After much deliberation, I have updated my personal R code style guide to no longer mandate functions begin with uppercase letters. While I still feel there is value in being able immediately differentiate functions from variables, too much of base R does not follow that convention and one loses more than one gains in enforcing Read the full article…
For my handful of followers, you may have noticed something strange. Over the past two days, I released updates to all four of my packages on CRAN. I decided to practice what I preach and actively reduce dependency hell by moving from testhat to tinytest. I have been programming for over 20 years, and continue 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…
Searching for Speed In my previous post, I described the method I use for compiling Fortran (or C) into an R package using the .Call interface. This post will compare the speed of various implementations of the layer loss cost function. The Function Often, insurance or reinsurance is bought in stratified horizontal layers. For example, Read the full article…
Searching for Speed Everyone who has ever used R has, at one time or another, wished for an increase in R’s speed. If you haven’t, you’re not using R hard enough! Recently, as part of some research on credibility, I was calculating layer loss costs for millions of simulated loss observations. As I progressed, the 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…
After months and months of working trying to get R on 64 bit Windows to work with link-time-optimization (LTO), I’ve come to the conclusion that GCC 4.9.3’s implementation of LTO just isn’t polished enough to work across the entire R infrastructure. I have been able to get base R, nloptr, Rblas, and Rlapack to compile Read the full article…
I’ve just updated the instructions for building a 64-bit OpenBLAS-based Rblas.dll for Windows to reflect changes to R 3.3+ and Rtools34. Enjoy!