Blog Archives

Rcpp 0.10.2

December 21, 2012
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Relase 0.10.2 of Rcpp provides the second update to the 0.10.* series, and has arrived on CRAN and in Debian. It brings another great set of enhancements and extensions, building on the recent 0.10.0 and 0.10.1 releases. The new Rcpp attributes were rewritten to not require Rcpp modules (as we encountered on issue with exceptions on Windows when built this...

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R / Finance 2013 Call for Papers

December 17, 2012
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The text below just went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page. Call for Papers: R/Finance 2013: Applied Finance with R May 17 and 18, 2013 University of Illinois, Chicago, IL, USA The ...

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RcppArmadillo 0.3.6.1

December 17, 2012
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A first minor bug-fix update by Conrad to the 3.6 series of Armadillo arrived today as version 3.6.1, and we prepared a corresponding version 0.3.6.1 of RcppArmadillo, our wrapper for R and Armadillo. This is now on CRAN, and the changes are summari...

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Rcpp attributes: Even easier integration of GSL code into R

December 8, 2012
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Rcpp attributes: Even easier integration of GSL code into R

Following the Rcpp 0.10.0 release, I had written about simulating pi easily by using the wonderful new Rcpp Attributes feature. Now with Rcpp 0.10.1 released a good week ago, it is time to look at how Rcpp Attributes can help with external libraries. As this posts aims to show, it is a breeze! One key aspect is the use of...

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RcppArmadillo 0.3.6.0

December 7, 2012
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Conrad launched the 3.6 series of Armadillo earlier today with a first 3.6.0 release. So RcppArmadillo, our wrapper for R and Armadillo, is now on CRAN with its corresponding version 0.3.6.0. No R level or interface changes were needed, and the upstr...

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RInside 0.2.10

December 5, 2012
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The new maintenance release 0.2.10 of RInside is now on CRAN, including Windows binaries. RInside provides a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and functions provided ...

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RQuantLib 0.3.9

December 2, 2012
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A minor feature release RQuantLib 0.3.9 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. Bryan Lewis had suggested to enable another pricing engine for American Options in order to get (at least some) Greeks. This is now supported by picking engine="CrankNicolson"...

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Rcpp 0.10.1

November 27, 2012
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A the new Rcpp release 0.10.1 arrived this morning on CRAN (as already has Windows binaries) and in Debian. This is a follow-up to the recent 0.10.0 release which extends the exciting new Rcpp-attributes and Rcpp-sugar work further, and as in a n...

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digest 0.6.0

November 25, 2012
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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, sha-512 or crc32 algorithms) is now on CRAN, and I will push the corresponding ve...

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Rcpp attributes: A simple example ‘making pi’

November 20, 2012
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Rcpp attributes: A simple example ‘making pi’

We introduced Rcpp 0.10.0 with a number of very nice new features a few days ago, and the activity on the rcpp-devel mailing list has been pretty responsive which is awesome. But because few things beat a nice example, this post tries to build some more excitement. We will illustrate how Rcpp attributes makes it really easy to add C++ code...

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