Blog Archives

RcppArmadillo 0.2.26 and 0.2.27

July 23, 2011
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Earlier this week, Conrad Sanderson issued a minor bug fix release 2.0.2 of his Armadillo library which provides templated C++ code for linear algebra. We wrapped that into a new RcppArmadillo release 0.2.26 and shipped it to CRAN. Due to it being su...

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MCMC and faster Gibbs Sampling using Rcpp

July 14, 2011
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Sanjog Misra, who uses Rcpp for Monte Carlo Markov Chain (MCMC) analyses in quantitative marketing, kindly set me a short example of Rcpp use. The example is based on a blog post by Darren Wilkinson which itself discusses and compares the suitabilit...

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Rcpp 0.9.5

A maintenance release version 0.9.5 of Rcpp is now on CRAN and in Debian. This release comprises a number of minor fixes, extensions as well as small additions to the documentation and examples which have accumulated since the last release in Apr...

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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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