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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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