Publications by Thinking inside the box
A book about Rcpp
Some little birds had already been whispering about it, but I didn’t want to jinx it and told myself I would wait with an announcement until the booksellers have (at least) placeholder pages. And as I learned from Duncan Murdoch via email earlier today, at least Chapters/Indigo had a page up, presumably scraped from the publisher page, so here ...
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digest 0.6.3
digest version 0.6.3 is now on CRAN, and I’ll upload the Debian package in a minute. This is a minor bug release regarding just the recently-added sha512 support. Turns out the wrong initial buffer size was used on the R side. Hannes fixed that within hours after we got the bug report; but I was a little swamped with multiple deadlines and fai...
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RQuantLib 0.3.10
A new minor release RQuantLib 0.3.10 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language. The discount curve building code in QuantLib has shown some overly large numerical instabilities. We have used the same example parameters (taken fro...
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New Rcpp master class scheduled for New York
A new Rcpp master class is scheduled for March 9 in New York. The format will an updated version of the one-day workshops I have given at the University of Rochester in 2010, in San Franciso in 2011 (organised by Revolution Analytics) and at the UseR! conference in 2012. The style will be hands-on, with numerous concrete examples and solid cove...
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RcppArmadillo 0.3.6.3
A new Armadillo version 3.6.3 came out this morning, and the corresponding RcppArmadillo version is now on CRAN. Changes are incremental: Changes in RcppArmadillo version 0.3.6.3 (2013-02-20) Upgraded to Armadillo release Version 3.6.3 faster find() minor fix for non-contiguous submatrix views to handle empty vectors of indices reduc...
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Two papers about RcppEigen and RcppArmadillo published
Two papers got published recently. The first one is Bates and Eddelbuettel (2013). It is titled Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package, and provides a pretty thorough introduction to our RcppEigen package which uses Rcpp to provide access to the Eigen C++ template library from GNU R. The paper is out as Volume 50, ...
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inline 0.3.11
A maintenance release of inline is now on CRAN, and is being uploaded to Debian. The release fixes two minor bugs kindly reported by users. As the two previous releases appear to not have been announced here, their NEWS entries are included as well. Changes in inline version 0.3.11 (2013-02-26) Fix bug in cfunction for .C convention with raw v...
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RcppArmadillo 0.3.800.0
A new Armadillo version 3.800.0 is now out. Conrad picked a new numbering scheme to coincide with the relicensing from LGPL to MPL 2.0. The new version 0.3.800.0 of the corresponding RcppArmadillo package (which still uses GPL 2 or later) is now on CRAN. It also contains the updated version of our paper as the package vignette. The summary of ...
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RcppArmadillo 0.3.800.1
Conrad released a first bug-fix release 3.800.1 of Armadillo earlier today. This has been wrapped up in release 0.3.800.1 of RcppArmadillo as usual. This release also contains a very nice function sample() (contributed by Christian Gunning) which provides sampling (with or without replacement) at the C++ level modeled after what we are used to...
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Rcpp master class in New York last weekend
On Saturday I had the opportunity to teach another one-day master class on Rcpp. The class had been organized by Jared Lander, and organized very well I might add. The weekend started with a slight disappointment. I had taken Friday off, and hoped to reach NY by early afternoon to join JJ there, and to spend the afternoon with the RStan team. H...
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