Posts Tagged ‘ PRNG ’

C++11 versus R Standalone Random Number Generation Performance Comparison

If you are writing some C++ code with the intent of calling it from R or even developing it into a package you might wonder whether it is better to use the pseudo random number library native to C++11 or the R standalone library. On the one hand users of your package might have an […] The post C++11 versus R Standalone Random Number Generation Performance Comparison appeared first on…

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Parallel Monte Carlo using Scala

February 23, 2014
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Parallel Monte Carlo using Scala

Introduction In previous posts I have discussed general issues regarding parallel MCMC and examined in detail parallel Monte Carlo on a multicore laptop. In those posts I used the C programming language in conjunction with the MPI parallel library in order to illustrate the concepts. In this post I want to take the example from […]

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Parallel Monte Carlo using Scala

February 23, 2014
By
Parallel Monte Carlo using Scala

Introduction In previous posts I have discussed general issues regarding parallel MCMC and examined in detail parallel Monte Carlo on a multicore laptop. In those posts I used the C programming language in conjunction with the MPI parallel library in order to illustrate the concepts. In this post I want to take the example from […]

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