RcppArmadillo: Accelerating R with high-performance C++ linear algebra

• Published in: Computational statistics & data analysis Vol. 71; pp. 1054 - 1063
• Main Authors: Eddelbuettel, Dirk, Sanderson, Conrad
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.03.2014
• Subjects: algebra; Algorithms; C++; computer software; Linear algebra; readability; Software; R; C++; Software; Linear algebra

The R statistical environment and language has demonstrated particular strengths for interactive development of statistical algorithms, as well as data modelling and visualisation. Its current implementation has an interpreter at its core which may result in a performance penalty in comparison to di...