On 29 June 2011 at 23:06, Tama Ma wrote: | Dear Dirk, | | Thank you! that's great help! I will modify accordingly... | Thank you once again!
My pleasure, and glad to know you found the quick comments useful. A second thought may be that the presentation is very good for a C++ audience, but not that motivated from R yet -- possibly tough sell for an R/Rmetrics meeting? May want to contrast with a standard C++ side of a RQuantLib function to show how much easier Rcpp modules can be. With Rcpp modules you may get 'faster code' (as it uses C++) 'written faster' (as the modules interface is simpler). So 'faster squared' ? ;-) Dirk | Best regards, | Tama Ma | | | | On Jun 29, 2011, at 10:53 PM, Dirk Eddelbuettel wrote: | | > | > On 29 June 2011 at 15:35, Dirk Eddelbuettel wrote: | > | | > | On 29 June 2011 at 22:02, Tama Ma wrote: | > | | Dear Dirk and Romain, | > | | | > | | I will be giving a talk on the power of the Rcpp wrapper tomorrow morning in the Meielisalp financial engineering workshop organized by Dielthem. | > | | | > | | Hereby, I attach the link of my presentation slides (in pdf), ie. | > | | http://www.phys.ethz.ch/~pingnang/numerical-option-pricing-with-Rcpp.pdf | > | | | > | | Could I have your opinion on the slides, or is there something in it which you strongly do not allow me to speak on? | > | | > | Well, this arrived just minutes ago, and I really only glanced at it. So | > | really quickly and as an unedited stream of consciousness: | > | | > | | > | i) Your talk, your responsibility. You didn't need to ask here what we think. | > | | > | ii) The visual style consistently applies the worst elements of Powerpoint | > | and stresses those. What a horror. But hey, it's your talk and it is in | > | front of a bunch of geeks. But I'd learn Latex Beamer if I were | > | you. And try to exercise some restraint. | > | | > | iii) You mention the standard API / inline / Rcpp progression but you fail to | > | use Rcpp + templated headers via inline! You _never_ have to leave the | > | R prompt in that case. That is the one thing you could consider | > | changing. Inline and Rcpp rock. The list archives has examples of Rcpp | > | and templated headers for MCMC, what you do here is exactly the same. | > | | > | iv) Great example of Rcpp modules use with the first option pricer. Nicely | > | done, and a good motivation for why I should switch RQuantLib to use | > | more | > | | > | v) I got lost in what the 2nd or 3rd prices did anew. Your slides are too | > | 'noisy', and its late here (and I happen to be on the same timezone as | > | you this week -- and wish I could have come to the Alp!) | > | | > | vi) OpenMP came to gcc/g++ earlier than 4.4.*, I think it was 4.2.* | > | | > | vii) You don't talk much about Rcpp and a glue between R and C++. I think you | > | should. | > | | > | viii) Below my (almost 10 year old) picture you have 'RCpp'. We typeset it | > | 'Rcpp'. | > | | > | ix) Good luck, and let us know what the audience says. I'd espcially | > | interested in comments by Brian Ripley who has helped us a lot in build | > | issues at different points but who otherwise seems to be somewhat | > | critical of Rcpp. | > | | > | x) There is no tenth point. | > | > xi) I fully agree with your code reuse, STL/Boost, OO recommendations. | > | > xii) Some of the STL example are overdone. You do not need Boost lambda to | > scale a vector by a constant. | > | > xiii) Boost accumulators is wonderful for what it does, but I would not call | > it a 'statistics library'. | > | > Cheers, Dirk | > | > | | Thanks for any advice in advance. have a nice day! | > | | > | Likewise. Good luck, Dirk | > | | > | | | > | | Thank you very much. | > | | | > | | Best regards, | > | | Tama Ma | > | | (たまま / 馬秉能） | > | | | > | | [email protected] | > | | www.phys.ethz.ch/~pingnang | > | | | > | | Contact Number: | > | | +41 44 633 76 55 (Office) | > | | +41 78 640 50 15 (Mobile) | > | | +41 44 633 11 15 (Fax) | > | | | > | | HIT K 31.3 | > | | Institut für Theoretische Physik | > | | Wolfgang-Pauli-Strasse 27 | > | | ETH Hönggerberg | > | | 8093 Zürich | > | | Switzerland | > | | | > | | _______________________________________________ | > | | Rcpp-devel mailing list | > | | [email protected] | > | | https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel | > | | > | -- | > | Gauss once played himself in a zero-sum game and won $50. | > | -- #11 at http://www.gaussfacts.com | > | _______________________________________________ | > | Rcpp-devel mailing list | > | [email protected] | > | https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel | > | > -- | > Gauss once played himself in a zero-sum game and won $50. | > -- #11 at http://www.gaussfacts.com | > | | | Thank you very much. | | Best regards, | Tama Ma | (たまま / 馬秉能） | | [email protected] | www.phys.ethz.ch/~pingnang | | Contact Number: | +41 44 633 76 55 (Office) | +41 78 640 50 15 (Mobile) | +41 44 633 11 15 (Fax) | | HIT K 31.3 | Institut für Theoretische Physik | Wolfgang-Pauli-Strasse 27 | ETH Hönggerberg | 8093 Zürich | Switzerland | | _______________________________________________ | Rcpp-devel mailing list | [email protected] | https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel -- Gauss once played himself in a zero-sum game and won $50. -- #11 at http://www.gaussfacts.com _______________________________________________ Rcpp-devel mailing list [email protected] https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
