Transition from R to MATLAB

[Dibbs]

Hi guys,

I'll be interviewing for an internship with a big firm tommorow, one of the tasks i'll have to perform includes reprogramming certain S+ and R code into MATLAB code. I have not yet been able to ask about why they were switching (I certainly plan on it tommorow).

In the meantime, do you know why they would like to switch from S+ or R to MATLAB ? Is it because of its compatibility, speed, outputs, syntax ?

In this forum, i've read great things about R , but I have never used it myself.

Cheers, Dibbs!

 

[alain]

Probably, they already paid for Matlab. So, if you paid the big bucks, you might as well use it.

 

[Uncle Max]

Or maybe they hired some kind of science PhD star who wants to things only in Matlab. Therefore, they get an intern to accommodate new quant. Could be a good opportunity to stay at the firm after internship ends.

 

[Andy Nguyen]

The guy who wrote the R/S+ code no longer works there so they need to find someone to do this job.
Things like this happen frequently. Just be glad that you have the skills you need.
Good luck, Dibbs and let us know which scenario is the case

 

[Dibbs]

and the answer was.....

1) They only have one coder left that uses S+ .. so you guys were partly right !
2) Speed, they said some of their routines MATLAB computes in 15s can take much more longer in S+

As for my interview : I think it went pretty well, not too technical questions and everything. I should get an answer within march 31st. Althought I told them that it would be very nice of them if I could get an answer earlier, due to other internship applications deadline. I hope it hasn't offended them.

 

[alain]

So, it looks like they don't have R code.

 

[Dibbs]

Can you guys comment on speed of these two languages ? I'm quite unfamiliar with S+/R

 

[quantstart]

R is an interpreted language, so will naturally be slower than a compiled language like C/C++. I do not have any experience as to how it compares to MatLab though.

 

[alain]

R is an interpreted language, so will naturally be slower than a compiled language like C/C++.

this is sort of bogus and misleading. In raw terms, you are correct but when you look at all the other metrics, sometimes you might better off working in R than in raw C++. Then if you need certain pieces of your code to perform faster, you can code them in C or C++.