Vectorized R vs Rcpp

February 1, 2012 | Dzidorius Martinaitis

In my previous post, I tried to show, that Rcpp is 1000 faster than pure R and that generated the fuss in the comments. Being lazy, I didn’t vectorize R code and at the end I was comparing apples vs oranges. To fix that problem, I built a new script, ... [Read more...]

The power of Rcpp

January 30, 2012 | Dzidorius Martinaitis

While ago I built two R scripts to track OMX Baltic Benchmark Fund against the index. One script returns the deviation of  fund from the index and it works fast enough. The second calculates the value of the fund every minute and it used to take for while. For example, ... [Read more...]

Rcpp at Geneva-R

March 2, 2011 | romain francois

I'll present Rcpp at the inaugural Geneva-R meeting. Geneva-R is an informal gathering of R enthusiasts sponsored by Mango Solutions, that builds on the success of London-R, where I presented twice, and Basel-R [Read more...]

highlight 0.2-5

December 7, 2010 | romain francois

I pushed highlight 0.2-5 on CRAN. This release improves the latex renderer and the sweave driver so that multiple lines character strings are properly rendered. This example vignette shows it: \documentclass[a4paper]{report} \begin{document} = old.op [Read more...]

parser 0.0-12

November 28, 2010 | romain francois

I've pushed a new version of the parser package to CRAN. This is the first release that depends on Rcpp, which allowed me to reduce the code size and increase its maintainability. This also features a faster version of nlines, a function that r... [Read more...]

Rcpp 0.8.9

November 28, 2010 | romain francois

Rcpp 0.8.9 was pushed to CRAN recently. Apart from minor bug fixes, this release concentrates on modules, with lots of new features to expose C++ functions and classes through R reference classes. The Rcpp-modules vignette has all the details, a... [Read more...]

Google slides

October 22, 2010 | romain francois

Last stop on my World tour was Google headquarters in Mountain View, California, where Dirk and I presented Rcpp, RInside, RProtoBuf, etc ... for 90 minutes today. The talk was recorded, and will be broadcasted on youtube at some point. In the mean... [Read more...]

LondonR Rcpp slides

October 7, 2010 | romain francois

I'm just back to london where I presented about Rcpp at mango's LondonR event. This was the third time (after rmetrics and useR!) I presented these slides, so I allowed myself some new metaphores about my long term relationship with R and my ind... [Read more...]

Rcpp 0.8.6

September 10, 2010 | romain francois

Dirk released Rcpp 0.8.6 to CRAN Most of the development of this release was trigerred by a question on the Rcpp-devel mailing list. After Richard's question, we added d-p-q-r functions for most of the distributions available in R. The file runit... [Read more...]

Rcpp svn revision 2000

August 13, 2010 | romain francois

I commited the 2000th revision of Rcpp svn today, so I wanted to look back at what I did previously with the 50 000th R commit. Here are the number of commits per day and month ... the same thing, but focused on the period since I joined the project ... and now ... [Read more...]

useR! 2010

July 27, 2010 | romain francois

I was in useR! last week, it was great to catch up with friends, see what people are doing with R, tell people what I am doing with R, etc ... the conference was great This year I presented with Dirk in Laurel and Hardy mode and I've uploaded our ... [Read more...]

Rmetrics slides

June 30, 2010 | romain francois

I presented Rcpp at the Rmetrics conference earlier today, this was a really good opportunity to look back at all the work Dirk and I have been commiting into Rcpp. I've uploaded my slides here (pdf) and on slideshare : Rcpp: Seemless R and C++V... [Read more...]

highlight 0.2-0

May 31, 2010 | romain francois

I've released version 0.2-0 of highlight to CRAN This version brings some more additions to the sweave driver that uses highlight to produce nice looking vignettes with color coded R chunks The driver gains new arguments boxes, bg and border to c... [Read more...]

highlight 0.1-9

May 29, 2010 | romain francois

The version 0.1-8 of highlight introduced a small bug in the latex renderer. This is now fixed in version 0.1-9 and the latex renderer also gains an argument "minipage" which wraps the latex code in a minipage environment. I've used this to make... [Read more...]

Rmetrics 2010

May 28, 2010 | romain francois

The 4th User/Developer Meeting on computational Finance and Financial Engineering (Rmetrics 2010) will take place once again in Meielisalp. This is the first time I'll attend the conference, but I'm not coming empty handed. I'll present the wo...
[Read more...]

highlight 0.1-8

May 21, 2010 | romain francois

I've pushed version 0.1-8 of highlight to CRAN. highlight is a syntax highlighter for R that renders R source code into some markup language, the package ships html and latex renderers but is flexible enough to handle other formats. Syntax highligh... [Read more...]

RcppArmadillo 0.2.1

May 19, 2010 | romain francois

Armadillo Armadillo is a C++ linear algebra library aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matr... [Read more...]

Rcpp 0.7.7

February 14, 2010 | romain francois

pre{ border: 1px solid black ; font-size: small ; } A good 2 days after 0.7.6 was released, here comes Rcpp 0.7.7. The reason for this release is that a subtle bug installed itself and we did not catch it in time The new version also includes ... [Read more...]
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