Mon, 04 Apr 2011

RQuantLib 0.3.7

A build-fix release RQuantLib 0.3.7 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language.

Thanks to the help by Brian Ripley (who compiled QuantLib for 64 bit Windows), Josh Ulrich (who did the same for 32 bit Windows, and arranged the Windows builds) and Uwe Ligges (who runs win-builder for R) we once again have Windows binaries as well as the usual source distribution (and Debian binaries).

The only other change was minor fix to the documentation files. We had found that the pdf reference manual build would break for Uwe and Kurt (using A4 paper settings) but not myself (using letter). Uwe finally tracked that down: we had some arguments to \url{} with over seventy characters, and that broke typesetting. I commented those out (as the entries were in doxygen-generated QuantLib page which have volatile names anyway) and fully automated builds now resume as usual. Thanks again to Uwe for that too. No other changes were made.

Thanks to CRANberries, there is also a diff to the previous release 0.3.6. Full changelog details, examples and more details about this package are at my RQuantLib page.

/code/rquantlib | permanent link

RcppArmadillo 0.2.18

Conrad Sanderson made a bug-fix release (1.1.92) by for his wonderful Armadillo templated C++ library for linear algebra appeared yesterday and as usual a new release 0.2.18 of RcppArmadillo, our Rcpp-based integration into R is now on CRAN mirrors.

The short NEWS file extract follows below containing just Conrad's entry for 1.1.92. No further changes from our side.

0.2.18  2011-04-03

    o   Upgraded to Armadillo Version 1.1.92  "Jurassic Barbecue"

          * Bugfix in cor()
          * Automatic installation now requires CMake >= 2.6

And courtesy of CRANberries, here are the diffs to the previous release.
 ChangeLog                                     |    8 ++
 DESCRIPTION                                   |   10 +--
 inst/NEWS                                     |    7 ++
 inst/doc/Makefile                             |    2 
 inst/doc/RcppArmadillo-unitTests.tex          |only
 inst/include/armadillo_bits/Cube_meat.hpp     |   12 ---
 inst/include/armadillo_bits/Cube_proto.hpp    |    4 -
 inst/include/armadillo_bits/Mat_meat.hpp      |    2 
 inst/include/armadillo_bits/Mat_proto.hpp     |    4 -
 inst/include/armadillo_bits/arma_version.hpp  |    4 -
 inst/include/armadillo_bits/glue_cor_meat.hpp |   83 ++++++++++++--------------
 11 files changed, 73 insertions(+), 63 deletions(-)

More information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

/code/rcpp | permanent link