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lglib
2008 Dec 15
1
Pearson Correlation Speed
...d so speed is some what of an issue.
Does anyone have any suggestions on ways to speed this up? I'd wondered
if using C++ code to do the calculations might speed things up, but I've
never written any C/C++ code or attempted to use any within R.
I've seen some C++ code here:
http://www.alglib.net/statistics/correlation.php
I wondered if anyone might be able to help me get this so it can run in
R? I've tried the following:
1) download and unzipped
http://www.alglib.net/translator/dl/statistics.correlation.cpp.zip
2) moved the contents of the libs dir into the parent dir alongside
co...