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Why R Math Functions on Windows are Slow, and How to Fix It

September 19, 2016
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R on windows has much slower versions of the log, sine and cosine functions than are available on other platforms, and this can be a serious performance bottleneck for programs which frequently call these math functions.  The reason for this is that the library R uses to obtain the log function on windows (libmingwex.a) contains

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Profiling Rcpp package code on Windows

September 2, 2016
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Profiling Rcpp package code on Windows

Profiling Rcpp code on Unix/Mac is easy, but is difficult on Windows because R uses a compilation toolchain (MinGW) that produces files that are not understood by common Windows profiling programs.  Additionally, the R build process often removes symbols which allow profilers to produce sensible interpretations of their data. The following steps allow one to profile

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