785 search results for "parallel"

Automatic ARMA/GARCH selection in parallel

March 24, 2013
By

In the original ARMA/GARCH post I outlined the implementation of the garchSearch function. There have been a few requests for the code so … here it is. Quite easy to use too: After the last code line above, fit contains the best (according to the AIC statistic) model, which is the return value of garchFit.

Read more »

Load Balanced Parallelization with snowfall

March 5, 2013
By
Load Balanced Parallelization with snowfall

For some reason, I didn't notice a few months ago the best way to perform a parallelized version of Lapply with package snowfall. We implemented the parallel version of function lapply with the function sfLapply, in the development of our pipeline p...

Read more »

reading raster data using library(parallel)

March 3, 2013
By
reading raster data using library(parallel)

Recently, I have been doing some analysis for a project I am involved in. In particular, I was interested what role pacific sea surface temperatures play with regard to rainfall in East Africa. I spare you the details as I … Continue reading →

Read more »

RMark: Parallel fast merging

March 3, 2013
By

Last time we looked at a different method of merging multiple files via fast mergin g. I highly recommend checking the fast merging function before we will translate it to a parallel solution. Parallel programming in this case means we are using more t...

Read more »

Large correlation in parallel

February 24, 2013
By
Large correlation in parallel

A little improvement to the bigcor function proposed on Rmazing to compute huge correlation matrix in R, I made the function work in parallel using all the CPU cores available on the machine. The code is here.Here is a benchmark of the 2 func...

Read more »

Parallel Array Computations With SciDB and R

January 22, 2013
By

R Evangelist Bryan Lewis on a natural integration of the R analytic environment and SciDB's distributed, multidimensional array database.

Read more »

Speeding up R computations Pt III: parallelization

January 8, 2013
By

In two previous posts, I have written about how you can speed up your R computations either by using strange notation and non-standard functions or by compiling your code. Last year my department bought a 64-core computational server, which allowed me ...

Read more »

Parallelized Back Testing

November 16, 2012
By

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,

Read more »

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

November 2, 2012
By

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

Read more »

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...

Read more »