Mon, 23 Dec 2013

RcppZiggurat 0.1.0 (and 0.1.1): Faster N(0,1) RNGs

Over the last few weeks I have been working on getting the Ziggurat normal random number generator updated and available in R. The Ziggurat generator provides a pretty unique combination of speed and good statistical properties for (standard) normal random numbers (as opposed to uniform draws as is commonn for most RNGs).

Generation of N(0,1) draws may not by itself be the dominant slowdown in a simulation, yet when large number of draws are required it may be helpful to have a generator that is faster than the defaults in R (which have excellent properties, but not the fastest speed).

A first release 0.0.1 went to CRAN a couple of weeks ago. This was followed up by a more thorough release 0.1.0 this last weekend which, as it happens, needed a minor follow-up 0.1.1 to clean up some dependencies on the right R version, as well as vignette building procedures.

I added a web page about RcppZiggurat to group together some basic information, but the single best starting point may be the detailed pdf vignette included in the package.

Courtesy of CRANberries, there are diffstat reports for the most recent release as well as for the preceding release two days earlier.

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

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Thu, 19 Dec 2013

New RcppEigen release 0.3.2.0.1 -- and a new maintainer

In a recent email to the Rcpp and lme4 mailing lists, Doug Bates announced that was turning away from R, Rcpp, lme4 and hence also RcppEigen for which he had been both the primary author and maintainer.

This is huge loss for the R community. I have known Doug since the 1990s. He has been a fairly central figure around R during all those years in which I got more and more involved with R. I have learned a lot from him, and enjoyed the work together---initially on the Debian R package (which I took over from him), and all the way to joint work on Rcpp and RcppEigen, including our JSS paper. I am certain to miss him around R.

Now, in order to keep RcppEigen viable within CRAN and the R ecosystem, I have offered to maintain it. A first new upload is now on CRAN (and I also uploaded it to Debian where I started to maintain it too as a depedency for lme4). I have also started to make a few minor changes such as tightening Suggests: a little, and editing a few descriptive files. Details are in the Github repo.

Questions, comments etc about RcppEigen should go to the rcpp-devel mailing list off the R-Forge page.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Mon, 16 Dec 2013

RProtoBuf 0.3.2

A new version 0.3.2 of RProtoBuf, is now on CRAN. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google.

As for the last few releases, Murray took charge of most changes. The NEWS file entry follows:

Changes in RProtoBuf version 0.3.2 (2013-12-15)

• Fixed a bug that erroneously prevented users from setting raw byte fields in protocol buffers under certain circumstances.

• Give a user friendly error message when seting an extension to a message of the wrong type instead of causing a C++ check failure that terminates the Rsession.

• Change object table lookup slightly to allow users to use the <<- operator in code using RProtoBuf without hitting a stop() error in the lookup routine.

• Add missing enum_type method and improve show method for EnumValueDescriptors.

• Improve documentation and tests for all of the above.

• Rewrote tests/ script calling RUnit tests

CRANberries also provides a diff to the previous release 0.3.1. More information is at the RProtoBuf page which has a draft package vignette, a 'quick' overview vignette and a unit test summary vignette. Questions, comments etc should go to the rprotobuf mailing list off the RProtoBuf page at R-Forge.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rprotobuf | permanent link

Sat, 14 Dec 2013

RcppDE 0.1.2

A maintenance release (now at version 0.1.2) of my RcppDE package (previously described in these two posts) is now CRAN. More details about the package are available in the vignette also included in the RcppDE R package.

Changes were minimal and driven mostly by some CRAN Policy changes which now prefer vignette sources files in (top-level) directory vignettes/

Courtesy of CRANberries, there is also a diffstat report for the most recent release. Current and previous releases are available here as well as on CRAN.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

random 0.2.2

A maintenance release of my random package for truly (hardware-based) random numbers (pulled from random.org) is now on CRAN. It's been a while since previous releases. The package is described in a detailed vignette as well as in a essay by Mads Haahr.

Changes were minimal and driven mostly by some CRAN Policy changes which now prefer vignette sources files in (top-level) directory vignettes/

Courtesy of CRANberries, there is also a diffstat report for the most recent release. Current and previous releases are available here as well as on CRAN.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/random | permanent link

gcbd 0.2.5

A maintenance release (now at version 0.2.5) of my gcbd package (described only in these two posts) is now CRAN. More details about the package are available in the paper which is also included in the gcbd R package.

Changes were minimal and driven mostly by some CRAN Policy changes which now prefer vignette sources files in (top-level) directory vignettes/

Courtesy of CRANberries, there is also a diffstat report for the most recent release.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/gcbd | permanent link

Tue, 10 Dec 2013

RcppArmadillo 0.3.930.1

A new Armadillo release 3.930 came out a few days ago, with a very nice set of changes (see below). I rolled this into RcppArmadillo 0.3.930.0. However, one of these changes revealed that R shipped only the standard SVD for complex-valued matrices, and not the more performant divide-and-conquer approach. So in R builds using the default built-in Lapack, at least one CRAN package no longer built.

After some back and forth, Conrad put some branching in the library to fall back to the standard SVD, and I added a built-time configuration test for an appropriate preprocessor directive used by the fallback code. This is now on which is now on CRAN and in Debian as RcppArmadillorelease 0.3.930.1, and Conrad will probably update the Armadillo page as well (though the fix is only needed with R's builtin Rlapack). Also of note is that R Core already added the missing Fortran routine zgesdd to R 3.1.0 (aka "R-devel") so this issue goes away with the next release. Also of note, I wrote up a short Rcpp Gallery post illustrating the performance gains available from divide-and-conquer SVD.

The complete list of changes is below.

Changes in RcppArmadillo version 0.3.930.1 (2013-12-09)

• Upgraded to Armadillo release Version 3.930.1

  • Armadillo falls back to standard complex svd if the more performant divide-and-conquer variant is unavailable

• Added detection for Lapack library and distinguish between R's own version (withhout zgesdd) and system Lapack; a preprocessor define is set accordingly

Changes in RcppArmadillo version 0.3.930.0 (2013-12-06)

• Upgraded to Armadillo release Version 3.930 ("Dragon's Back")

  • added divide-and-conquer variant of svd_econ(), for faster SVD

  • added divide-and-conquer variant of pinv(), for faster pseudo-inverse

  • added element-wise variants of min() and max()

  • added size() based specifications of submatrix view sizes

  • added randi() for generating matrices with random integer values

  • added more intuitive specification of sort direction in sort() and sort_index()

  • added more intuitive specification of method in det(), .i(), inv() and solve()

  • added more precise timer for the wall_clock class when using C++11

• New unit tests for complex matrices and vectors

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Sat, 07 Dec 2013

R and Big Data at Big Data Summit at UI Research Park

I spent yesterday at the very enjoyable Big Data Summit held at the University of Illinois Research Park at the edge of the University of Illinois at Urbana-Champaign. campus.

My (short) presentation was part of a panel session on R and Big Data which Doug Simpson of the UIUC Statistics department had put together very well. We heard from a vendor / technology provider with Christopher Nguyen from Adatao talking about their "Big R", from industry with Andy Stevens talking about a number of some real-life challenges with big data at John Deere, from academia with Jonathon Greenberg talking about R and HPC for geospatial research and I added a few short comments and links about R, HPC and Rcpp. My few slides are now up on my talks / presentations page.

Overall, a good day with a number of interesting presentations and of course a number of engaging hallway discussions.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Tue, 03 Dec 2013

digest 0.6.4

digest version 0.6.4 is now on CRAN and in Debian.

This is a pure maintenance release which should help with a build issue affecting users on Solaris.

CRANberries provides the usual summary of changes to version 0.6.3. Our package is available via the R-Forge page leading to svn and tarball access, my digest page, the local directory here as well as via Debian and its mirrors.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/digest | permanent link

Sun, 01 Dec 2013

Recent Rcpp talks at U Chicago / Booth and U Kansas

In early October, I had an opportunity to talk about Rcpp and RcppArmadillo at the Statistical Computing Seminar at the Booth School of Business at the University of Chicago.

And then two weeks ago, I had an invitation to talk at the Center for Research Methods and Data Analysis at the University of Kansas where I covered similar material as well as ongoing work on the RcppZiggurat package (for which I should have an updated version soon).

Slides from both talks are now at the top of my talks / presentations page.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Sat, 30 Nov 2013

RcppCNPy 0.2.2

Right on the heels of release 0.2.1 of RcppCNPy, a new version 0.2.2 is now on CRAN. RcppCNPy uses the CNPY library by Carl Rogers to provide R with easy read and write access to NumPy files.

The reason for the new version that I had experimented with a different way to test endianness (as needed for the NumPy file headers) but accidentally sent an interim tarball to CRAN which still wanted to include endian.h promptly breaking Windows builds. So now we do something even simpler and just rely on the (even more complete) test for endianness when R is built, which prevents all sorts of complications for us and builds everywhere (with thanks to Brian Ripley for the suggestion). While we were at it, we also added a new unit test.

Full changes are listed below.

Changes in version 0.2.2 (2013-11-29)

• Switched to using the result from the compile-time configuration for R to determine big or little endian (as needed for the NPy headers)

• Added a new test (and test validation result file) for a complete save-reload cycle and comparison

CRANberries also provides a diffstat report for 0.2.2 relative to 0.2.1. As always, feedback is welcome and the rcpp-devel mailing list off the R-Forge page for Rcpp is the best place to start a discussion.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Thu, 28 Nov 2013

RcppCNPy 0.2.1

Version 0.2.1 of RcppCNPy is now on CRAN earlier. This version is a minor upgrade with a few small changes as detailed in the NEWS file:

Changes in version 0.2.1 (2013-11-28)

• Synchronized code with the cnpy repository

• Added new function to test from R whether integers supported

• Updated tests for integer support, if available

• Updated vignette and discussion about need for rebuilding only RcppCNPy with the -std=c++11 flag if integer support is desired

• Updated tests for integer support, if available

• Updated THANKS file

• Ensure that inclusion of Rinternal.h does not affect other headers by adding RF_NO_REMAP

CRANberries also provides a diffstat report for 0.2.1 relative to 0.2.0. As always, feedback is welcome and the rcpp-devel mailing list off the R-Forge page for Rcpp is the best place to start a discussion.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Sun, 24 Nov 2013

Website and blog updated

Earlier this year the blog had its tenth anniversary. I had meant to celebrate the occassion by revamping the site and blog a little.

Having set up the updated R/Finance site, the Rcpp Gallery and Rcpp sites as well as the much-needed overhaul of the html side of the CRANberries RSS feed (which also integrates it with the static blog compiler I use), I figured I just needed a little time to get this done. Well, eight months later we're there. It still uses Twitter Bootstrap for layout, and a slightly modified Bootswatch theme.

Comments welcome, and please let me know if links are missing or going nowhere in places.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/computers/www/blogging | permanent link

Wed, 20 Nov 2013

RcppArmadillo 0.3.920.3

Conrad released a bug fix version 3.920.3 for his Armadillo library. So I prepared a new release 0.3.920.3 of RcppArmadillo which is nor on on CRAN and also already in Debian. Note that we skipped interim version .2 which addressed an Atlas linking issue which doesn't affect us in the R context as we get LAPACK and BLAS via the R process we get used from.

The complete list of changes is below.

Changes in RcppArmadillo version 0.3.920.3 (2013-11-20)

• Upgraded to Armadillo release Version 3.920.3

  • fix for handling of tiny matrices by .swap()

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Tue, 29 Oct 2013

Rcpp 0.10.6

A new maintenance release 0.10.6 of Rcpp is now on the CRAN network for GNU R; binaries for Debian have been uploaded as well.

This version ties up a number of smaller loose ends, but also adds a few new things, particularly John's new exposeClass. Details are as usual in the NEWS extract below, and also in the ChangeLog file in the package and on the Rcpp Changelog page.

Changes in Rcpp version 0.10.6 (2013-10-27)

• Changes in Rcpp API:

  • The function exposeClass takes a description of the constructors, fields and methods to be exposed from a C++ class, and writes C++ and R files in the package. Inherited classes can be dealt with, but require data type information. This approach avoids hand-coding module files.

  • Two missing is<>() templates for CharacterVector and CharacterMatrix have been added, and some tests for is_na() and is_finite() have been corrected thanks to Thomas Tse.

• Changes in R code:

  • Export linking helper function LdFlags as well as RcppLdFlags.

  • Function Rcpp.package.skeleton() no longer passes a namespace argument on to package.skeleton()

• Changes in R setup:

  • Raise requirement for R itself to be version 3.0.0 or later as needed by the vignette processing

• Changes in Rcpp attributes:

  • sourceCpp now correctly binds to Rtools 3.0 and 3.1

Thanks to CRANberries, you can also look at a diff to the previous release 0.10.5. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads, the browseable doxygen docs and zip files of doxygen output for the standard formats. A local directory has source and documentation too. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link

Sun, 27 Oct 2013

Kurt Elling at Dominican University

Some catchup blogging: Kurt Elling was back in town on October 19, and not just in Chicago but quite literally in our little 'burb as the headliner for this season's concerts at Domiminican University. They had done us the favour of inviting Dianne Reeves back in March 2009, but this was clearly going to be a real treat. And I managed to snatch four front row (!!) tickets as soon as I heard about it, and the show once again didn't disappoint.

Elling was as usual accompanied by his long-time collaborator Laurence Hobgood on piano, as well as local heros Clark Sommers on bass and John McLean on guitar. This time, Quincy Davies was on drums. And this band is realiably excellent, as is Elling in any live setting. The set was dominated by pieces from his most recent record and augmented by a few other standout pieces. There is a pretty rich set of live music by Elling on YouTube, see for example On Broadway (which was part of the set in a wonderfully fast and funked-up variant), Golden Lady (from the previous album, and also played live this time) or for example this wonderful version of You Send Me (also part of the concert).

I snatched a photo or two (while at least turning my flash off, unlike the weird gal to my left, but I digress) and posted one on Google+.

Kurt Elling will be back in Chicago at the Green Mill in early January. Expect to me there, and I hope to see you too!

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/music/jazz/live | permanent link

Wed, 23 Oct 2013

Introducing the CRAN Repository Policy Watch

CRAN is the repository network for R. It is a resounding success with (as of right now) almost 5000 packages, and growth rate which has been estimated (cf John Fox's keynote at useR! a few years ago) to be near 40% per year.

We as R community members owe a great deal of thanks to the CRAN maintainers, and the R Core team. The tight integration between the language and the contributed code repository is unique among programming languages, and one of the many reasons why CRAN has been such a success and driver of growth and adoption for R. And the amount of work the CRAN maintainers put into this is substantial, and we owe them.

Yet there is some friction between the repo maintainers, and the community of developers. There have numerous discussions on the main developer list about various aspect of how CRAN maintains the impeccable quality of the code in the archive. One particular aspect which has bugging (at least me) is the lack of communication when policy changes are made. It would be trivial to posts a set of changes to the developer list, and I suggested as much. Only to be soundly ignored.

But changes to text (or html) files can monitored rather easily, and when such changes occur an alert can be sent. So I cooked up rather simple system for this which I called the CRAN Policy Watch. In essence, a simple cronjob monitors changes, and records new versions in a Github repo (which you can follow or star). Alternatively, the cronjob now also tweets from the @CRANPolicyWatch account which I invite everyone to subscribe to as well.

If someone knows of a simple tool to summarize diffs of html or text files in static html pages, I'd be interested to expand the service to some github.io pages. Alernatively I could also just commit to a single file too and let Github summarize the changes.

This was an itch I needed to scratch, and I hope some other people will fine this useful too.

/code/snippets | permanent link

Sat, 19 Oct 2013

New BH release 1.51.1-3

A new release of the BH package is now on CRAN and its mirrors. BH provides (a subset of) the Boost library for C++, particularly the (large) parts delivered as pure template headers not requiring linking.

When this package is installed, an R package developer can deploy it at build-time via a simple LinkingTo: BH declaration (which, despite the title affects only compilation, not linking; don't ask...). This frees developers from having to include the (sizeable) Boost headers in their packages, and provides (parts of) Boost as part of the R build system.

A short example of using this BH package with Rcpp is provided in this Rcpp Gallery post; a number of other Boost-related posts are also available.

This release expands the scope of the package by a quite bit as shown in the NEWS entry:

Changes in version 1.51.0-3 (2013-10-19)

• Expanded Boost coverage by adding Boost packages spirit, foreach, math/distributions, algorithm, iostreams.

The other change is that I am now acting as maintainer taking over from Jay who has headed the initial creation and first releases after he, Mike and I had talked about this for way too long without actually doing anything about it. Thanks for getting everything rolling, Jay!

Comments and suggestions are welcome via the mailing list or issue tracker available via the package page at R-Forge.

/code/bh | permanent link

Yes another Herbie Hancock concert

Hadn't mentioned yet that I saw Herbie Hancock last Friday at the CSO / Symphony Center. That's about the fourth time I have him according to this blog (September 2007,March 2005, April 2004) and I think I saw him two more times when I lived in France, and maybe once while I was in Canada.

This time, the format was a horn-free quintet with Lionel Loueke on guitar, James Genus on bass, Vinnie Colaiuta on drums and Zakir Hussain on tabla. Hancock himself played mostly keyboards / synthesizer, even when he used the full piano as input. Overall the concert was little uneven--Hancock himself alluded to the fact that the five hadn't really practised together. At times they were rolling: the opening was a very rhythmic version of his very old standard Watermelon Man; the encore was a very rocking version of his best-selling pop-fusion hit Rockit. In between, it was sometimes wanting. Still, all five are tremendous artists and I also had a fabulous seat as shown in this Google+ post with a picture of Hancock's setup, including multiple screens. But they did not really connect with audience as a whole, and by the time the encore rolled around, the house was pretty empty.

/music/jazz/live | permanent link

Sun, 13 Oct 2013

Chicago Marathon 2013

A gorgeous day in Chicago for the 37th annual Chicago Marathon. Today was the seventh time I ran this race. I had sat out last fall, and ran a smaller local race (well enough for a BQ). But the last time I ran Chicago I mused that maybe next time I'd train more. I tried, but it didn't quite work with a minor injury dragging on a little. Just like in 2010.

And so it continues: it is my home course, and the course I have run the most and know the best. Yet it is the one where I have the greatest difficulty coming in with a time that is good enough for Boston. I knew that today wasn't going to be that day, so I aimed lower to just run even splits (ie running about equal halfs). But even that failed: After 1:44 for the first half I lost a good ten minutes to finish at 3:40:42. Oh well. There is always next year...

But it was a simply sunningly fabulous day, and the race was once again very, very well put together. We were worried about extra security: not a real issue. The streets were lined with people and even Lisa and Julia managed to cheer me on at mile 13 (still smiles), mile 19 (grimacing, about to fall apart) and 25 (hanging in). And Anna was working the mile 18 water stop. The worst where miles 20 to 22 when I walked a fair bit. The race results have details; maybe I'll update the chart I made in prior years.

One minor FAIL was a wait at the end for gear check. That was pathetic. I guess the folks manning the stand didn't keep bags sorted well enough so lines were long, and slow. Oh well -- the rest was fine, and it remains one of the nicest marathon races.

Oh, and the other FAIL was that my Nexus 4 phone couldn't hold a charge til I was done. What's up with that? The running tracker traced me til around mile 20, and then the phone shut down for lack of juice. Disappointing too. But hey, it spares you, dear reader, the look of some bad post-race selfies...

/sports/running | permanent link

Mon, 30 Sep 2013

RcppArmadillo 0.3.920.1

Along with the Rcpp 0.10.5 release yesterday, a new minor release 0.3.920.1 of RcppArmadillo came out. It is based on Conrad's Armadillo 3.920.0 plus a minor fix, and uses some of the new Rcpp features. Both package is now on CRAN and also in Debian.

This releases contains both a nice set of new Armadillo features as well as some nice additions to RcppArmadillo, due again mostly to Romain. Some of the changes tie into the changes changes in Rcpp 0.10.5 as for example the ability to pass const and const ref more efficiently (and we seem to have forgotten an entry in the NEWS file).

The complete list of changes is below.

Changes in RcppArmadillo version 0.3.920.1 (2013-09-27)

• Upgraded to Armadillo release Version 3.920.1 (Agencia Nacional Stasi)

  • faster .zeros()

  • faster round(), exp2() and log2() when using C++11

  • added signum function: sign()

  • added move constructors when using C++11

  • added 2D fast Fourier transform: fft2()

  • added .tube() for easier extraction of vectors and subcubes from cubes

  • added specification of a fill type during construction of Mat, Col, Row and Cube classes, eg. mat X(4, 5, fill::zeros)

• Initial implementation of wrap<subview>

• Improved implementation of as<>() and wrap() for sparse matrices

• Converted main vignette from LaTeX style minted to lstlisting which permits builds on CRAN; removed set BuildVignettes: FALSE.

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Sun, 29 Sep 2013

Rcpp 0.10.5

A new version of Rcpp is now on the CRAN network for GNU R; binaries for Debian have been uploaded as well.

Once more, this release brings a large number of exciting changes to Rcpp. Some concern usability, some bring new features, some increase performance; see below for the detailed list. We have now released three updates on a quarterly cycle; if we keep this up the next version ought to be ready at the end of December.

As in the past, we tested the release rather rigorously by checking against all packages I could (relatively easily) built on my server: this time it successfully passed \code{R CMD check} for all 107 packages I can build locally out of a total of 136 packages. (Two failed: one for an error in \code{Makevars}, and one for the need of an X11 server during tests; this may get addressed in the in test script next time). As all of these 107 packages passed, we do not expect any issues with dependent packages. Should there be issues we would appreciate a note, preferably with reproducible code, to the rcpp-devel mailing list.

The complete NEWS entry for 0.10.4 is below; more details are in the ChangeLog file in the package and on the Rcpp Changelog page.

Changes in Rcpp version 0.10.5 (2013-09-28)

• Changes in R code:

  • New R function demangle that calls the DEMANGLE macro.

  • New R function sizeof to query the byte size of a type. This returns an object of S3 class bytes that has a print method showing bytes and bits.

• Changes in Rcpp API:

  • Add defined(__sun) to lists of operating systems to test for when checking for lack of backtrace() needed for stack traces.

  • as<T*>, as<const T*>, as<T&> and as<const T&> are now supported, when T is a class exposed by modules, i.e. with RCPP_EXPOSED_CLASS

  • DoubleVector as been added as an alias to NumericVector

  • New template function is<T> to identify if an R object can be seen as a T. For example is<DataFrame>(x). This is a building block for more expressive dispatch in various places (modules and attributes functions).

  • wrap can now handle more types, i.e. types that iterate over std::pair<const KEY, VALUE> where KEY can be converted to a String and VALUE is either a primitive type (int, double) or a type that wraps. Examples :

    • std::map<int, double> : we can make a String from an int, and double is primitive

    • boost::unordered_map<double, std::vector<double> >: we can make a String from a double and std::vector<double> can wrap itself

    Other examples of this are included at the end of the wrap unit test file (runit.wrap.R and wrap.cpp).

  • wrap now handles containers of classes handled by modules. e.g. if you expose a class Foo via modules, then you can wrap vector<Foo>, ... An example is included in the wrap unit test file.

  • RcppLdFlags(), often used in Makevars files of packages using Rcpp, is now exported from the package namespace.

• Changes in Attributes:

  • Objects exported by a module (i.e. by a RCPP_MODULE call in a file that is processed by sourceCpp) are now directly available in the environment. We used to make the module object available, which was less useful.

  • A plugin for openmp has been added to support use of OpenMP.

  • Rcpp::export now takes advantage of the more flexible as<>, handling constness and referenceness of the input types. For users, it means that for the parameters of function exported by modules, we can now use references, pointers and const versions of them. The file Module.cpp file has an example.

  • No longer call non-exported functions from the tools package

  • No longer search the inline package as a fallback when loading plugins for the the Rcpp::plugins attribute.

• Changes in Modules:

  • We can now expose functions and methods that take T& or const T& as arguments. In these situations objects are no longer copied as they used to be.

• Changes in sugar:

  • is_na supports classes DatetimeVector and DateVector

• Changes in Rcpp documentation:

  • The vignettes have been moved from inst/doc/ to the vignettes directory which is now preferred.

  • The appearance of the vignettes has been refreshed by switching to the Bistream Charter font, and microtype package.

• Deprecation of RCPP_FUNCTION_*:

  • The macros from the preprocessor_generated.h file have been deprecated. They are still available, but they print a message in addition to their expected behavior.

  • The macros will be permanently removed in the first Rcpp release after July 2014.

  • Users of these macros should start replacing them with more up-to-date code, such as using 'Rcpp attributes' or 'Rcpp modules'.

Thanks to CRANberries, you can also look at a diff to the previous release 0.10.4. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads, the browseable doxygen docs and zip files of doxygen output for the standard formats. A local directory has source and documentation too. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page

/code/rcpp | permanent link

Sun, 15 Sep 2013

RProtoBuf 0.3.1

Two months to the day after the previous 0.3.0 release of RProtoBuf, we are happy to announce a maintenance release 0.3.1 which has now arrived on CRAN. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google.

Once again, Murray lead this release and added a number improvements. The NEWS file entry follows:

Changes in RProtoBuf version 0.3.1 (2013-09-13)

• Added support for setting and getting 64-bit integer types as character strings of decimal integers to work around R's lack of native 64-bit integer types.

• Added better error handling, documentation, and tests to the extensions support (getExtension and setExtension).

• Add support to P for returning extension descriptors.

• Improved error messages to include field names when invalid fields are specified to protocol buffer messages with new, update, etc.

• Improved configure to detect and pass -std=c++0x if it is available to enable long long 64-bit integer support in Rcpp.

• Improved configure in the case when pkg-config is not available or does not know about the google protocol buffer includes.

• Replaced newly deprecated Rcpp macros with a simplified macro functionality to avoid warnings on the latest development version of Rcpp.

CRANberries also provides a diff to the previous release 0.3.0. More information is at the RProtoBuf page which has a draft package vignette, a 'quick' overview vignette and a unit test summary vignette. Questions, comments etc should go to the rprotobuf mailing list off the RProtoBuf page at R-Forge.

/code/rprotobuf | permanent link

Mon, 19 Aug 2013

Slides from Rcpp talk in Chicago

A couple of days ago, I gave a talk to the Chicago R Users Group which is run ever-so-smoothly by Paul Teetor and Chase Carpenter.

The talk provided a brief introduction to Rcpp for R and C++ integration. Slides are now up on my talks / presentations page.

/code/rcpp | permanent link

Thu, 15 Aug 2013

RcppArmadillo 0.3.910.0

A new minor release 3.910.0 of Armadillo came out a few days ago. A new RcppArmadillo release 0.3.910.0 was provided rightaway, and after a brief back-and-forth with CRAN (mostly having to do with the non-standard vignette corresponding to our CSDA paper and its use of LaTeX minted) is now on CRAN and also in Debian.

Conrad made some standard cross-products faster, and added vectorise(), any() and all() functions. We also added an extension header for more automated conversion of sparse matrices (which is already used by a post on the Rcpp Gallery).

The complete list of changes is below.

Changes in RcppArmadillo version 0.3.910.0 (2013-08-12)

• Upgraded to Armadillo release Version 3.910.0 (Pyrenees)

  • faster multiplication of a matrix with a transpose of itself, ie. X*X.t() and X.t()*X

  • added vectorise() for reshaping matrices into vectors

  • added all() and any() for indicating presence of elements satisfying a relational condition

• Added conversion support for sparse matrices (of type double) created by the Matrix package as class dgCMatrix

• Moved vignette sources from inst/doc to vignettes; set BuildVignettes: FALSE as the minted mode for LaTeX upsets the CRAN builders.

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Fri, 09 Aug 2013

inline 0.3.13

A minor maintenance release of inline is now on CRAN, and has just been already included in Debian. This release contains a patch kindly contributed by Mikhail Umorin which fixes the of \code{cfunction} with lists of signatures and function bodies. The complete NEWS entry is below.

Changes in inline version 0.3.13 (2013-08-08)

• Applied contributed patch by Mikhail Umorin which corrects cfunction() in the case of a list of signature and body arguments.

Courtesy of CRANberries, there is also a diffstat report for the most recent release. A few more details are available at the R-Forge page.

/code/inline | permanent link

Sun, 04 Aug 2013

RcppArmadillo 0.3.900.7

A bug-fix release 3.900.7 of Armadillo was provided by Conrad a few days ago. It has been rolled into a new RcppArmadillo release 0.3.900.7 which, after a brief delay, is now on CRAN and in Debian.

The main bug fix is a change in the in-place version of reshape(). This in turn caused the CRAN package Amelia to fail, but some diligent debugging by Conrad (which was much appreciated) revealed that the error was in fact in RcppArmadillo where we did not set the matrix flag properly in the constructor. The corresponding one-character fix had been made in this release.

Another package exhibiting an issue is unmarked. It needs to make the target variable of reshape a matrix object in a handful of places. I sent the authors a small patch addressing this but have not yet heard back.

The complete list of changes is below. In the meantime, I have also done some work on a new as() and wrap() converters for sparse matrices; a first implementation is in SVN.

Changes in RcppArmadillo version 0.3.900.7 (2013-08-02)

• Upgraded to Armadillo release Version 3.900.7 (Bavarian Sunflower)

  • minor fix for inplace reshape()

  • minor corrections for compilation issues under GCC 4.8+ and MSVC

• Corrected setting of vec_stats in intialization of row, vector and matrix objects

• The inline package is no longer used in the examples and unit tests which have all been converted to using Rcpp attributes

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Mon, 15 Jul 2013

RProtoBuf 0.3.0

A new release of RProtoBuf -- now at version 0.3.0 -- arrived earlier on CRAN. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google.

Murray added a lot of new features which merited the increase in the minor number. The NEWS file entry follows below:

Changes in RProtoBuf version 0.3 (2013-07-13)

• Added support for Protocol Buffer extensions through the new getExtension and setExtension methods for Message objects, and added top-level extensions to the descriptor pool.

• Added more user-friendly show() methods for Messages, Descriptors, and other RProtoBuf objects. A common source of confusion on the mailing lists is to confuse Messages and Descriptors. The new show() methods succinctly display more information about e.g. the number of set fields in a message to make it a little clearer to users what type of object they are working with.

• Added has method for EnumDescriptor objects to test existance of a named constant in an enumeration, and fix a bug in the length method for these objects.

• Added a number method for EnumValueDescriptor objects to return the number of a named enumeration constant directly.

• Improved documentation and unit tests.

CRANberries also provides a diff to the previous release 0.2.6. More information is at the RProtoBuf page which has a draft package vignette, a 'quick' overview vignette and a unit test summary vignette. Questions, comments etc should go to the rprotobuf mailing list off the RProtoBuf page at R-Forge.

/code/rprotobuf | permanent link

Sun, 14 Jul 2013

Go home, Feedly, you're drunk!

With the demise of Google Reader, many of us have scrambled to find alternatives which cover many/most of the features we were used to. For me, synchronised access from web and mobile counts quite high, and I want the (Android) mobile experience to be pretty pleasant too. So with that, and like many other folks, I had shifted over to Feedly.

And before I carry on, let me say that Feedly actually does pretty well. They handled the onslaught of new users; they also listened and changed their UI a little to be more compact and Reader-alike And most importantly, it mostly just works.

Until it doesn't.

Around the time Feedly shifted folks to their own cloud-based backend, posts from my very own CRANberries aggregator of CRAN package changes for R started to show only truncated posts. See this screenshot from reading Feedly:

and compare it with this one from TheOldReader:

which contains the diffstat output, nicely marked up and all. Now, it so happens that I am the creator of the very RSS feed I am consuming here, and I wrote it so that I could read the very diffstat output that is now missing. And I know full well that neither the code, nor the hosting (on my own box), nor any other aspect changed. Before confirming this via TheOldReader, I looked at the RSS output, and I tried other frontend and apps --- and it became clear that the bug seems to be at the Feedly cloud storage level. And trying to be a good sport, I submitted a bug report / suggestion, but to no avail (apart from two other chiming in that they see this elsewhere too).

Given that I am the coder behind the feed that is displayed in a truncated manner, I am aware that I am using a code stack that is stale (the original Blosxom static web generator) yet which has not posed another problem anywhere in the decade I used it. Nor does the CRANberries feed pose a problem when aggregated and viewed via the TheOldReader code path, or for that matter via Planet R which also carries (parts of) CRANberries.

So for now, I have to either pivot out of the CRANberries RSS reading in Feedly and go directly to the webpage (fine, but cumbersome and in need of a working connection) or use a second subscription mechanism. I appreciate what the TheOldReader folks are doing---presumably with a minor fraction of the resources available to Feedly---and may hang with them for now.

But it would be awfully nice if Feedly could sleep off its hangover and fix this. In which case I'd be much happier recommending its service.

/code/cranberries | permanent link

Sat, 13 Jul 2013

Slides from Rcpp talk in Sydney

The Sydney Users of R Forum (SURF) were kind enough to host me two days (well, three with the traveling ...) ago for an hour-long talk on Rcpp. Apparently, it set a new attendance record for this R user group. My thanks to Louise and Eugene for hosting a terrific meeting, and taking me out for a bite and drink afterwards. I have now put up my slides on my talks / presentations page for anyone else to peruse.

/code/rcpp | permanent link

Mon, 24 Jun 2013

Rcpp 0.10.4

A new version of Rcpp is now on the CRAN network for GNU R; binaries for Debian have been uploaded as well.

This release brings a fairly large number of fixes and improvements across a number of Rcpp features, see below for the detailed list.

We are also announcing with this release that we plan to phase out the RCPP_FUNCTION_* macros. Not only have they been superceded by Rcpp Modules and Rcpp Atributes (each of which has its own pdf vignette in the Rcpp package), but they also appear to be at best lightly used. We are for example not aware of any CRAN packages deploying them. To provide a smooth transition, we are aiming to keep them around for another twelve months, but plan to remove them with the first release after that time window has passed.

As before, we tested the release rather rigorously by checking against all packages I could (relatively easily) built on my server: this time it covered 91 of the 124 CRAN packages depending on Rcpp. As all of these 91 packages passed their checks, we do not expect any issues with dependent packages.

The complete NEWS entry for 0.10.4 is below; more details are in the ChangeLog file in the package and on the Rcpp Changelog page.

Changes in Rcpp version 0.10.4 (2013-06-23)

• Changes in R code: None beyond those detailed for Rcpp Attributes

• Changes in Rcpp attributes:

  • Fixed problem whereby the interaction between the gc and the RNGScope destructor could cause a crash.

  • Don't include package header file in generated C++ interface header files.

  • Lookup plugins in inline package if they aren't found within the Rcpp package.

  • Disallow compilation for files that don't have extensions supported by R CMD SHLIB

• Changes in Rcpp API:

  • The DataFrame::create set of functions has been reworked to just use List::create and feed to the DataFrame constructor

  • The operator-() semantics for Date and Datetime are now more inline with standard C++ behaviour; with thanks to Robin Girard for the report.

  • RNGScope counter now uses unsigned long rather than int.

  • Vector<*>::erase(iterator, iterator) was fixed. Now it does not remove the element pointed by last (similar to what is done on stl types and what was intended initially). Reported on Rcpp-devel by Toni Giorgino.

  • Added equality operator between elements of CharacterVectors.

• Changes in Rcpp sugar:

  • New function na_omit based on the StackOverflow thread http://stackoverflow.com/questions/15953768/

  • New function is_finite and is_infinite that reproduces the behavior of R's is.finite and is.infinite functions

• Changes in Rcpp build tools:

  • Fix by Martyn Plummer for Solaris in handling of SingleLogicalResult.

  • The src/Makevars file can now optionally override the path for /usr/bin/install_name_tool which is used on OS X.

  • Vignettes are trying harder not to be built in parallel.

• Changes in Rcpp documentation:

  • Updated the bibliography in Rcpp.bib (which is also sourced by packages using Rcpp).

  • Updated the THANKS file.

• Planned Deprecation of RCPP_FUNCTION_*:

  • The set of macros RCPP_FUNCTION_ etc ... from the preprocessor_generated.h file will be deprecated in the next version of Rcpp, i.e they will still be available but will generate some warning in addition to their expected behavior.

  • In the first release that is at least 12 months after this announcement, the macros will be removed from Rcpp.

  • Users of these macros (if there are any) should start replacing them with more up to date code, such as using Rcpp attributes or Rcpp modules.

Thanks to CRANberries, you can also look at a diff to the previous release 0.10.3. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads, the browseable doxygen docs and zip files of doxygen output for the standard formats. A local directory has source and documentation too. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page

/code/rcpp | permanent link

Thu, 20 Jun 2013

Upcoming Rcpp talk in Sydney

The Sydney Users of R Forum (SURF) will be hosting me for a talk on July 10. The focus will be Rcpp for R and C++ integration, and the intent is to have this be really applied with lots of motivating examples.

Organizers Louise and Eugene were able to move this to a slightly larger room as the initial capacity of 50 was filled almost immediately. As of right now, the talk page shows a few available slots. If you're in the Sydney are in early July, why not register and swing by?

If you're not in the area, the Rcpp Events page lists other upcoming talks too.

/code/rcpp | permanent link

Wed, 12 Jun 2013

inline 0.3.12

Another maintenance release of inline is now on CRAN and in already included in Debian. This release was triggered by a change in the development version of R which removed an argument to package.skeleton(). The complete NEWS entry is below.

Changes in inline version 0.3.12 (2013-06-12)

• Align package.skeleton with the R-devel version of the function which no longer has a NAMESPACE argument.

• Remove copy of LGPL in source archive as R CMD check now complains about it. License status continues to be specified in file DESCRIPTION.

Courtesy of CRANberries, there is also a diffstat report for the most recent release. A few more details are available at the R-Forge page.

/code/inline | permanent link

Fri, 07 Jun 2013

The Rcpp Book is now shipping

My book about Rcpp (and its R and C++ integration) is now available from Springer.

Amazon still lists it as not-yet-released; I expect this to change in the next few days.

/code/rcpp | permanent link

Wed, 05 Jun 2013

RcppArmadillo 0.3.900.0

A Armadillo release 3.900.0 was provided by Conrad yesterday. It has been rolled into a new RcppArmadillo release 0.3.900.0 which is now on CRAN and in Debian.

It has a number of nice changes, mostly on the performance side of things (see below) and a minor cleanup/improvement in our Kalman filter example (which, as I just realized, I forgot to note in the \code{NEWS.Rd} in the released tarball):

Changes in RcppArmadillo version 0.3.900 (2013-06-04)

• Upgraded to Armadillo release Version 3.900.0 (Bavarian Sunflower)

  • added automatic SSE2 vectorisation of elementary expressions (eg. matrix addition) when using GCC 4.7+ with -O3 optimisation

  • added support for saving & loading of cubes in HDF5 format, contributed by Szabolcs Horvat

  • faster median(), contributed by Ruslan Shestopalyuk

  • faster handling of compound expressions with transposes of submatrix rows

  • faster handling of compound expressions with transposes of complex vectors

• Kalman filter example switched from inline to \code{sourceCpp}, which simplifies / streamlines the C++ side a little

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Mon, 27 May 2013

R / Finance 2013 Recap -- and Presentation Slides

The fifth internation R/Finance conference was held last weekend. As one of the founding co-organizers, I may well be accussed of a little bias, but we think we once again pulled off a very nice and successful weekend-long event. Participants had kind words to say during the conference, and a few first posts have appeared such as Joe Rickert's post over at the REvo blog.

Some participants, myself included, had already posted on their personal websites (though had forgotten to mention it here). In any event, I just updated the website with links to the pdf (or ppt) slides of all presenters who shared their material with us. Supplemental material may be made available too at a later date.

We hope you find these slides useful. Please do spread the word about the R/Finance conference as we expect to have a sixth edition in May 2014---and we do look forward to receiving even more outstanding submissions. Dates, details, call for papers, etc will be forthcoming over the next few months.

/computers/R | permanent link

Mon, 13 May 2013

RcppArmadillo 0.3.820

Conrad rolled up a new Armadillo release 3.820 (following two minor fix release in the 0.3.810 series of which we packaged the one that was relevant for us). This new version is now out in a release 0.3.820 of RcppArmadillo which is already on CRAN and in Debian.

The summary of the main changes follows:

Changes in RcppArmadillo version 0.3.820 (2013-05-12)

• Upgraded to Armadillo release Version 3.820 (Mt Cootha)

  • faster as_scalar() for compound expressions

  • faster transpose of small vectors

  • faster matrix-vector product for small vectors

  • faster multiplication of small fixed size matrices

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Sun, 12 May 2013

Recent Rcpp talks at U of C and MCW

A couple of days ago, I had an opportunity to give a guest lecture on our Rcpp package for R and C++ integration. This was in CMSC 12300 Computer Science with Applications-3 in the Department of Computer Science at University of Chicago. The course is the final part of a three term sequence introducing students to data-centric work in R, Python, Java and C++. I tried to keep it brief and engaging in order to motivate the why or R/C++ integration while providing plenry of useful examples.

And yesterday I got to spend a day giving an invited day-long workshop at the Medical College of Wisconsin as part of a two-day R workshop sponsored by the Milwaukee Chapter of the American Statistical Assocation as well as the CTSI and PCOR centers at the Medical College of Wisconsin. In the workshop, I followed the previously-used setup of four parts on introduction, Rcpp details, advanced topics and last-but-not-least applications, but also updated and extended to more recent topics.

Pdf slides from both events are now on my presentations page.

/code/rcpp | permanent link

Sat, 20 Apr 2013

RcppArmadillo 0.3.810.0

A new Armadillo release 3.810.0 by Conrad appeared yesterday, and was wrapped up in a new release 0.3.810.0 of RcppArmadillo. Upstream changes bring FFT support as well as more Sparse matrix constructors, and we have an improvement to the sample() function contributed by Christian Gunning.

As RcppArmadillo is used by an increasing number of packages---on CRAN alone, we find 34 direct dependencies---I also added the package to Debian and upload there in parallel.

The summary of the main changes follows:

Changes in RcppArmadillo version 0.3.810.0 (2013-04-19)

• Upgraded to Armadillo release Version 3.810.0 (Newell Highway)

  • added fast Fourier transform: fft()

  • added handling of .imbue() and .transform() by submatrices and subcubes

  • added batch insertion constructors for sparse matrices

  • minor fix for multiplication of complex sparse matrices

• Updated sample() function and test again contributed by Christian Gunning

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Fri, 29 Mar 2013

R / Finance 2013 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 2013: Applied Finance with R
May 17 and 18, 2013
Chicago, IL, USA

The registration for R/Finance 2013 -- which will take place May 17 and 18 in Chicago -- is NOW OPEN!

Building on the success of the previous conferences in 2009, 2010, 2011 and 2012, we expect more than 250 attendees from around the world. R users from industry, academia, and government will joining 30+ presenters covering all areas of finance with R.

We are very excited about the four keynotes by Sanjiv Das, Attilio Meucci, Ryan Sheftel and Ruey Tsay. The main agenda (currently) includes seventeen full presentations and fifteen shorter "lightning talks". We are also excited to offer five optional pre-conference seminars on Friday morning.

To celebrate the fifth year of the conference in style, the dinner will be held at The Terrace of the Trump Hotel. Overlooking the Chicago river and skyline, it is a perfect venue to continue conversations while dining and drinking.

More details of the agenda are available at:

http://www.RinFinance.com/agenda/

Registration information is available at

http://www.RinFinance.com/register/

and can also be directly accessed by going to

http://www.regonline.com/RFinance2013

We would to thank our 2013 Sponsors for the continued support enabling us to host such an exciting conference:

International Center for Futures and Derivatives at UIC

Revolution Analytics
MS-Computational Finance at University of Washington

Google
lemnica
OpenGamma
OneMarketData
RStudio

On behalf of the committee and sponsors, we look forward to seeing you in Chicago!

Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich

See you in Chicago in May!!

/computers/R | permanent link

Sat, 23 Mar 2013

Rcpp 0.10.3

A new relase 0.10.3 of Rcpp is now on CRAN and in Debian.

This is the fourth release in the 0.10.* series, and further extends and solidifies the excellent Rcpp attributes. A few other bugs were fixed as well, and support for wide character strings has been added.

We once again tested this fairly rigorously by checking against 86 of the 100 CRAN packages depending on Rcpp. All of these passed. So we do not expect any issues with dependent packages, but one never knows.

The complete NEWS entry for 0.10.3 is below; more details are in the ChangeLog file in the package and on the Rcpp Changelog page.

Changes in Rcpp version 0.10.3 (2013-03-23)

• Changes in R code:

  • Prevent build failures on Windowsn when Rcpp is installed in a library path with spaces (transform paths in the same manner that R does before passing them to the build system).

• Changes in Rcpp attributes:

  • Rcpp modules can now be used with sourceCpp

  • Standalone roxygen chunks (e.g. to document a class) are now transposed into RcppExports.R

  • Added Rcpp::plugins attribute for binding directly to inline plugins. Plugins can be registered using the new registerPlugin function.

  • Added built-in cpp11 plugin for specifying the use of C++11 in a translation unit

  • Merge existing values of build related environment variables for sourceCpp

  • Add global package include file to RcppExports.cpp if it exists

  • Stop with an error if the file name passed to sourceCpp has spaces in it

  • Return invisibly from void functions

  • Ensure that line comments invalidate block comments when parsing for attributes

  • Eliminated spurious empty hello world function definition in Rcpp.package.skeleton

• Changes in Rcpp API:

  • The very central use of R API R_PreserveObject and R_ReleaseObject has been replaced by a new system based on the functions Rcpp_PreserveObject, Rcpp_ReleaseObject and Rcpp_ReplaceObject which shows better performance and is implemented using a generic vector treated as a stack instead of a pairlist in the R implementation. However, as this preserve / release code is still a little rough at the edges, a new #define is used (in config.h) to disable it for now.

  • Platform-dependent code in Timer.cpp now recognises a few more BSD variants thanks to contributed defined() test suggestions

  • Support for wide character strings has been added throughout the API. In particular String, CharacterVector, wrap and as are aware of wide character strings

Thanks to CRANberries, you can also look at a diff to the previous release 0.10.2. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads, the browseable doxygen docs and zip files of doxygen output for the standard formats. A local directory has source and documentation too. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page

/code/rcpp | permanent link

Tue, 12 Mar 2013

Rcpp master class in New York last weekend

On Saturday I had the opportunity to teach another one-day master class on Rcpp. The class had been organized by Jared Lander, and organized very well I might add.

The weekend started with a slight disappointment. I had taken Friday off, and hoped to reach NY by early afternoon to join JJ there, and to spend the afternoon with the RStan team. However, the tail end of last week's snowstorm made it such that we both got to Columbia's stats department closer to 6pm rather than 1pm, and half the team had left. Dang. Very frustrating travel experience. We salvaged the evening by gabbing over a cold beverage or two, before sharing some sacred New York pizza with Wes McKinney and Jared.

The class itself on Saturday went quite well. With JJ on deck, we were able to have every participant log into an EC2-hosted instance of RStudio Server, which worked very well for usage examples of Rcpp. It has been almost a year since I last taught the class, and many exciting things--such as Rcpp attributes, added by JJ himself--have appeared, which made it extra fun. Participants were rather kind with praise. Either they really liked it, or they really are hard-nosed New Yorkers who manage to lie to my face without me noticing.

We ended the day with some hard-earned cold beverages, followed by some dinner at Sylvia's (as tweeted by Jared) followed by more drinks. Ended up a little past my usual bedtime, but I managed to get out and enjoy a lovely 6.5 miles run across Central Park the next morning before leaving town.

All in all, a very nice weekend, the travel horror of Friday notwithstanding. And who know, maybe we'll just do it again another time...

/code/rcpp | permanent link

RcppArmadillo 0.3.800.1

Conrad released a first bug-fix release 3.800.1 of Armadillo earlier today. This has been wrapped up in release 0.3.800.1 of RcppArmadillo as usual. This release also contains a very nice function sample() (contributed by Christian Gunning) which provides sampling (with or without replacement) at the C++ level modeled after what we are used to in R itself. We also refactored the unit tests into just two compilation units to speed testing up a little.

The summary of the main changes follows:

Changes in RcppArmadillo version 0.3.800.1 (2013-03-12)

• Upgraded to Armadillo release Version 3.800.1 (Miami Beach)

  • workaround for a bug in ATLAS 3.8 on 64 bit systems

  • faster matrix-vector multiply for small matrices

• Added new sample() function and tests contributed by Christian Gunning

• Refactored unit testing code for faster unit test performance

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Sat, 02 Mar 2013

RcppArmadillo 0.3.800.0

A new Armadillo version 3.800.0 is now out. Conrad picked a new numbering scheme to coincide with the relicensing from LGPL to MPL 2.0. The new version 0.3.800.0 of the corresponding RcppArmadillo package (which still uses GPL 2 or later) is now on CRAN. It also contains the updated version of our paper as the package vignette.

The summary of the main changes follows:

Changes in RcppArmadillo version 0.3.800.0 (2013-03-01)

• Upgraded to Armadillo release Version 3.800.0 (Miami Beach)

  • Armadillo is now licensed using the Mozilla Public License 2.0

  • added .imbue() for filling a matrix/cube with values provided by a functor or lambda expression

  • added .swap() for swapping contents with another matrix

  • added .transform() for transforming a matrix/cube using a functor or lambda expression

  • added round() for rounding matrix elements towards nearest integer

  • faster find()

  • fixes for handling non-square matrices by qr() and qr_econ()

  • minor fixes for handling empty matrices

  • reduction of pedantic compiler warnings

• Updated vignette to paper now in press at CSDA

• Added CITATION file with reference to CSDA paper

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Wed, 27 Feb 2013

inline 0.3.11

A maintenance release of inline is now on CRAN, and is being uploaded to Debian. The release fixes two minor bugs kindly reported by users. As the two previous releases appear to not have been announced here, their NEWS entries are included as well.

Changes in inline version 0.3.11 (2013-02-26)

• Fix bug in cfunction for .C convention with raw vectors.

• Correct cfunction to use .Platform$dynlib.ext as the file extension for the library file (unless on Windows).

• Allow rcpp wrapper to pass another plugin (as eg RcppArmadillo)

Changes in inline version 0.3.10 (2012-10-03)

• getDynLib() error message corrected as suggested by Yasir Suhail

• Added rcpp() wrapper for cxxfunction() which sets plugin="Rcpp"

• Converted NEWS to NEWS.Rd

• New maintainer, after having coordinated releases (along with Romain) since 0.3.5 in June 2010

Changes in inline version 0.3.9 (2012-10-02)

• Uncoordinating hijacking of package by CRAN maintainers with a single word change in cfunction.R to prevent an error under an unreleased version of R

Courtesy of CRANberries, there is also a diffstat report for the most recent release. A few more details are available at the R-Forge page.

/code/inline | permanent link

Sat, 23 Feb 2013

Two papers about RcppEigen and RcppArmadillo published

Two papers got published recently. The first one is Bates and Eddelbuettel (2013). It is titled Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package, and provides a pretty thorough introduction to our RcppEigen package which uses Rcpp to provide access to the Eigen C++ template library from GNU R. The paper is out as Volume 50, Issue 5 at the (all electronic, open, and generally awesome) Journal of Statistical Software. A bibtex entry is available.

The second paper is Eddelbuettel and Sanderson (2013). This one is titled RcppArmadillo: Accelerating R with high-performance C++ linear algebra and introduces the RcppArmadillo package which brings Conrad Sanderson's Armadillo C++ template library to GNU R by deploying Rcpp. The paper is currently "in press" at Computational Statistics & Data Analysis but the DOI 10.1016/j.csda.2013.02.005 will remain once a volume and issue is assigned by CSDA.

Preprints of both papers are available via my papers page, and as vignettes in the corresponding packages.

The upcoming Rcpp class in New York will feature Rcpp, RcppArmadillo and RcppEigen. Space is still available.

/code/rcpp | permanent link

Wed, 20 Feb 2013

RcppArmadillo 0.3.6.3

A new Armadillo version 3.6.3 came out this morning, and the corresponding RcppArmadillo version is now on CRAN. Changes are incremental:

Changes in RcppArmadillo version 0.3.6.3 (2013-02-20)

• Upgraded to Armadillo release Version 3.6.3

  • faster find()

  • minor fix for non-contiguous submatrix views to handle empty vectors of indices

  • reduction of pedantic compiler warnings

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Mon, 18 Feb 2013

New Rcpp master class scheduled for New York

A new Rcpp master class is scheduled for March 9 in New York. The format will an updated version of the one-day workshops I have given at the University of Rochester in 2010, in San Franciso in 2011 (organised by Revolution Analytics) and at the UseR! conference in 2012.

The style will be hands-on, with numerous concrete examples and solid coverage of most aspects of Rcpp and related packages. As before, about six hours of instruction, split into four sessions of around ninety minutes focussing (loosely) on motivation/intro, core parts, extensions and applications. This should leave ample time for informal discussions and Q+A---as well as for lunch and coffee breaks---for a total of eight hours in the classroom.

This is being put together in New York with the help of Jared Lander, and we will have some technical assistance from RStudio in order to use their EC2 farm for exercises with Rcpp.

Registrations details are available here; information about other Rcpp events is also available.

Feel free to contact me or Jared at our usual email addresses with questions.

/code/rcpp | permanent link

RQuantLib 0.3.10

A new minor release RQuantLib 0.3.10 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language.

The discount curve building code in QuantLib has shown some overly large numerical instabilities. We have used the same example parameters (taken from the Swap example in QuantLib) for years; it currently fails to solve for a rate at some term further out the curve. So I made the decistion to disable this just in the examples in order to not upset the CRAN testing framework. The examples now use a flat curve instead. I also updated one function to silence some new warnings from R-devel about symbols from another packages's namespace (in this case rgl, and it is just for surface plots, a purely cosmetic function).

Thanks to CRANberries, there is also a diff to the previous release 0.3.9. Full changelog details, examples and more details about this package are at my RQuantLib page.

/code/rquantlib | permanent link

Sat, 16 Feb 2013

digest 0.6.3

digest version 0.6.3 is now on CRAN, and I'll upload the Debian package in a minute.

This is a minor bug release regarding just the recently-added sha512 support. Turns out the wrong initial buffer size was used on the R side. Hannes fixed that within hours after we got the bug report; but I was a little swamped with multiple deadlines and failed to upload this right away.

CRANberries provides the usual summary of changes to version 0.6.2. Our package is available via the R-Forge page leading to svn and tarball access, my digest page, the local directory here as well as via Debian and its mirrors.

/code/digest | permanent link

Tue, 05 Feb 2013

A book about Rcpp

Some little birds had already been whispering about it, but I didn't want to jinx it and told myself I would wait with an announcement until the booksellers have (at least) placeholder pages. And as I learned from Duncan Murdoch via email earlier today, at least Chapters/Indigo had a page up, presumably scraped from the publisher page, so here it goes:

I have in fact handed a complete draft of my book about Seamless R and C++ Integration with Rcpp to Springer a few weeks ago. With a bit of luck on the production side, we could be seeing physical copies by May of a new title in their popular UseR! Series series.

And to the slowly growing new Rcpp site, I have added a a formal page about the Rcpp book where one can find information about it, including a link to the Springer page, links to a few bookseller's pages --- as well as a few wonderfully flattering endorsements. Eventually, errata and other support material should be available via this page too. Can't wait til I hold a physical copy in hand...

/code/rcpp | permanent link

New Rcpp page on upcoming events -- including Master Class in New York

Lots of exciting things are happening with and around Rcpp. I just added a new page about Upcoming Events to the recently-created Rcpp site. This events page has lots to cover: an upcoming talk at Columbia on March 8 (details still TBD), a day-long workshop in New York on March 9, a possible participation at a CERN / ROOT conference in Switzerland on May 11-14, an upcoming talk in May in Milwaukee, and last but not least the tutorial by Romain and Hadley at UseR! 2013 in Spain. Phew!

With that, a few quick words about the upcoming master class in New York. It will be a full day, covering an introduction and motivation, details about the core data types, tools for working with and and extending Rcpp and of course applications galore, including RcppArmadillo and RInside. I have done the same one day class format a few times before, most recently (with Revolution Analytics) in San Francisco in late 2011, and also as a two-part seminar at UseR! 2012. This time, we plan on providing cloud-hosted RStudio instances for participants. Better still, RStudio's own JJ Allaire will be on deck as well for RStudio --- and Rcpp Attributes --- questions.

Details and registration information for the New York class are at this page.

/code/rcpp | permanent link

Sun, 03 Feb 2013

The Rcpp Gallery and my Seinfeld Streak

A good three weeks ago, we introduced the Rcpp Gallery. While this is a joint effort by several of us on the Rcpp team, the backend was conceived and implemented entirely by JJ who also bootstrapped it with same first content, drawing on posts by Hadley, Romain and myself. As the How to contribute page makes plain, this is all backed by GitHub and all logs are public anyway.

So after it was up and working, JJ and I refined the look and feel, and I started to add more content so that would have something by the time the initial announcement came around. A few years I read about an (attributed) secret to Seinfeld's producitivity: "Don't break the chain". Just keep writing, and write every day.

I made my goal of a post every day for just over a month, and created this sequences: (20 Dec) simulating-pi, (21 Dec) vector-minimum, (22 Dec) gsl-colnorm-example, (23 Dec) fibonacci-sequence, (24 Dec) random-number-generation, (25 Dec) armadillo-sparse-matrix, (26 Dec) timing-rngs, (27 Dec) stl-inner-product, (28 Dec) stl-transform, (29 Dec) stl-transform-for-subsetting, (30 Dec) stl-random-shuffle, (31 Dec) stl-random-sample, (01 Jan) stl-for-each, (02 Jan) armadillo-subsetting, (03 Jan) accessing-environments, (04 Jan) armadillo-eigenvalues, (05 Jan) r-function-from-c++, (06 Jan) using-the-rcpp-timer, (07 Jan) sugar-function-clamp, (08 Jan) using-rcout, (09 Jan) first-steps-with-C++11, (10 Jan) simple-lambda-func-c++11, (11 Jan) eigen-eigenvalues, (12 Jan) getting-attributes-for-xts-example, (13 Jan) intro-to-exceptions, (14 Jan) a-first-boost-example, (15 Jan) a-second-boost-example, (16 Jan) timing-normal-rngs, (17 Jan) creating-xts-from-c++, (18 Jan) gsl-for-eigenvalues, (19 Jan) accessing-xts-api, (20 Jan) custom-as-and-wrap-example, (21 Jan) passing-cpp-function-pointers,

The Rcpp Gallery continues to grow, we now have 58 posts from 7 different authors. And it is open for business: new contributions are always welcome.

/code/rcpp | permanent link

Fri, 01 Feb 2013

RcppExamples 0.1.6

A pure maintenance release 0.1.6 of RcppExamples was made two weeks ago, and never announced. We merely moved the NEWS.Rd file into the proper location in the inst/ directory, and, while were at it, mentioned the new Rcpp Gallery in the DESCRIPTION file.

Thanks to CRANberries, there is the standard diff to the previous release 0.1.5. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

/code/rcpp | permanent link

digest 0.6.2

digest version 0.6.2 came out a few days ago as an almost immediate follow-up to release 0.6.1. We used paste0() in a few places, and this is only available with newer versions of R. To not introduce as somewhat unnessecary dependency, we reverted this to plain old paste(). CRANberries provides the usual summary of changes to version 0.6.1.

As usual, our package is available via the R-Forge page leading to svn and tarball access, my digest page, the local directory here as well as via Debian and its mirrors.

/code/digest | permanent link

Thu, 31 Jan 2013

Introducing the BH package

Earlier today a new package BH arrived on CRAN. Over the years, Jay Emerson, Michael Kane and I had numerous discussions about a basic Boost infrastructure package providing Boost headers for other CRAN packages (and yes, we are talking packages using C++ here). JJ and Romain chipped in as well, and Jay finally took the lead by first creating a repo on R-Forge. And now the package is out, so I just put together a quick demo post over at the Rcpp Gallery.

As that post notes, BH is still pretty new and rough, and we probably missed some other useful Boost packages. If so, let one of us know.

/code/snippets | permanent link

Wed, 30 Jan 2013

RcppArmadillo 0.3.6.2

A new Armadillo version 3.6.2 came out yesterday, and the corresponding RcppArmadillo version is now on CRAN. Changes are mostky incremental:

Changes in RcppArmadillo version 0.3.6.2 (2013-01-29)

• Upgraded to Armadillo release Version 3.6.2

  • faster determinant for matrices marked as diagonal or triangular

  • more fine-grained handling of 64 bit integers

• Added a new example of a Kalman filter implementation in R, and C++ using Armadillo via RcppArmadillo, complete with timing comparison

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed 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

Wed, 23 Jan 2013

Rcpp reaches 100 dependents on CRAN

With the arrival earlier today of the stochvol package onto the CRAN network for R, our Rcpp project reached a new milestone: 100 packages have either a Depends:, Imports: or LinkingTo: statement on it.

The full list will always be at the bottom of the CRAN page for Rcpp; I also manually edit a list on my Rcpp page. But for the record as of today, here is the current list as produced by a little helper script I keep:

 acer                apcluster           auteur             
 bcp                 bfa                 bfp                
 bifactorial         blockcluster        ccaPP              
 cda                 classify            clusteval          
 ConConPiWiFun       EpiContactTrace     fastGHQuad         
 fdaMixed            forecast            fugeR              
 GeneticTools        gMWT                gof                
 gRbase              gRim                growcurves         
 GUTS                jaatha              KernSmoothIRT      
 LaF                 maxent              mets               
 minqa               mirt                mRMRe              
 multmod             mvabund             MVB                
 NetworkAnalysis     ngspatial           oem                
 openair             orQA                parser             
 pbdBASE             pbdDMAT             phom               
 phylobase           planar              psgp               
 quadrupen           Rchemcpp            Rclusterpp         
 RcppArmadillo       RcppBDT             rcppbugs           
 RcppClassic         RcppClassicExamples RcppCNPy           
 RcppDE              RcppEigen           RcppExamples       
 RcppGSL             RcppOctave          RcppRoll           
 RcppSMC             RcppXts             rforensicbatwing   
 rgam                RInside             Rmalschains        
 Rmixmod             robustgam           robustHD           
 rococo              RProtoBuf           RQuantLib          
 RSNNS               RSofia              rugarch            
 RVowpalWabbit       SBSA                sdcMicro           
 sdcTable            simFrame            spacodiR           
 sparseHessianFD     sparseLTSEigen      SpatialTools       
 stochvol            surveillance        survSNP            
 termstrc            tmg                 transmission       
 trustOptim          unmarked            VIM                
 waffect             WideLM              wordcloud          
 zic                

And not to be forgotten is BioConductor which has another 10:

 ddgraph            GeneNetworkBuilder GOSemSim          
 GRENITS            mosaics            mzR               
 pcaMethods         Rdisop             Risa              
 rTANDEM  

As developers of Rcpp, we are both proud and also a little humbled. The packages using Rcpp span everything from bringing new libraries to R, to implementing faster ways of doing things we have before to doing completely new things. It is an exciting time to be using R, and to be connecting R to C++, especially with so many exciting things happening in C++ right now. Follow the Rcpp links for more, and come join us on the Rcpp-devel mailing list to discuss and learn.

/code/rcpp | permanent link

Mon, 21 Jan 2013

digest 0.6.1

digest version 0.6.1 is now on CRAN, and I will push the corresponding version into Debian shortly.

Duncan Murdoch added AES support, and helped me fix two issues which (annoyingly) made the Rout.save output differ on another platform.

CRANberries provides the usual summary of changes to version 0.6.0.

As usual, our package is available via the R-Forge page leading to svn and tarball access, my digest page and the local directory here.

/code/digest | permanent link

Fri, 18 Jan 2013

Sing The Truth at Symphony Center

Just back in from an amazing concert at the Chicago Symphony Center. Vocalists Angelique Kidjo, Dianne Reeves and Lizz Wright supported by all-star band of Geri Allen on piano, Romero Lubambo on electric and acoustic guitar, James Genus on electric bass guitar, Munyungo Jackson on percussion and Terri Lyne Carrington on drums (and musical director). The concert alternates between solos and joint pieces with more joy and soul than I heard in a long time. Great evening.

/music/jazz/live | permanent link

Tue, 08 Jan 2013

Annoucing the Rcpp Gallery

Earlier this morning, JJ announced what we had been working on for the last few weeks: the Rcpp Gallery.

Now, as our luck will have it, the Rcpp-devel list received his message but did not transmit it for an apparent mail system outage at WU Vienna: no sign at the Gmane archive of rcpp-devel or in the personal mailboxen of myself or anybody I spoke to. Hence, so far, and preceding this blog announcement, the only way word got out was via this earlier tweet of mine from about 12 hours ago.

The Rcpp Gallery is really the brainchild of JJ. It builds on what he contributed over the last few months in not one but two implementations: Rcpp Attributes. These are described in a vignette of their own. They provide very powerful new functions like sourceCpp which allow the easiest-yet way to get compiled code into R---see for example these posts from my blog about simulating pi in essentially five lines of R or five lines of C++, or this post about using the GSL with ease from R. The Rcpp Gallery also builds on Yihui's excellent knitr package which gained the ability to process C++ code just like R code, as well as some Ruby / Jekyll magic to build a website on the github infrastructure. I helped a little on the side by (at long last) learning how to do prettier websites thanks to Boostrap and its theming extensions.

So what does it do, and what is it for? Have a look around the Rcpp Gallery site. Each post is based on a single C++ (or Markdown) file which gets digested by knitr and Rcpp, with the actual output shown alongside the marked up code and explanatory text. Raw sources are available, just pass them into the sourceCpp() function from a current Rcpp release and you should have the same output.

Our idea is to have this as a repository for useful code: from simple and introductory to fancy and featureful. We already seeded it with several dozen posts covered anything from lesser known but powerful STL idioms, to Rcpp sugar, to tieing in Armadillo or GSL, random number generation and of course benchmarking---as we do love performance.

The entire content is in this github repository, and our page on how to contribute details how you can get involved.

We are looking forward to what is to come. In many ways, we are only just getting started.

/code/rcpp | permanent link