Blog Archives

Even faster linear model fits with R using RcppEigen

Linear regression models are a major component of every applied researcher's toolbox. Obtaining results more quickly is therefore of central importance, particularly when many such models have to be fit. Common examples in this context are Monte Carl...

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RcppArmadillo 0.2.25

Following a series of pre-releases, Armadillo version 2.0.0 was announced by Conrad Sanderson earlier in the week. As it happens, it contained another minor build regression so version 2.0.1 followed the next day. We created versions 0.2.24 and 0.2...

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RcppArmadillo 0.2.23

June 24, 2011
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Conrad Sanderson released version 1.99.5 of Armadillo yesterday. This provides the fifth release candidate en route to version 2.0.0. He was even kind enough to post on rcpp-devel about it too as it entails some minor API changes. His version 1.99.5 ...

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digest 0.5.0

A new version of the digest package (which generates hash function summaries for arbitrary (and possibly nested) R objects using any of the standard md5, sha-1, sha-256 or crc32 algorithms) is now on CRAN. Thanks to a patch by Mario Frasca, digest ...

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RcppArmadillo 0.2.21

Following up Conrad's 1.99.2 release (in RcppArmadillo 0.2.20), we now have Armadillo 1.99.3 en route to the upcoming 2.0.0 release. Armadillo is a templated C++ library for linear algebra---which RcppArmadillo brings to R based on our Rcpp library...

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RcppArmadillo 0.2.20

Conrad Sanderson is preparing version 2.0.0 of his Armadillo templated C++ library for linear algebra and has released a first public beta version 1.99.2. This has been folded into a new release of the RcppArmadillo wrapper for R based on our Rcpp li...

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R / Finance 2011 presentations

I just sent the text below to the r-sig-finance list: The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance conference. This year's two-day conference...

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R / Finance 2011 presentations

I just sent the text below to the r-sig-finance list: The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance conference. This year's two-day conference...

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Slides from Rcpp workshop / master class yesterday

April 29, 2011
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Romain and I just posted our slides from yesterday's Rcpp workshop and class (preceding the now-ongoing R/Finance conference). You can access the slides via my presentation page, or directly from here as Part 1 (Introduction), Part 2 (Details), Part ...

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RInside 0.2.4

April 25, 2011
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After several months, it was time for a new release 0.2.4 of RInside which is now on CRAN. RInside is a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and functions provided by th...

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