[Rcpp-devel] CppBugs vs WinBugs

[Whit Armstrong]

post your code.

The speedup depends on  your model.  My comparisons were based on
R/JAGS and pymc on linux.

-Whit


On Mon, Dec 19, 2011 at 7:30 AM, Watson, Samuel
<S.I.Watson at warwick.ac.uk> wrote:
> I am currently using CppBugs with Rcpp through R. I am very interested to
> use CppBugs as I am finding WinBugs to be prohibitively slow, I use large
> amounts of data in large multilevel models, so when I found cppbugs I was
> excited. It says on the Github page for cppbugs that I can achieve speeds of
> 20-100x faster than winbugs.
>
> I have been testing some examples: for the linear model example that is
> provided at Github, the time difference is about 2x
>
> I also tested the Radon model with Rcpp and Andrew Gelmans data and for
> 10000 iterations and 10000 burnin with a thinning parameter of 5 the
> difference is only 16 seconds vs 13 seconds.
>
>
>
> I can run multiple chains in parallel through R with the ‘snow’ package,
> cxxfunction() and package.skeleton() and this does seem to provide a little
> bit of a boost (parallel winbugs vs parallel cppbugs). But nothing greater
> than 4x.
>
>
>
> Is it possible to achieve the kind of difference mentioned on Whit
> Armstrong’s page for cppbugs with R?
>
>
>
> I am happy to post all the code if required.
>
>
>
> Many thanks
>
> Sam Watson
>
>
> _______________________________________________
> Rcpp-devel mailing list
> Rcpp-devel at lists.r-forge.r-project.org
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel