Using R on windows....
I have the following code
for(i in 1:10000) {
draw some random weights
perfom a weighted least squares regression
some simple addition and multiplication
}
The code works fine but is slow.
I have mingw installed and can dyn.load, although I am
more used to doing this on Unix than Windows.
Would it make sense to re-write the whole thing in
C ? I am vectorizing the random draws-the speed
culprit is looping and the matrix manipulations.
My guess is to use the matrix routines from gls-does
this sound feasible ?
Thanks!
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