Publications by Thinking inside the box

RcppArmadillo 0.2.26 and 0.2.27

23.07.2011

Earlier this week, Conrad Sanderson issued a minor bug fix release 2.0.2 of his Armadillo library which provides templated C++ code for linear algebra. We wrapped that into a new RcppArmadillo release 0.2.26 and shipped it to CRAN. Due to it being summer and the otherwise tirelesss human operator behind the curtain being on a well-deserved vacat...

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Rcpp 0.9.6

27.07.2011

A new maintenance release version 0.9.6 of Rcpp went onto CRAN and into Debian earlier today. This release contains a fix which helps the RppEigen package (mentioned previously on this blog), as well as an addition which permits user-defined finalizers for external pointer objects (following a suggestion on the mailing list). Two new examples...

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RcppArmadillo 0.2.28

02.08.2011

Armadillo 2.2.1 came out today (and it looks like 2.2.0 was skipped, tst, tst). It has now been wrapped into release 0.2.28 of RcppArmadillo which is already on CRAN. The NEWS entry is below; a number of these changes were already in the preceding 0.2.27 release of RcppArmadillo which was base on the beta for Armadillo 2.2.0. 0.2.28 2011-08-02...

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New Rcpp master classes scheduled for New York and San Francisco

04.08.2011

Together with Revolution Analytics, I will be offering two more one-day classes on the Rcpp package for seamless integration of R and C++. The format will follow the workshop Romain and I gave during the tutorial day preceding this year’s R/Finance conference. The style will once again be hands-on, with copious concrete examples and solid co...

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Accelerating path-dependent loops: A quick Rcpp case study

23.08.2011

User BobH asked on StackOverflow about accelerating path-dependent loops. He provided a simple example in which a vector gets filled conditional on the value of the preceding element. Simple to code, but hard to vectorise. By the time I saw that question yesterday evening, Josh Ulrich had already posted a nice answer suggesting to switch from ...

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Faster (recursive) function calls: Another quick Rcpp case study

08.09.2011

There was another question recently on StackOverflow that I had meant to discuss in a follow-up post here. User deltanovember asked about slow recursive functions and used the very classic Fibonacci number as an example. To recap, Fibonacci number are defined with two initial values F(0) = 0 and F(1) = 1; thereafter the Fibonacci number F(n) is...

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RQuantLib 0.3.8

12.09.2011

A bug-fix release RQuantLib 0.3.8 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. Thanks to Helmut Heiming who noticed a side-effec t from the DiscountCurve functions: the Quantlib-global variable determining the evaluation date was ov...

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littler 0.1.4

15.09.2011

Matthias Klose, the tireless force behind the Debian / Ubuntu gcc, python, and what have you packages, sent me a minimal patch to let littler build when the ld linker uses the --as-needed option (as Ubuntu builds now do): all it took was a little reordering of arguments. With that, I did a little cleanup as it has been a while since version 0.1....

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littler 0.1.5

17.09.2011

Brown-bag release time for littler. One of the minor cleanups in the 0.1.4 release from Thursday actually introduced a nasty little bug as you can’t call Rf_KillAllDevices() when you do not have any graphics device. Doh. So with apologies for the lower quality release, and the two hour malfuntioning window for CRANberries that it cause, a repa...

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digest 0.5.1

21.09.2011

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. Bryan Lewis, who is doing very stuff with websockets and Html5 as he demoed last week the Chicago R User Group meeting, needed raw support a...

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