Blog Archives

Accelerating path-dependent loops: A quick Rcpp case study

August 23, 2011
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User BobH asked on StackOverflow about accelerating path-dependent loops. He provided a simple example in which a vector gets filled conditional on the value of the preceding element. Simple to code, but hard to vectorise. By the time I saw that q...

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New Rcpp master classes scheduled for New York and San Francisco

August 4, 2011
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Together with Revolution Analytics, I will be offering two more one-day classes on the Rcpp package for seamless integration of R and C++. The format will follow the workshop Romain and I gave during the tutorial day preceding this year's R/Financ...

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RcppArmadillo 0.2.28

August 2, 2011
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Armadillo 2.2.1 came out today (and it looks like 2.2.0 was skipped, tst, tst). It has now been wrapped into release 0.2.28 of RcppArmadillo which is already on CRAN. The NEWS entry is below; a number of these changes were already in the preceding 0...

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Rcpp 0.9.6

July 27, 2011
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A new maintenance release version 0.9.6 of Rcpp went onto CRAN and into Debian earlier today. This release contains a fix which helps the RppEigen package (mentioned previously on this blog), as well as an addition which permits user-defined fina...

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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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