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RcppArmadillo

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Seamless R and C++ Integration with Rcpp

Part of the book series: Use R! ((USE R,volume 64))

Abstract

The RcppArmadillo package implements an easy-to-use interface to the Armadillo library. Armadillo is an excellent, modern, high-level C++library aiming to be as expressive to use as a scripting language while offering high-performance code due to modern C++design including template meta- programming.RcppArmadillo brings all these features to the Renvironment by leaning on the Rcpp interface. This chapter introduces Armadillo and provides a motivating example via a faster replacement function for fitting linear models before it discusses a detailed case study of implementing a Kalman filter in RcppArmadillo.

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References

  • Eddelbuettel D, Sanderson C (2013) RcppArmadillo: Accelerating R with high-performance C++ linear algebra. Computational Statistics and Data Analysis (in press)

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  • François R, Eddelbuettel D, Bates D (2012) RcppArmadillo: Rcpp integration for Armadillo templated linear algebra library. URL http://CRAN.R-Project.org/package=RcppArmadillo, R package version 0.3.4.4

  • Kusnierczyk W (2012) rbenchmark: Benchmarking routine for R. URL http://CRAN.R-Project.org/package=rbenchmark, R package version 1.0

  • Sanderson C (2010) Armadillo: An open source C++ algebra library for fast prototyping and computationally intensive experiments. Tech. rep., NICTA, URL http://arma.sf.net

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Authors and Affiliations

  1. River Forest, Illinois, USA

    Dirk Eddelbuettel

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  1. Dirk Eddelbuettel
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Eddelbuettel, D. (2013). RcppArmadillo. In: Seamless R and C++ Integration with Rcpp. Use R!, vol 64. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6868-4_10

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