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... [Read more...]

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... [Read more...]

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... [Read more...]

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... [Read more...]

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... [Read more...]

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... [Read more...]

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... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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... [Read more...]

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... [Read more...]

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... [Read more...]

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 ... [Read more...]

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... [Read more...]

Last Monday, Conrad Sanderson released version 1.2.10 of his most excellent Armadillo templated C++ library for linear algebra; I followed up the same day with version 0.2.19 of our RcppArmadillo wrapper for R based on our Rcpp library. However, the... [Read more...]

While preparing my slides for the Rcpp workshop this Thursday, I had wondered about more nice examples motivating Rcpp. So I posed a quick question on the rcpp-devel list. And I received a few friendly answers. My favourite, so far, was a suggesti... [Read more...]

A brand new 0.9.4 release of Rcpp is now on CRAN and Debian. This version contains an improvement to loading and initialization of Rcpp modules, a bug fix for vectors of factors, another build issue fix as well as (per common practice with JSS) ... [Read more...]

A maintenance release 0.2.3 of RProtoBuf is now on CRAN. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google. The NEWS file entry follows below: 0.2.3 2011-04-12 o Protect UINT64... [Read more...]

R 2.13.0 will be released tomorrow. It contains a new package by R Core member Luke Tierney: compiler. What a simple and straightforward name, and something that Luke has been working on for several years. The NEWS file says o Package compiler is now provided as a standard package. See ?compiler::... [Read more...]

Volume 40 of of the (electronic) Journal of Statistical Software just came out. It contains my short review of Josef Adler's already pretty popular R in a Nutshell from O'Reilly. You can my review as a pdf via this local preprint, or by visiting the ... [Read more...]