C++

The Need for Speed Part 2: C++ vs. Fortran vs. C

Published by on December 23, 2018 | 1 Response
The Need for Speed Part 2: C++ vs. Fortran vs. C

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…

The Need for Speed Part 1: Building an R Package with Fortran (or C)

Published by on December 9, 2018 | 8 Responses

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…