R you kidding

R and Time Series

View on GitHub

Linking MKL to R on Windows

šŸ’° Iā€™m still using this on R version 4.3.0 and it works fine.


šŸ¦ The Bottom Line (at the top)

Revolutions R came along around 2007 and provided more powerful R computingā€¦ it was freeware, but as I recall you had to register to get it. A few years later, Microsoft bought it and called it Microsoft R Open. Unfortunately, it will be gone soon if not gone already. Here is a work around from the discussion on Stackoverflow - Linking Intelā€™s Math Kernel Library (MKL) to R on Windows.

These notes are for Windows. If you run Linux, go to MKL4DEB for details (as mentioned there, youā€™ll want to scroll down to the Appendix first).

Before you start, do this and record how flippinā€™ long it takes to run:

# Singular Value Decomposition
m <- 10000
n <- 2000
A <- matrix (runif (m*n), m, n)
system.time (S <- svd (A, nu=0, nv=0))

Now close R and let the magic begin ā€¦



šŸ¦ Steps to Enhance R version 4

This is an easy update as described in the discussion on Stackoverflow previously mentioned.