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 http://dirk.eddelbuettel.com/code.html and on the R package CRAN page http://cran.r-project.org/web/packages/Rcpp/index.html

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 http://adv-r.had.co.nz/Rcpp.html

Google Tech talk by Dirk Eddelbuettel http://www.youtube.com/watch?v=UZkaZhsOfT4

Really helpful practical examples http://gallery.rcpp.org

Places to get help http://stackoverflow.com/questions/tagged/rcpp and http://lists.r-forge.r-project.org/mailman/listinfo/rcpp-devel (or just search the archives http://www.mail-archive.com/rcpp-devel@lists.r-forge.r-project.org/

Rcpp documentation http://cran.r-project.org/web/packages/Rcpp/vignettes/Rcpp-introduction.pdf

Rcpp and RcppArmadillo (has a nice Kalman filter example) http://dirk.eddelbuettel.com/papers/RcppArmadillo-intro.pdf

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