First, let us consider a running sum function in pure R. To get started, I looked at the source code of the TTR package to see the algorithm used in runSum. The runSum function uses a Fortran routine to compute the running/rolling sum of a vector. The ... [Read more...]

At its very essence, Rcpp permits easy access to native R objects at the C++ level. R objects can be simple vectors, list or matrices; compound data structures created from these; objects of S3, S4 or Reference Class vintage; or language objects a... [Read more...]

Today a (slightly confused) question on StackOverflow wondered how to access R’s facilities for eigenvalues calculations from C code. For this, we need to step back and consider how this is done. In fact, R farms the calculation out to the BLAS.... [Read more...]

Extending R with C++ code by using Rcpp typically involves function calls by leveraging the existing .Call() interface of the R API. Passing values back and forth is then done in manner similar to programming with functions. However, on occassion it i... [Read more...]

A StackOverflow question asked how convert from arma::umat to arma::mat. The former is format used for find and other logical indexing. For the particular example at hand, a call to the conv_to converter provided the solution. We rewrite the answer he... [Read more...]

The STL contains a very general looping or sweeping construct in the for_each algorith. It can be used with function objects (such as the simple square function used here) but also with custom class which can be used to keep to keep state. #include &lt... [Read more...]

The R functions head and tail return the first (last) n elements of the input vector. With Rcpp sugar, the functions head and tail work the same way as they do in R. Here we use std::sort from the STL and then tail to return the top n items (... [Read more...]

An earlier post looked at random shuffle for permutations. The STL also supports creation of random samples. Alas, it seems that this functionality has not been promoted to the C++ standard yet — so we will have to do with what is an extensions ... [Read more...]

The STL also contains random sampling and shuffling algorithms. We start by looking at random_shuffle. There are two forms. The first uses an internal RNG with its own seed; the second form allows for a function object conformant to the STL’s re... [Read more...]

We have seen the use of the STL transform functions in the posts STL transform and Transforming a matrix. We use the same logic in conjuction with a logical (ie boolean) vector in order subset an initial vector. #include using namespace... [Read more...]

The STL transform function can be used to pass a single function over a vector. Here we use a simple function square(). #include using namespace Rcpp; inline double square(double x) { return x*x ; } // [[Rcpp::export]] std::vector [Read more...]