[Benchmark] Speed comparison with Matlab & R

[yanyu2015]

Is there some benchmark? I wonder how much speed improvement when it's compared with copulapdf function in Matlab.

[lrnv]

Hey ! No, I have not taken the time to do this kind of benchmarking yet, what function are you particularly after ? I am more versed in R than Matlab, but if you have anything specific in mind, I could help you set it up.

I am guessing that in several cases, e.g. high dimensional archimedean copulas, the approach taken here will outperform the one in R.

In any case, I would love to know, indeed. Of you happen to run into things that could be faster please tell me, we obviously have a performance ambition here.