Enough trying to use LTO

Published by on January 31, 2017

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…

Casualty Actuarial Society Elections 2016: Why I am a candidate

Published by on June 29, 2016

I am very fortunate to be a fellow of the Casualty Actuarial Society: the terminal credential in my field of actuarial science. The society has been furthering the science, art, and standards of general liability actuarial work for over 100 years, and has consistently maintained, nay, enhanced the value of actuaries and the services they Read the full article…

New version of OpenBLAS released

Published by on October 28, 2015

OpenBLAS 0.2.15 has been released. I’ll be building Rblas.dll for Sandy and Ivy bridges on Windows shortly, and would certainly like to hear from anyone else using OpenBLAS and R on Windows.

Padé approximants: CRAN package

Published by on June 10, 2015

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…

I just changed the LaTeX renderer plugin on the blog from MathJax-LaTeX to WP QuickLaTeX, as the former stopped working and not only does the latter work, but it allows the {align} environment. If you notice any malformed math or missing text, please drop me a note.

A Practical Example of Calculating Padé Approximant Coefficients Using R

Published by on June 4, 2015 | 1 Response
A Practical Example of Calculating Padé Approximant Coefficients Using R

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…

New package on CRAN: lamW

Published by on May 26, 2015

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…