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Speed up my R code
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IT & Programming > Software Application

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The client has made the following changes to the job.


Job canceled.

Mar 31, 2011

Job Description

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  • Posted: Tue, Mar 29, 2011
  • Time Left: Closed
  • Location: Anywhere
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  • Start: Immediately
  • Budget: Less than $500
  • Fixed Price Job
  • Elance Escrow Protection
  • W9 Not Required
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I am looking for an expert to speed up my .R code written in R software, ideally you are familiar with the Rcpp package and RcppArmadillo; or you have experience using .call function to call C codes in R, especially the algebra library for matrix calculation.

My codes are short with less than 90 number of lines, I am using nlminb to optimize parameters, however, as the function repeatedly uses "solve" to inverse a matrix, the calculation is very slow with around 25 minutes to finish. I hope you can help me to decrease it to several minutes only.

Please state your experience using R, Rcpp package or .call, thanks.

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Desired Skills
C, C++
Job ID: 23613912
Avg $ | High $ | Low $ — Show Pricing
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