Re: [Rcpp-devel] Input on code design implementing a MCMC algorithm in R and improving performance with RcppArmadillo

2020-04-10 Thread eva lehner
Hi Dirk, Below is my question in text format since there were troubles with the html formating. I want to „translate“ a MCMC algorithm written in matlab to R to eventually release it in a package. In the matlab version model input, state of the chain and chain output is stored in structs. Upd

Re: [Rcpp-devel] Input on code design implementing a MCMC algorithm in R and improving performance with RcppArmadillo

2020-04-10 Thread Dirk Eddelbuettel
Hi Eva, Thanks for resending in text, and providing all the detail. On 10 April 2020 at 11:21, eva lehner wrote: | I want to „translate“ a MCMC algorithm written in matlab to R to eventually release it in a package. In the matlab version model input, state of the chain and chain output is stor

Re: [Rcpp-devel] Input on code design implementing a MCMC algorithm in R and improving performance with RcppArmadillo

2020-04-10 Thread Jeff Newmiller
Translating reference-based OOP designs from other languages into R seems like a bad idea, and on the surface looks like re-inventing the wheel. Are you sure this couldn't be done with one of the existing packages for doing MCMC? On April 10, 2020 2:21:13 AM PDT, eva lehner wrote: >Hi Dirk, >B

Re: [Rcpp-devel] Input on code design implementing a MCMC algorithm in R and improving performance with RcppArmadillo

2020-04-10 Thread Joonwook Park
A while ago, I did exactly what you are trying to do. I converted my MCMC code in Matlab to R although it does not involve Kalman filter forward filtering and backward smoothing algorithm. I converted one program that takes the most of the time to RCpp with the help of others and used other modules

Re: [Rcpp-devel] Input on code design implementing a MCMC algorithm in R and improving performance with RcppArmadillo

2020-04-10 Thread Dirk Eddelbuettel
On 10 April 2020 at 13:05, Joonwook Park wrote: | A while ago, I did exactly what you are trying to do. I converted my MCMC | code in Matlab to R although it does not involve Kalman filter forward | filtering and backward smoothing algorithm. I converted one program that | takes the most of the ti