A new minor release RQuantLib 0.3.10 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. The discount curve building code in QuantLib has s...
Blog Archives
digest 0.6.3
digest version 0.6.3 is now on CRAN, and I'll upload the Debian package in a minute. This is a minor bug release regarding just the recently-added sha512 support. Turns out the wrong initial buffer size was used on the R side. Hannes fixed that with...
A book about Rcpp
Some little birds had already been whispering about it, but I didn't want to jinx it and told myself I would wait with an announcement until the booksellers have (at least) placeholder pages. And as I learned from Duncan Murdoch via email earlier toda...
New Rcpp page on upcoming events — including Master Class in New York
Lots of exciting things are happening with and around Rcpp. I just added a new page about Upcoming Events to the recently-created Rcpp site. This events page has lots to cover: an upcoming talk at Columbia on March 8 (details still TBD), a day-lon...
The Rcpp Gallery and my <em>Seinfeld Streak</em>
A good three weeks ago, we introduced the Rcpp Gallery. While this is a joint effort by several of us on the Rcpp team, the backend was conceived and implemented entirely by JJ who also bootstrapped it with same first content, drawing on posts by Ha...
The Rcpp Gallery and my Seinfeld Streak
A good three weeks ago, we introduced the Rcpp Gallery. While this is a joint effort by several of us on the Rcpp team, the backend was conceived and implemented entirely by JJ who also bootstrapped it with same first content, drawing on posts by Ha...
RcppExamples 0.1.6
A pure maintenance release 0.1.6 of RcppExamples was made two weeks ago, and never announced. We merely moved the NEWS.Rd file into the proper location in the inst/ directory, and, while were at it, mentioned the new Rcpp Gallery in the DESCRIPTION fi...
digest 0.6.2
digest version 0.6.2 came out a few days ago as an almost immediate follow-up to release 0.6.1. We used paste0() in a few places, and this is only available with newer versions of R. To not introduce as somewhat unnessecary dependency, we reverted thi...
Introducing the BH package
Earlier today a new package BH arrived on CRAN. Over the years, Jay Emerson, Michael Kane and I had numerous discussions about a basic Boost infrastructure package providing Boost headers for other CRAN packages (and yes, we are talking packages usin...
RcppArmadillo 0.3.6.2
A new Armadillo version 3.6.2 came out yesterday, and the corresponding RcppArmadillo version is now on CRAN. Changes are mostky incremental: Changes in RcppArmadillo version 0.3.6.2 (2013-01-29) Upgraded to Armadillo release Version 3.6.2 ...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
