doobwa

#!/usr/bin/r

library(inline)
library(rbenchmark)

## openMPCode example from Rcpp/examples/OpenMP/ by Dirk E.

openMPCode <- '
   // assign to C++ vector
   std::vector<double> x = Rcpp::as<std::vector< double > >(xs);

timelyportfolio

source : The Atlantic April 2014 "The State of American Beer"

kaneplusplus

soft_thresh = function(x, g) {
  x = as.vector(x)
  w1 = which(g >= abs(x))
  w2 = which(g < abs(x) & x > 0)
  w3 = which(g < abs(x) & x < 0)
  ret = x
  ret[w1] = 0
  ret[w2] = x[w2]-g
  ret[w3] = x[w3]+g
  ret