C++

In the previous post, I discussed an approach to obtain autocovariances1 of time series data through discrete Fourier transforms that I implemented in an R function acf_fft_R(). # ACF using FFT in R acf_fft_R <- function(x) { n <- length(x) a_j <- fft(x) I_x <- Mod(a_j)^2/n return( Re(fft(I_x, inverse = T)/n) ) } An RcppArmadillo version Recently, I wrote an Armadillo version for an Rcpp project. Here’s its definition and how to source it using Rcpp: ...

Recently, I’ve been revisiting some of my older code and have noticed how much my understanding of efficient programming has grown. While I’m still exploring whether practice truly leads to perfection, it’s clear that my skills have improved 😊. In examining my past projects, I discovered a seemingly minor oversight that had a significant impact on performance: the choice between iterating over matrix rows versus columns in matrix operations. ...