Essential reading:
http://docs.julialang.org/en/release-0.3/manual/performance-tips/

--Tim

On Saturday, November 29, 2014 11:29:14 PM Napoleon Vargas wrote:
> Dear Julia users,
> 
> I'm new to Julia, but from what I've been reading it looks like it has a
> very bright future. I've been working on a function in R that performs
> Metropolis-within Gibbs to estimate linear mixing proportions. The code in
> R works well, but I wanted to speed things up, since I have to try
> different specifications, data, etc., and redoing analysis with several
> data points takes some time. I attached my current R function (along with
> simulated data), and what I think is the "equivalent" Julia code. It is not
> yet complete (it is not wrapped in a function yet), as there are some
> pieces of code that I couldn't quite figure out (I commented out some lines
> in order to make it work temporarily, but the results are not what they're
> supposed to). The R version right now takes around 11 seconds for 25000
> iterations on a single observation, but for my validation I would probably
> have to try it on several hundred observations, thus my wanting to speed
> things up.
> 
> I'd appreciate any help or suggestion.
> 
> Napo.

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