(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)
A new release of
RcppArmadillo
is now on CRAN.
RcppArmadillo
makes it easy to write highly efficient and highly readable C++ code for linear algebra (based
on Armadillo) in R extensions (using Rcpp for the interface).
This release upgrades the included Armadillo version to 0.9.52 (see here for Conrad's high-level changes). We had to make two minor tweaks. In the fastLm() help page example we switched from inv() to pinv() The short NEWS file extract follows:
0.2.4 2010-07-27
o Upgraded to Armadillo 0.9.52 'Monkey Wrench'
o src/fastLm.cpp: Switch from inv() to pinv() as inv() now tests for
singular matrices and warns and returns an empty matrix which stops
the example fastLm() implementation on the manual page -- and while
this is generally reasonably it makes sense here to continue which
the Moore-Penrose pseudo-inverse allows us to do this
More information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.
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