Just as a remark:<br>As a long term R user I have to object to your use of "=" in the R code (e.g. on page 20). There is a difference between the operator "<-", which us usually used for assignment, and "=", although in your examples they do the same [1]. <br>
<br>Best regards,<br>Jonas<br><br><div class="gmail_quote">[1] <a href="http://stat.ethz.ch/R-manual/R-patched/library/base/html/assignOps.html">http://stat.ethz.ch/R-manual/R-patched/library/base/html/assignOps.html</a><br>
<br><br>On Wed, Jun 29, 2011 at 11:06 PM, Tama Ma <span dir="ltr"><<a href="mailto:pingnang@phys.ethz.ch">pingnang@phys.ethz.ch</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
Dear Dirk,<br>
<br>
Thank you! that's great help! I will modify accordingly...<br>
Thank you once again!<br>
<br>
Best regards,<br>
<font color="#888888">Tama Ma<br>
</font><div><div></div><div class="h5"><br>
<br>
<br>
On Jun 29, 2011, at 10:53 PM, Dirk Eddelbuettel wrote:<br>
<br>
><br>
> On 29 June 2011 at 15:35, Dirk Eddelbuettel wrote:<br>
> |<br>
> | On 29 June 2011 at 22:02, Tama Ma wrote:<br>
> | | Dear Dirk and Romain,<br>
> | |<br>
> | | I will be giving a talk on the power of the Rcpp wrapper tomorrow morning in the Meielisalp financial engineering workshop organized by Dielthem.<br>
> | |<br>
> | | Hereby, I attach the link of my presentation slides (in pdf), ie.<br>
> | | <a href="http://www.phys.ethz.ch/%7Epingnang/numerical-option-pricing-with-Rcpp.pdf" target="_blank">http://www.phys.ethz.ch/~pingnang/numerical-option-pricing-with-Rcpp.pdf</a><br>
> | |<br>
> | | Could I have your opinion on the slides, or is there something in it which you strongly do not allow me to speak on?<br>
> |<br>
> | Well, this arrived just minutes ago, and I really only glanced at it. So<br>
> | really quickly and as an unedited stream of consciousness:<br>
> |<br>
> |<br>
> | i) Your talk, your responsibility. You didn't need to ask here what we think.<br>
> |<br>
> | ii) The visual style consistently applies the worst elements of Powerpoint<br>
> | and stresses those. What a horror. But hey, it's your talk and it is in<br>
> | front of a bunch of geeks. But I'd learn Latex Beamer if I were<br>
> | you. And try to exercise some restraint.<br>
> |<br>
> | iii) You mention the standard API / inline / Rcpp progression but you fail to<br>
> | use Rcpp + templated headers via inline! You _never_ have to leave the<br>
> | R prompt in that case. That is the one thing you could consider<br>
> | changing. Inline and Rcpp rock. The list archives has examples of Rcpp<br>
> | and templated headers for MCMC, what you do here is exactly the same.<br>
> |<br>
> | iv) Great example of Rcpp modules use with the first option pricer. Nicely<br>
> | done, and a good motivation for why I should switch RQuantLib to use<br>
> | more<br>
> |<br>
> | v) I got lost in what the 2nd or 3rd prices did anew. Your slides are too<br>
> | 'noisy', and its late here (and I happen to be on the same timezone as<br>
> | you this week -- and wish I could have come to the Alp!)<br>
> |<br>
> | vi) OpenMP came to gcc/g++ earlier than 4.4.*, I think it was 4.2.*<br>
> |<br>
> | vii) You don't talk much about Rcpp and a glue between R and C++. I think you<br>
> | should.<br>
> |<br>
> | viii) Below my (almost 10 year old) picture you have 'RCpp'. We typeset it<br>
> | 'Rcpp'.<br>
> |<br>
> | ix) Good luck, and let us know what the audience says. I'd espcially<br>
> | interested in comments by Brian Ripley who has helped us a lot in build<br>
> | issues at different points but who otherwise seems to be somewhat<br>
> | critical of Rcpp.<br>
> |<br>
> | x) There is no tenth point.<br>
><br>
> xi) I fully agree with your code reuse, STL/Boost, OO recommendations.<br>
><br>
> xii) Some of the STL example are overdone. You do not need Boost lambda to<br>
> scale a vector by a constant.<br>
><br>
> xiii) Boost accumulators is wonderful for what it does, but I would not call<br>
> it a 'statistics library'.<br>
><br>
> Cheers, Dirk<br>
><br>
> | | Thanks for any advice in advance. have a nice day!<br>
> |<br>
> | Likewise. Good luck, Dirk<br>
> |<br>
> | |<br>
> | | Thank you very much.<br>
> | |<br>
> | | Best regards,<br>
> | | Tama Ma<br>
> | | (たまま / 馬秉能）<br>
> | |<br>
> | | <a href="mailto:pingnang@phys.ethz.ch">pingnang@phys.ethz.ch</a><br>
> | | <a href="http://www.phys.ethz.ch/%7Epingnang" target="_blank">www.phys.ethz.ch/~pingnang</a><br>
> | |<br>
> | | Contact Number:<br>
> | | <a href="tel:%2B41%2044%20633%2076%2055" value="+41446337655">+41 44 633 76 55</a> (Office)<br>
> | | <a href="tel:%2B41%2078%20640%2050%2015" value="+41786405015">+41 78 640 50 15</a> (Mobile)<br>
> | | <a href="tel:%2B41%2044%20633%2011%2015" value="+41446331115">+41 44 633 11 15</a> (Fax)<br>
> | |<br>
> | | HIT K 31.3<br>
> | | Institut für Theoretische Physik<br>
> | | Wolfgang-Pauli-Strasse 27<br>
> | | ETH Hönggerberg<br>
> | | 8093 Zürich<br>
> | | Switzerland<br>
> | |<br>
> | | _______________________________________________<br>
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><br>
> --<br>
> Gauss once played himself in a zero-sum game and won $50.<br>
> -- #11 at <a href="http://www.gaussfacts.com" target="_blank">http://www.gaussfacts.com</a><br>
><br>
<br>
<br>
Thank you very much.<br>
<br>
Best regards,<br>
Tama Ma<br>
(たまま / 馬秉能）<br>
<br>
<a href="mailto:pingnang@phys.ethz.ch">pingnang@phys.ethz.ch</a><br>
<a href="http://www.phys.ethz.ch/%7Epingnang" target="_blank">www.phys.ethz.ch/~pingnang</a><br>
<br>
Contact Number:<br>
<a href="tel:%2B41%2044%20633%2076%2055" value="+41446337655">+41 44 633 76 55</a> (Office)<br>
<a href="tel:%2B41%2078%20640%2050%2015" value="+41786405015">+41 78 640 50 15</a> (Mobile)<br>
<a href="tel:%2B41%2044%20633%2011%2015" value="+41446331115">+41 44 633 11 15</a> (Fax)<br>
<br>
HIT K 31.3<br>
Institut für Theoretische Physik<br>
Wolfgang-Pauli-Strasse 27<br>
ETH Hönggerberg<br>
8093 Zürich<br>
Switzerland<br>
<br>
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</div></div></blockquote></div><br>