Publications by Thinking inside the box
RQuantLib 0.3.9
A minor feature release RQuantLib 0.3.9 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. Bryan Lewis had suggested to enable another pricing engine for American Options in order to get (at least some) Greeks. This is now supported by p...
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RInside 0.2.10
The new maintenance release 0.2.10 of RInside is now on CRAN, including Windows binaries. RInside provides a set of convenience classes which facilitate embedding of R inside of C++ applications and programs, using the classes and functions provided by the Rcpp R and C++ integration package. This release helps with an update to stack checkin...
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RcppArmadillo 0.3.6.0
Conrad launched the 3.6 series of Armadillo earlier today with a first 3.6.0 release. So RcppArmadillo, our wrapper for R and Armadillo, is now on CRAN with its corresponding version 0.3.6.0. No R level or interface changes were needed, and the upstream changes are summarized below. Changes in RcppArmadillo version 0.3.6.0 (2012-12-07) Upgrad...
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Rcpp attributes: Even easier integration of GSL code into R
Following the Rcpp 0.10.0 release, I had written about simulating pi easily by using the wonderful new Rcpp Attributes feature. Now with Rcpp 0.10.1 released a good week ago, it is time to look at how Rcpp Attributes can help with external libraries. As this posts aims to show, it is a breeze! One key aspect is the use of the plugins for the in...
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RcppArmadillo 0.3.6.1
A first minor bug-fix update by Conrad to the 3.6 series of Armadillo arrived today as version 3.6.1, and we prepared a corresponding version 0.3.6.1 of RcppArmadillo, our wrapper for R and Armadillo. This is now on CRAN, and the changes are summarized below. Changes in RcppArmadillo version 0.3.6.1 (2012-12-17) Upgraded to Armadillo release...
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R / Finance 2013 Call for Papers
The text below just went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page. Call for Papers: R/Finance 2013: Applied Finance with R May 17 and 18, 2013 University of Illinois, Chicago, IL, USA The fifth annual R/Finance conference for applied finance using R will be held on May 17 and 18, 2013 in Ch...
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Rcpp 0.10.2
Relase 0.10.2 of Rcpp provides the second update to the 0.10.* series, and has arrived on CRAN and in Debian. It brings another great set of enhancements and extensions, building on the recent 0.10.0 and 0.10.1 releases. The new Rcpp attributes were rewritten to not require Rcpp modules (as we encountered on issue with exceptions on Windows whe...
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RcppClassic 0.9.3
Yesterday’s release of Rcpp 0.10.2 required a small change to RcppClassic, the package supporting the deprecated older classic Rcpp API defined in the earlier 2005 to 2006 releases. So version 0.9.3 of RcppClassic is now on CRAN. There is no new user-facing code. Courtesy of CRANberries, there is the set of changes relative to the previous r...
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RcppExamples 0.1.5 and RcppClassicExamples 0.1.0
The recent releases of Rcpp 0.10.2 and RcppClassic 0.9.3 had one more repercussion. On that dreaded OS, the linker no longer wanted to instantiate a symbol present in both packages; seems to me that the linker in the other two OSs is a little smarter. Anyway — I didn’t fight this but at long last moved all remnands of the long-deprecated ol...
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RcppClassicExamples 0.1.1
Yesterday’s initial upload of RcppClassicExamples was lacking a versioned Depends: to prevent builds on older versions of R. This has been added in a new upload 0.1.1. We also added a NEWS file (see below); no code changes were made. Changes in version 0.1.1 (2012-12-30) Added versioned Depends: in DESCRIPTION to not build under older vers...
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