[Rcpp-devel] Presentation of Rcpp in Meielisalp
Dirk Eddelbuettel
edd at debian.org
Wed Jun 29 22:53:32 CEST 2011
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
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-- #11 at http://www.gaussfacts.com
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