By: Bogumił Kamiński
I have decided to start blogging about Julia language after having blogged about R for several years.
The objective of this blog is to provide short examples of how Julia can be used to solve computational problems.
The reason I have chosen this example for the first post is that implementation in Julia is much simpler than in R (well – it is also faster, but the gains are eaten by compilation times required for plotting).
Here is the code:
By simpler I mean that in this problem using loops is a natural approach. The benefits in my opinion are (you can compare to code in R here):
- the code uses much less memory; which would be a significant issue in simulation approach in R implementation, consider sampling not 1,000,000, but e.g. 10,000,000,000 points (and in Julia it would be simple to run such a simulation on multiple cores);
- the exact calculation code is much simpler to understand as you do not have to make workarounds to vectorize your calculations.
And here is the result you should get when you run the code: