4 ms·
good to know...was doing something in 2013 that couldn't be vectorized (lots of portfolio simulation calcs where each element in dataframe depended on previous
by RockyMcNuts 12y ago
good to know...was doing something in 2013 that couldn't be vectorized (lots of portfolio simulation calcs where each element in dataframe depended on previous elements, ie portfolio value + market return - spending based on moving average of portfolio value) and it was pretty horrible, trying to use Rcpp and whatnot to speed it up!