Articles by Avi

Building R 4+ for Windows with OpenBLAS

May 12, 2020 | Avi

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

December 23, 2018 | Avi

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 ...
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Updated R & BLAS Timings

March 30, 2016 | Avi

With the recent releases of R 3.2.4 and OpenBLAS 2.17, I decided it was time to re-benchmark R speed. I’ve settled on a particular set of tests, based on my experience as well as some of Simon Urbanek’s work which I separated into two groups: those focusing on BLAS-heavy operations ...
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New version of OpenBLAS released

October 28, 2015 | Avi

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. The post New version of OpenBLAS released appeared first on Strange Attractors. [Read more...]

Bayesian analysis: Comparing algorithms Part 1?

August 22, 2011 | Avi

I recently had the opportunity to engage in some Bayesian analysis at work. I was able to state the problem in terms of the lognormal distribution, and took advantage of JAGS and its integration with "R" using the R2jags package. The client was very ha... [Read more...]

R-bloggers – a recommendation

May 18, 2011 | Avi

As I decided to try and blog a little more often now, and touch on "R" every now and then, I decided to take R-bloggers up on their standing offer to include R-related feeds at their site. So, everything I tag with "rstats" (you can guess where that ca... [Read more...]

Why method of moments doesn’t always work

May 15, 2011 | Avi

A number of years ago, someone asked me "why does my company need actuaries to fit curves, once I have the mean and standard deviation of my losses, isn't that enough?" I explained to him that not every distribution is completely determined by its mean...
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