[R-sig-finance] Price Smoothing

[Dirk Eddelbuettel]

On 10 May 2005 at 07:57, Steven D. Moffitt wrote:
| Since loops are slow in R, 

Well, I think that is considered to be an outdated myth.  There was a time
when S-Plus 3.* had dreadful looping performance, but both R and S-Plus now
have much improved parsers/interpreters.  So no fear of for() or while().

On r-help we repeatedly see posts where people try real hard to use apply and
friends only to find that a simple for loop is doing just as well or better.

| If you really need speed, however, you should write a function in C/C++ and use in inside or outside R.

Correct. 

And the tool to tell you is the fantastic profiler inside R. See help(Rprof).

Dirk

-- 
An economist is an expert who will know tomorrow why the things he 
predicted yesterday didn't happen today.  --  Laurence J. Peter