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") 

Build R with Intel MKL

Following the instruction here and here, I built and installed R with the MKL library. Running this benchmark test shows that a significant improvement in performance over the default build (8.782 vs. 33.446 second).

Running the same test on my Windows machine (with an older Core2 chip) took 51 seconds. Following the suggestions and replaced the default "Rblas.dll" with the one provided here, reduced the run-time to 26 seconds.

A java-based R

Renjin is an implementation of R that is written entirely in Java. 

Using Rcpp in agent-based models

Here is an example. The Rcpp code has to be slightly modified to run on my Mint linux machine.

Ubuntu ...

What is the biggest's bug in Ubuntu? Unity! Ubuntu has been down the wrong path too far ... Fortunately we still have Mint and Debian.

Docear

Docear is a free academic literature suite. Looks promising.

Some interesting R packages for causal analysis

A number of new R packages are very helpful for the purpose of conducting causal analysis, including the IUPS package, and the CBPS package.

Symbolic algebra solution for R

Ryacas, a interface between R and Yacas, looks like a good solution for symbolic algebra for R.

Identity crisis of Japan

Interesting article.