Blog Archives

Accelerating R code: Computing Implied Volatilities Orders of Magnitude Faster

October 25, 2012
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This blog, together with Romain's, is one of the main homes of stories about how Rcpp can help with getting code to run faster in the context of the R system for statistical programming and analysis. By making it easier to get already existing C or C++ code to R, or equally to extend R with new C++...

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Rcpp 0.9.15

October 14, 2012
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Rcpp release 0.9.15 is now on CRAN and being uploaded to Debian. Martin Morgan provided a clever fix for a header search needed between clang++ (especially on OS X) and g++ (which still provided libstdc++ and headers for clang++). This should hopefu...

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RcppArmadillo 0.3.4.3

October 4, 2012
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Another bug-fix release of Armadillo, now at version 3.4.3 whike the 3.4.* stabilizes, and with it a version 0.3.4.3 of RcppArmadillo, our wrapper for R and Armadillo. The new version is already on CRAN as of earlier today. Once again no R level or i...

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RProtoBuf 0.2.6

October 4, 2012
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Release 0.2.6 of RProtoBuf arrived on CRAN earlier this morning. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google. This release was once more driven largely by Murray whom we have now add...

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Rcpp 0.9.14

October 1, 2012
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Another release of Rcpp has just appeared on CRAN and was just uploaded to Debian. It addresses yet another issue we had on OS X and should hopefully put the build issues to rest. Three new (vectorized) sugar functions were added, along with some ne...

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RcppArmadillo 0.3.4.2

September 25, 2012
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The development of Armadillo 3.4.* continues with bug fixes and more sparse matrix support. Conrad release 3.4.2 this morning. I wrapped up the corresponding RcppArmadillo 0.3.4.2 before leaving for work, and this version should now have all CRAN mirr...

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RcppArmadillo 0.3.4.1

September 18, 2012
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Conrad released the bug-fix release 3.4.1 of Armadillo earlier today, and the corresponding RcppArmadillo package 0.3.4.1 is already on CRAN. No R level or interface changes were, the upstream changes are summarized below. Changes in RcppArmadillo...

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RInside 0.2.8

September 8, 2012
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This morning version 0.2.8 of RInside arrived on the CRAN sites. RInside provides a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and functions provided by the Rcpp R and C++ in...

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RcppArmadillo 0.3.4.0

September 6, 2012
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A new major released of Armadillo came out earlier today. I prepared the corresponding RcppArmadillo package 0.3.4.0 which also arrived on CRAN earlier today. This released contains a few performance improvements, the beginnings of support of sparse matrices and more, see below. We also post the NEWS entry for the beta release which was prepared, but not uploaded to CRAN to...

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Faster creation of binomial matrices

September 2, 2012
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Scott Chamberlain blogged about faster creation of binomial matrices the other day, and even referred to our RcppArmadillo package as a possible solution (though claiming he didn't get it to work, tst tst -- that is what the rcpp-devel list is here to help with). The post also fell short of a good aggregated timing comparison for which we love...

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