726 search results for "parallel"

Parallelized Back Testing

November 16, 2012
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As mentioned earlier, currently I am playing with trading strategies based on Support Vector Machines. At a high level, the approach is quite similar to what I have implemented for my ARMA+GARCH strategy. Briefly, the simulation goes as follows: we step through the series one period (day, week, etc) at a time. For each period,

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Unstable parallel simulation, or after finishing testing, test some more

November 2, 2012
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Lately I have been working on a trading system based on Support Vector Machine (SVM) regression (and yes, if you wonder, there are a few posts planned to share the results). In this post however I want to share an interesting problem I had to deal with. Few days ago, I started running simulations using

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Simple Parallel randomForest with doMC package

I have been exploring how to speed up some of my R scripts and have started reading about some amazing corners of R. My first weapon was the Rcpp and RcppArmadillo package. These are wonderful tools and even for someone that has never written c++ before, there are enough to examples and documentation to get started. I...

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Using R for parallelizing OpenBUGS on a single Windows PC

August 22, 2012
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It seems that most of the R-parallelizing business takes place on Linux clusters. And it makes sense. Why would you want to paralellize R on just a few processors (2 or 4) of a Windows laptop PC when the whole…Read more →

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Parallelization: Speed up Functions in a Package

August 18, 2012
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Parallelization: Speed up Functions in a Package

Well I bought a new computer a month back (i7 8GB memory). Finally more than one core and a chance to try parallelization. I saw this blog post a while back and was intrigued and was further intriqued when I … Continue reading →

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read raster data in parallel

August 18, 2012
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read raster data in parallel

Use library(parallel) to read raster data in parallel fashion Use library(parallel) to read raster data in parallel fashion Recently, I have been doing some analysis for a project I am involved in. In particular, I was...

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Ryan Rosario on Parallel programming in R

August 17, 2012
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Earlier this year data scientist Ryan Rosario gave a talk on parellel computing with R to the Los Angeles R User Group, and he recently made the slides from the talk available online. They're a great resource for anyone looking to make use of multi-processor systems a Hadoop based architechure to speed computations with big data. Ryan's talk was...

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Data Parallelism Using Oracle R Enterprise

August 2, 2012
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Modern computer processors are adequately optimized for many statistical calculations, but large data operations may require hours or days to return a result.  Oracle R Enterprise (ORE), a set of R packages designed to process large data computations in Oracle Database, can run many R operations in parallel, significantly reducing processing time. ORE supports parallelism through the transparency layer,...

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Next R meeting in Paris INSEE: ggplot2 and parallel computing

June 12, 2012
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Next R meeting in Paris INSEE: ggplot2 and parallel computing

Hi, our group of R users from INSEE, aka FLR, meets monthly in Paris. Next meeting is on Wed 13 (tomorrow), 1-2 pm, room 539 (an ID is needed to come in,  map to access INSEE R), about ggplot2 and parallel computing. Since the first meeting in February, presentations have included hot topics like webscrapping, C in R, RStudio, SQLite

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Book Review: Parallel R

June 5, 2012
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Book Review: Parallel R

You have a problem: R is single-threaded, but your code would be faster if it could simultaneously run on more than one core.  You have access to a cluster and/or your computer has multiple cores.  Parallel R, by Q. Ethan McCallum and Stephen...

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