Skip to content

Instantly share code, notes, and snippets.

@milktrader

milktrader/ts_v_xts.jl

Created March 22, 2013 15:23
Show Gist options
  • Save milktrader/5222114 to your computer and use it in GitHub Desktop.
Save milktrader/5222114 to your computer and use it in GitHub Desktop.
Download ZIP
Execution times for experimental Julia type vs R's xts (R matrix indexed by time)
Raw
ts_v_xts.jl
julia> timetrial(max, vclose(ts), 100) / 0.001 # system.time(max(Cl(GSPC)))
0.17385107000000002
# experimental type about 5x faster on 15,905 rows of data
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment