[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
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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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