With the sad passing of Dr. Nick Higham, I remembered that he commented on one of my blog posts. However, when I tried to access the post, I received a critical WordPress error. It turns out that the papercite package is unsupported for modern WordPress. I therefore switched to using teachPress. While not exactly the Read the full article…
This post outlines the steps needed for building R 4.2 for Windows with OpenBLAS using the the new Rtools42 build system. With the soon-to-be released new UCRT toolchain for building R on Windows, the build process changes once again. First and foremost, we Windows users owe a deep debt of gratitude first to Duncan Murdoch Read the full article…
This post outlines the steps needed to build R 4+ for Windows with OpenBLAS. The release of R 4.0 includes significant changes to the Windows build system from prior versions—for the better! Before anything, we all owe Jeroen Ooms significant gratitude for the many hours he spent working on the build system. Thank you, Jeroen!! Read the full article…
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…
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…
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…
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…
Introduction I recently had the opportunity to use Padé approximants. There is a lot of good information available on line on the theory and applications of using Padé approximants, but I had trouble finding a good example explaining just how to calculate the co-efficients. Basic Background Hearken back to undergraduate calculus for a moment. For Read the full article…
Recently, in various research projects, the Lambert-W function arose a number of times. Somewhat frustratingly, there is no built-in function in R to calculate it. The only options were those in the gsl and LambertW packages, the latter merely importing the former. Importing the entire GNU Scientific Library (GSL) can be a bit of a Read the full article…
Today, Andrew Gelman posted about a paper written over thirty years ago by Paul Meehl. Even though I believe actuaries are less exposed than social science statisticians to some of the pitfalls of what Gelman calls the “garden of forking paths,” we are still exposed, and I’d recommend reading Gelman’s posts on the issue. I Read the full article…