Publications by Thinking inside the box
Slides from Rcpp workshop / master class yesterday
Romain and I just posted our slides from yesterday’s Rcpp workshop and class (preceding the now-ongoing R/Finance conference). You can access the slides via my presentation page, or directly from here as Part 1 (Introduction), Part 2 (Details), Part 3 (Advanced) and Part 4 (Applications). The page also contains a link to the examples as a tar...
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R / Finance 2011 presentations
I just sent the text below to the r-sig-finance list: The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance conference. This year’s two-day conference once again attracted over 200 participants from across the globe. Academics, students and indus...
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RcppArmadillo 0.2.20
Conrad Sanderson is preparing version 2.0.0 of his Armadillo templated C++ library for linear algebra and has released a first public beta version 1.99.2. This has been folded into a new release of the RcppArmadillo wrapper for R based on our Rcpp library. Also added in this version is a new example of a simulation of a vector autoregression pr...
1247 sym R (26052 sym/2 pcs)
RcppArmadillo 0.2.21
Following up Conrad’s 1.99.2 release (in RcppArmadillo 0.2.20), we now have Armadillo 1.99.3 en route to the upcoming 2.0.0 release. Armadillo is a templated C++ library for linear algebra—which RcppArmadillo brings to R based on our Rcpp library. The short NEWS file extract follows below. 0.2.21 2011-05-27 o Upgraded to Armadil...
935 sym R (2033 sym/2 pcs)
digest 0.5.0
A new version of the digest package (which generates hash function summaries for arbitrary (and possibly nested) R objects using any of the standard md5, sha-1, sha-256 or crc32 algorithms) is now on CRAN. Thanks to a patch by Mario Frasca, digest now contains a second (exported) function hmac() to generate Hash-based Message Authentication Cod...
1239 sym R (2038 sym/2 pcs)
RcppArmadillo 0.2.23
Conrad Sanderson released version 1.99.5 of Armadillo yesterday. This provides the fifth release candidate en route to version 2.0.0. He was even kind enough to post on rcpp-devel about it too as it entails some minor API changes. His version 1.99.5 has been integrated into RcppArmadillo version 0.2.23 which is now on CRAN. By way of background...
1586 sym R (6649 sym/2 pcs)
RcppArmadillo 0.2.25
Following a series of pre-releases, Armadillo version 2.0.0 was announced by Conrad Sanderson earlier in the week. As it happens, it contained another minor build regression so version 2.0.1 followed the next day. We created versions 0.2.24 and 0.2.25, respectively, of RcppArmadillo from this, and the latter release is now on CRAN. The NEWS...
1152 sym R (2305 sym/2 pcs)
Even faster linear model fits with R using RcppEigen
Linear regression models are a major component of every applied researcher’s toolbox. Obtaining results more quickly is therefore of central importance, particularly when many such models have to be fit. Common examples in this context are Monte Carlo simulation or bootstrapping. My talks introducing High Performance Computing with R (see e.g...
5588 sym R (1060 sym/2 pcs)
Rcpp 0.9.5
A maintenance release version 0.9.5 of Rcpp is now on CRAN and in Debian. This release comprises a number of minor fixes, extensions as well as small additions to the documentation and examples which have accumulated since the last release in April. The complete NEWS entry is below; more details are in the ChangeLog file in the package and on...
1227 sym Python (3455 sym/2 pcs)
MCMC and faster Gibbs Sampling using Rcpp
Sanjog Misra, who uses Rcpp for Monte Carlo Markov Chain (MCMC) analyses in quantitative marketing, kindly set me a short example of Rcpp use. The example is based on a blog post by Darren Wilkinson which itself discusses and compares the suitability of R, Python, Java or C for MCMC analysis, using the Gibbs sampler as a concrete example. Darren...
6098 sym R (3208 sym/7 pcs)