Useful Rcpp Links And Resources

less than 1 minute read

Recently I’ve working with Rcpp in order to make MCMC run more quickly, and it is fantastic. As a native R programmer, much of the effort has been in getting up to speed with writing in C++, but this is really eased by the features of Rcpp. There is already plenty of documentation available, primarily on Dirk Eddelbuettel’s website and on the R package CRAN page

But I thought I’d highlight some resources that got me quickly using C++ in R via Rcpp from a standing start:

Very accessible (from an R programmers perpective) tutorial by Hadley Wickham

Google Tech talk by Dirk Eddelbuettel

Really helpful practical examples

Places to get help and (or just search the archives

Rcpp documentation

Rcpp and RcppArmadillo (has a nice Kalman filter example)