Tuesday, June 25, 2013

Faster Gibbs sampling MCMC from within R

I find this comparison of MCMC performance between different languages helpful.

After generating a .class file from the java source, I need to add the following two lines of code to make it work:

.jaddClassPath("/home/shige/mydata/test/Gibbs/out/production/Gibbs") 
.jaddClassPath("/home/shige/bin/java/parallelcolt-0.9.4.jar") 

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