[R] R code for performance

[v.demartino2@virgilio.it]

:-- Messaggio originale --
:Date: Mon, 6 Jun 2005 09:40:40 +0100 (BST)
:From: Prof Brian Ripley <ripley at stats.ox.ac.uk>
:To: v.demartino2 at virgilio.it
:cc: r-help <r-help at stat.math.ethz.ch>
:Subject: Re: [R] R code for performance
:
:
:On Mon, 6 Jun 2005 v.demartino2 at virgilio.it wrote:
:
:> At office I'm cautiously introducing R to be used as the basic statistical
:> program, getting rid of licensed stuff or reducing the amount of it.
:> The aim of R would be to run generic statistical programs built & "consumed"
:> when needed and some static procedure dealing with time-series.
:> Now, we have substantially 3 OS platforms, win xp, linux and freebsd
5.4,
:> on similar PCs (pentium 4, 2-2.5 GHz). I have been asked by the boss
to
:> test the "average" performance (in term of speed and memory use) of R
on
:> each of this platform to stick with one of them on a couple of PCs.
:>
:> Could you please suggest an R source code (apart from the "static procedure"
:> I will obviously test) to be run on the three platforms to test performance?
:>
:> If there is nothing of the kind, any suggestion?
:
:'make check' runs a lot of R code and times it.  The tests for the stats
:
:package look most relevant to you.  Beware of simplistic 'benchmarks' that
:
:test code snippets not relevant to your usage (and that may apply to the
:R 
:examples which tend to be small datasets).
:
:We know Linux (non-R-shlib) outperforms Windows XP by ca 20%, and some

:comments I have seen here suggest it outperforms FreeBSD as well.  But
are
:
:such differences enough to determine your choice?
:

Thinking of my time-series procedure I would answer NO definitely. 
But the fact is that we have to do lots of simulations most of them using
Montecarlo with many iterations, spending our time in modifying and trying
different hypoteses . And the problem is that these simulations must be
done "on the fly" because, as we ironically say, they're needed "for yesterday".
Therefore there's no much time left to refine the R code and get the best
out of it. So, in this case, having a Ferrari makes the difference!

Ciao
Vittorio