Publications by Thinking inside the box
R / Finance 2014 Open for Registration
The annoucement below just went to the R-SIG-Finance list. More information is as usual at the R / Finance page: Now open for registrations: R / Finance 2014: Applied Finance with R May 16 and 17, 2014 Chicago, IL, USA The registration for R/Finance 2014 — which will take place May 16 and 17 in Chicago — is now open! Building o...
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RcppArmadillo 0.4.200.0
Conrad released a new upstream release 4.200 for Armadillo, his templated C++ library for linear algebra, earlier today. As usual, this was rolled up in a new RcppArmadillo release 0.4.200.0; I had actually made two pre-releases leading up his 4.200 release and was hence not expecting any surprises. Prior to uploading to CRAN, I also tested aga...
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BH release 1.54.0-1
A new release of the BH package is now on CRAN and its mirrors. BH provides (a sizeable subset of) the Boost library for C++, particularly (large) parts delivered as pure template headers not requiring linking. See the BH page for more details. This release provides our first update relative to the Boost tarballs we started with. It moves us...
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RcppCNPy 0.2.3
R 3.1.0 came out today. Among the (impressive and long as usual) list of changes is the added ability to specify CXX_STD = CXX11 in order to get C++11 (or the best available subset on older compilers). This brings a number of changes and opportunities which are frankly too numerous to be discussed in this short post. But it also permits us, at ...
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RcppBDT 0.2.3
A new release of the RcppBDT package is now on CRAN. Several new modules were added; the package can now work on dates, date durations, “ptime” (aka posix time), and timezones. Most interesting may be the fact that ptime is configured to use 96 bits. This allows a precise representation of dates and times down to nanoseconds, and permits d...
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BH release 1.54.0-2
Yesterday’s release of RcppBDT 0.2.3 lead to an odd build error. If one used at the same time a 32-bit OS, a compiler as recent as g++ 4.7 and the Boost 1.54.0 headers (directly or via the BH package) then the file lexical_cast.hpp barked and failed to compile for lack of an 128-bit integer (which is not a surprise on a 32-bit OS). After look...
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RcppSMC 0.1.3 and 0.1.4
The very useful Valgrind tool had flagged an actual error in the package which the CRAN maintainers asked us to address. This was followed by a minor brown-bad oversight of a missing delete, also tagged by Valgrind. Both are pretty ancient bugs which we probably should have found aeons ago. Releases 0.1.3 and 0.1.4 made it to CRAN yesterday in ...
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RcppArmadillo 0.4.300.0
A new release 4.300 of Armadillo, the templated C++ library for linear algebra, was released by Conrad a few days ago. As usual, this was rolled up in a new RcppArmadillo release 0.4.300.0 which is now on CRAN and in Debian. This release brings nice new upstream changes such as faster find() as well as corresponding functions to find elements w...
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RcppEigen 0.3.2.1.2
A bug-fix release 0.3.2.1.2 is of RcppEigen is now on CRAN and in Debian. It contains a short upstream patch by Gaek Guennebaud for the UBSAN warnings that were flagged at CRAN (from a rather harmless cpu-id comparison). The NEWS entry follows. Changes in RcppEigen version 0.3.2.1.2 (2014-05-05) Applied upstream patch to not trigger g++ UBSA...
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Updated list of upcoming Rcpp talks and workshops
This is an updated version of an earlier post in March. A number of talks about Rcpp are scheduled over the next couple of months: On Wednesday May 14 I will be speaking at the Chicago R Users Group meeting charmingly titled Warm Up for R/Finance, along with fellow R/Finance organizer Josh Ulrich, fellow R/Finance regular Kent Hosxe...
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