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Stephen Jeffrey Barr stephenjbarr

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stephenjbarr / test_csv_parse.cpp
Created March 31, 2012 17:22
using boost tokenizer to parse CSV files into Eigen Matrices
#include <iostream>
#include <iomanip>
#include <fstream>
#include "mkl.h"
#include "math.h"
#include <vector>
#include <cmath>
#include <string>
#include <cstdlib>
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stephenjbarr / rgen_eigen.cpp
Created April 3, 2012 04:35
lightning fast matrices of random numbers with Eigen and Tina's Random Number Generator
// AUTHOR: Stephen J. Barr
#include <trng/config.hpp>
#if defined TRNG_HAVE_OPENMP
#include <cstdlib>
#include <iostream>
#include <omp.h>
#include <trng/yarn2.hpp>
#include <trng/uniform01_dist.hpp>
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stephenjbarr / sjb-subsettest.cpp
Created April 5, 2012 16:14
playing with subsetting in Eigen
#include <iostream>
#include <iomanip>
#include <fstream>
#include "mkl.h"
#include "math.h"
#include <vector>
#include <cmath>
#include <string>
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stephenjbarr / test.R
Created April 6, 2012 17:43
Here is my trended R code to plot trended vs detrended data
## Stephen J. Barr
## - this is some practice retrending the model
setwd("/home/stevejb/myhg/is-solver/indep_sim/")
retrendDemo <- function(THETA = 0.7880) {
## produce initial values
x = rnorm(30, sd=.03)
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stephenjbarr / sjb_nll_optim.cc
Created August 30, 2012 02:13
attempt at MPI optimizaer
// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 8; -*-
//
// SJB - first shot at RInside and Eigen combined
//
// Copyright (C) 2012 Stephen J. Barr
//
// GPL'ed
#include <iostream>
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stephenjbarr / sjb_mpi.cc
Created August 30, 2012 04:17
why does the MPI section fail
// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 8; -*-
//
// SJB - first shot at RInside and Eigen combined
//
// Copyright (C) 2012 Stephen J. Barr
//
// GPL'ed
#include <iostream>
@stephenjbarr
stephenjbarr / sjb_rinside1.cpp
Created August 30, 2012 05:36
an example of using R's optim to optimize a C++ function exposed via Rcpp::InternalFunction
// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 8; -*-
//
// Simple example showing how expose a C++ function
//
// Copyright (C) 2010 Dirk Eddelbuettel and Romain Francois
#include <RInside.h> // for the embedded R via RInside
// a c++ function we wish to expose to R
const char* hello( std::string who ){
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stephenjbarr / Makefile
Created August 30, 2012 06:25
A few demonstrations of Rcpp::InternalFunction
## -*- mode: make; tab-width: 8; -*-
##
## Simple Makefile
##
## From RInside examples
## TODO:
## proper configure for non-Debian file locations, [ Done ]
## allow RHOME to be set for non-default R etc
## comment this out if you need a different version of R,
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stephenjbarr / mpi_something.cpp
Created September 7, 2012 20:06
mpi something
/////////////////////
// THE MPI SECTION //
/////////////////////
MPI::Init();
// Next, use GSL to optimize over this
nll_mpi(start_vector, ua, ub, Xmat, Ymat, TASK_PARAM, false);
VectorXd test_vector = start_vector;
double INCREMENT = 0.1;
double my_result;
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stephenjbarr / gist:4737061
Last active December 12, 2015 07:28 — forked from biancagabriela/gist:4736994
clear all; close all; clc
%% Exercise 3-1A
% find reasonable best-fit polynomial for data1 and data2
data1 = load('data1.txt');
data2 = load('data2.txt');
data3 = load('data3.txt');