[Rcpp-devel] Presentation of Rcpp in Meielisalp

Tama Ma pingnang at phys.ethz.ch
Wed Jun 29 23:06:01 CEST 2011


Dear Dirk,

	Thank you! that's great help! I will modify accordingly...
	Thank you once again!

Best regards,
Tama Ma



On Jun 29, 2011, at 10:53 PM, Dirk Eddelbuettel wrote:

> 
> On 29 June 2011 at 15:35, Dirk Eddelbuettel wrote:
> | 
> | On 29 June 2011 at 22:02, Tama Ma wrote:
> | | Dear Dirk and Romain,
> | | 
> | | 	I will be giving a talk on the power of the Rcpp wrapper tomorrow morning in the Meielisalp financial engineering workshop organized by Dielthem.
> | | 
> | | 	Hereby, I attach the link of my presentation slides (in pdf), ie. 
> | | 		http://www.phys.ethz.ch/~pingnang/numerical-option-pricing-with-Rcpp.pdf 
> | | 
> | |         Could I have your opinion on the slides, or is there something in it which you strongly do not allow me to speak on?
> | 
> | Well, this arrived just minutes ago, and I really only glanced at it. So
> | really quickly and as an unedited stream of consciousness:
> | 
> | 
> | i)    Your talk, your responsibility. You didn't need to ask here what we think.
> | 
> | ii)   The visual style consistently applies the worst elements of Powerpoint
> |       and stresses those. What a horror.  But hey, it's your talk and it is in
> |       front of a bunch of geeks.  But I'd learn Latex Beamer if I were
> |       you. And try to exercise some restraint.
> | 
> | iii)  You mention the standard API / inline / Rcpp progression but you fail to
> |       use Rcpp + templated headers via inline!  You _never_ have to leave the
> |       R prompt in that case.  That is the one thing you could consider
> |       changing. Inline and Rcpp rock. The list archives has examples of Rcpp
> |       and templated headers for MCMC, what you do here is exactly the same.
> | 
> | iv)   Great example of Rcpp modules use with the first option pricer. Nicely
> |       done, and a good motivation for why I should switch RQuantLib to use
> |       more 
> | 
> | v)    I got lost in what the 2nd or 3rd prices did anew. Your slides are too
> |       'noisy', and its late here (and I happen to be on the same timezone as
> |       you this week -- and wish I could have come to the Alp!)
> | 
> | vi)   OpenMP came to gcc/g++ earlier than 4.4.*, I think it was 4.2.*
> | 
> | vii)  You don't talk much about Rcpp and a glue between R and C++. I think you
> |       should.
> | 
> | viii) Below my (almost 10 year old) picture you have 'RCpp'. We typeset it
> |       'Rcpp'.  
> | 
> | ix)   Good luck, and let us know what the audience says. I'd espcially
> |       interested in comments by Brian Ripley who has helped us a lot in build
> |       issues at different points but who otherwise seems to be somewhat
> |       critical of Rcpp.
> | 
> | x)    There is no tenth point.
> 
> xi)     I fully agree with your code reuse, STL/Boost, OO recommendations.
> 
> xii)    Some of the STL example are overdone. You do not need Boost lambda to
>        scale a vector by a constant.
> 
> xiii)   Boost accumulators is wonderful for what it does, but I would not call
>        it a 'statistics library'.
> 
> Cheers, Dirk
> 
> | | 	Thanks for any advice in advance. have a nice day!
> | 
> | Likewise. Good luck,  Dirk
> | 
> | | 
> | | 	Thank you very much.
> | | 
> | | Best regards,
> | | Tama Ma 
> | | (たまま / 馬秉能)
> | | 
> | | pingnang at phys.ethz.ch
> | | www.phys.ethz.ch/~pingnang
> | | 
> | | Contact Number: 
> | | +41 44 633 76 55  (Office)
> | | +41 78 640 50 15  (Mobile)
> | | +41 44 633 11 15  (Fax)
> | | 
> | | HIT K 31.3
> | | Institut für Theoretische Physik
> | | Wolfgang-Pauli-Strasse 27
> | | ETH Hönggerberg
> | | 8093 Zürich
> | | Switzerland
> | | 
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> -- 
> Gauss once played himself in a zero-sum game and won $50.
>                      -- #11 at http://www.gaussfacts.com
> 


	Thank you very much.

Best regards,
Tama Ma 
(たまま / 馬秉能)

pingnang at phys.ethz.ch
www.phys.ethz.ch/~pingnang

Contact Number: 
+41 44 633 76 55  (Office)
+41 78 640 50 15  (Mobile)
+41 44 633 11 15  (Fax)

HIT K 31.3
Institut für Theoretische Physik
Wolfgang-Pauli-Strasse 27
ETH Hönggerberg
8093 Zürich
Switzerland



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