> this part will always make your code crawl along: >> arma::vec betahat = arma::inv(Inv)*arma::trans(D)*W*y;
I'd be very interested to see the before/after version of your code code, Honglang. With timings. It'll make a good blog post or academic paper (depending on just how many learnings you get from the process) :-) Darren -- Darren Cook, Software Researcher/Developer http://dcook.org/work/ (About me and my work) http://dcook.org/blogs.html (My blogs and articles) _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel