Publications by Rcpp Gallery

Simulation Smoother using RcppArmadillo

Simulation smoothing involves drawing latent state variables in discrete-time state–space models from their conditional distribution given parameters and data as defined by McCausland, Miller, & Pelletier (2011). This tool greatly facilitates Bayesian estimation in the case of a popular family of conditionally linear Gaussian state-space models...

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Benchmarking Rcpp code with RcppClock

Rcpp is all about the need for speed. However, Rcpp code is not magically fast, but is the result of careful coding and profiling. RcppClock makes it easy to profile C++ code from R: On the C++ side, RcppClock wraps std::chrono::high_resolution_clock (C++11) to time chunks of code, and exports the results to an R object in the global environment...

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