[Rcpp-devel] about speed of rXXX

Gregor Kastner mailinglist at gmx.at
Thu Jan 5 11:45:47 CET 2012


hi again,

I am currently in the process of speeding up my MCMC simulations and strongly
consider using Rcpp. Since MCMC (naturally) heavily depends on fast RNG I was
wondering whether anyone has tested the speed of syntactic sugar rnorm and
friends as opposed to native C/C++ algorithms; or maybe can provide me with a
reference?

thanks,
/g


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