[R] Converting Fortran or C++ etc to R

Murray Jorgensen maj at waikato.ac.nz
Fri Jan 7 10:38:16 CET 2011

I will wind this thread up with some happy comments. I have indeed 
succeeded in constructing an R program to do the same thing as my 
Fortran program for an EM algorithm. I have not done timings yet but it 
seems to run acceptably fast for my purposes.

The key code to be replaced was the E and the M steps of the algorithm. 
I decided to try to replace all the loops with matrix operations such as 
%*%, t(), crossprod(), tcrossprod(). Other operations that I used were 
of the form
                    A + v

where dim(A) = c(a, b) and length(v) = a. Here the vector v operates 
term by term down columns, recycling for each new column. [ *, - and / 
also work similarly.]

I was relived that matrices were as far as I needed to go, and I had 
visions of having to use tensor products of higher dimensioned arrays. 
Fortunately it did not come to that.

I didn't actually translate from F to R. The original is itself a 
translation of my underlying maths, and it was easier to translate the 
maths into R directly.

I preserved the form of my Fortran input and output files so that I will 
be able to run either version on the same files.

As I mentioned earlier the main point of doing all this is so that I may 
try out some variants of the program. I expect this will be much easier 
to do in R!

Thanks to all who replied.


Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    Home +64 7 825 0441   Mobile 021 0200 8350

More information about the R-help mailing list