[R-sig-finance] Price Smoothing

[ManojW]

Dear All,
    Specially Patrick,John, Steven & Dirk, thanks for your
comments,suggestions & code snippets.Your kind help is greatly appreciated.

Good luck!

Manoj


----- Original Message ----- 
From: "Dirk Eddelbuettel" <edd at debian.org>
To: <steve.moffitt at mail.stuart.iit.edu>
Cc: <R-sig-finance at stat.math.ethz.ch>; <manojsw at qmail.com>
Sent: Wednesday, May 11, 2005 11:00 AM
Subject: Re: [R-sig-finance] Price Smoothing


>
> 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 Well, I think that is considered to be an outdated myth.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
>
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