Stephen Jeffrey Barr 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
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| // -*- 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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| // -*- 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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| // -*- 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
/ test.R
Created
April 6, 2012 17:43
Here is my trended R code to plot trended vs detrended data
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| ## 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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| #include <iostream> | |
| #include <iomanip> | |
| #include <fstream> | |
| #include "mkl.h" | |
| #include "math.h" | |
| #include <vector> | |
| #include <cmath> | |
| #include <string> | |
stephenjbarr
/ rgen_eigen.cpp
Created
April 3, 2012 04:35
lightning fast matrices of random numbers with Eigen and Tina's Random Number Generator
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| // 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> |
stephenjbarr
/ test_csv_parse.cpp
Created
March 31, 2012 17:22
using boost tokenizer to parse CSV files into Eigen Matrices
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| #include <iostream> | |
| #include <iomanip> | |
| #include <fstream> | |
| #include "mkl.h" | |
| #include "math.h" | |
| #include <vector> | |
| #include <cmath> | |
| #include <string> | |
| #include <cstdlib> |
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