Closed chriscainx closed 6 years ago
Yes, I'm aware of Rcpp.
I'm not sure how much faster it will be (optim is in C), but it's certainly something that we could look into (among other things).
If you're so frustrated by the speed, PR's are welcome... unfortunately, I don't do this as a full time job...
Also, note that the main problem with large datasets is not so much speed, but memory.
https://sheffieldr.github.io/assets/slides/2017-05-speed_up_r_with_cpp-theo-michelot.pdf This could be useful :)