > and getting this error > Error in as.vector(data[, i]) : subscript out of boun

[R] problem with table.CAPM in PerformanceAnalytics

2012-01-15 Thread Dom Pazzula
All, I'm attempting to run this: table.CAPM(series[,"Strat.Return",drop=FALSE],series[,"spy.Return",drop=FALSE]) and getting this error Error in as.vector(data[, i]) : subscript out of bounds I've searched around and cannot find a solution to the problem.  I've used this in the past without pr