R vs. Matlab speed comparison

[doug reich]

I recall seeing posts on R vs Matlab in speed a few months back. Can anyone find them? Does anyone else recall this? I think Shlomi had the good links I am looking for - too bad he posts so often!

Does anyone else find the search feature on here kind of useless these days?

 

[Andy Nguyen]

This? David Knowles
The quick search here can only search the title of the thread. To search in the content of any thread, click on Options (next to the Search box)-> Advanced Search.

It would be nice to have Sphinx as a search engine but it costs 2K to implement.

 

[doug reich]

First hit in google, anyway. Thanks.

 

[Andy Nguyen]

I sometimes resort to typing "things i want to search on quantnet site:quantnet.com" in the google box. Never fail.

 

[alain]

take those benchmarks with a grain of salt. It is well known in the R community that the matrix implementation that comes standard if not the fastest. Brian recompiled R with ATLAS and it blew away the standard matrix operations that came with R.

Matlab is already optimized to the platform.