Christian Gunning has a great example of using Rcpp to speed up a for loop in R. For his agent-based simulation, Christian needed to repeatedly call the rbinom function in a loop. (Unfortunately, you can't pass a vector to the size argument, which would have solved the problem.) Using the aaply function (from the plyr package) took about 38...


Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).