Author: Avi

Feed: R-bloggers. Author: Avi. For my handful of followers, you may have noticed something strange. Over the past two days, I released updates to all four of my packages on CRAN. I decided to practice what I preach and actively reduce dependency hell by moving from testhat to tinytest. I have been programming for over 20 years, and continue to realize that reducing dependencies is worth the extra effort for both programmer and end-user. Even though it may require extra work up-front, having fewer dependencies which can seriously impact your own projects’ stability is worth it. This is one of ... Read More

Feed: R-bloggers. Author: Avi. This post outlines the steps needed for building R 4.2 for Windows with OpenBLAS using the the new Rtools42 build system. With the soon-to-be released new UCRT toolchain for building R on Windows, the build process changes once again. First and foremost, we Windows users owe a deep debt of gratitude first to Duncan Murdoch who supported the Windows builds through R3, then Jeroen Oomes who updated and re-platformed the toolchain for R4, and now Tomas Kalibera who has updated the toolchain to comply with R-core’s requirement that the default build for windows be UCRT-compliant and ... Read More

Feed: R-bloggers. Author: Avi. This post outlines the steps needed to build R 4+ for Windows with OpenBLAS. The release of R 4.0 includes significant changes to the Windows build system from prior versions—for the better! Before anything, we all owe Jeroen Ooms significant gratitude for the many hours he spent working on the build system. Thank you, Jeroen!! The build process below creates an installation file for both 32-bit and 64-bit R but makes some compromises. Extra time spent building the installer is traded for reduced time spent adjusting files and minimizing needed file changes. The OpenBLAS library ... Read More

Feed: R-bloggers. Author: Avi. In my previous post, I described the method I use for compiling Fortran (or C) into an R package using the .Call interface. This post will compare the speed of various implementations of the layer loss cost function. Often, insurance or reinsurance is bought in stratified horizontal layers. For example, an auto policy with a $300,000 limit may have its middle third insured. This means that the primary insurer would pay up to the first $100,000 of loss, a reinsurer would pay the next $100,000, and the primary insurer would pay the last $100,000. In actuarial ... Read More

Feed: R-bloggers. Author: Avi. Recently, the R-consortium accepted a new project called histoRicalg. The main goal of the project is to document and transfer knowledge of some older algorithms used by R and by other computational systems. There is a lot of R written in Fortran—much of which is in the old F77 format—and in C whose original implementations themselves may have been in older languages. It is worthwhile to trace the provenance of these routines in its own right. Firstly, to understand how the code evolved. Secondly, to transfer much of the compiled wisdom and experience of those who ... Read More