Blog Archives

RcppAnnoy 0.0.4

December 9, 2014
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A few weeks ago, RcppAnnoy had its initial release 0.0.2 and subsequent update in release 0.0.3. The latter brought Windows support, thanks to a neat pull request by Qiang Kou. RcppAnnoy wraps the small, fast, and lightweight C++ template header libr...

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RQuantLib 0.4.0

December 2, 2014
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A new major release of RQuantLib is now on CRAN and getting to Debian. All C++ source files have been rewritten to take advantage of newer Rcpp features. Several Fixed Income functions have been added, or refreshed, thanks to contributions by Michele...

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RcppArmadillo 0.4.550.1.0

November 29, 2014
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A week ago, Conrad provided another minor release 4.550.0 of Armadillo which has since received one minor correction in 4.550.1.0. As before, I had created a GitHub-only pre-release of his pre-release which was tested against the almost one hundred CRAN dependents of our RcppArmadillo package. This passed fine as usual, and results are as always...

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CRAN Task Views for Finance and HPC now (also) on GitHub

November 28, 2014
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The CRAN Task View system is a fine project which Achim Zeileis initiated almost a decade ago. It is described in a short R Journal article in Volume 5, Number 1. I have been editor / maintainer of the Finance task view essentially since the very beginning of these CRAN Task Views, and...

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Rcpp now used by 300 CRAN packages

November 25, 2014
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Rcpp now used by 300 CRAN packages

This morning, Rcpp reached another round milestone: 300 packages on CRAN now depend on it (as measured by Depends, Imports and LinkingTo declarations). The graph is on the left depicts the growth of Rcpp usage over time. There are 41 more on BioCond...

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YATORP — Yet Another Tutorial on R Packaging

November 24, 2014
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What the world needs right now is yet another tutorial on R packages and their creation. Luckily, this last Friday and Saturday, I had the opportunity to present in a workshop organized by Frank DiTraglia at Penn's shiny new Warren Center, and held a...

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R / Finance 2015 Call for Papers

November 18, 2014
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Earlier today, Josh send the text below to the R-SIG-Finance list, and I updated the R/Finance website, including its Call for Papers page, accordingly. We are once again very excised about our conference, thrilled about the four confirmed keynotes, and hope that many R / Finance users will not only join us in Chicago in May...

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RcppAnnoy 0.0.3

November 18, 2014
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Hours after the initial blog post announcing the first release of the new package RcppAnnoy, Qiang Kou sent us a very nice pull request adding mmap support in Windows. So a new release with Windows support is on now CRAN, and Windows binaries should ...

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Introducing RcppAnnoy

November 16, 2014
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A new package RcppAnnoy is now on CRAN. It wraps the small, fast, and lightweight C++ template header library Annoy written by Erik Bernhardsson for use at Spotify. While Annoy is setup for use by Python, RcppAnnoy offers the exact same functionality...

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BH release 1.54.0-5

November 10, 2014
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A new release of BH, our package providing Boost headers for use by R is now on CRAN. This release was triggered via a request by Ben Goodrich as noted below who asked for Boost Circular Buffer which RStan uses. No other changes were made. Changes ...

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