Sun, 17 Mar 2019

RQuantLib 0.4.8: Small updates

A new version 0.4.8 of RQuantLib reached CRAN and Debian. This release was triggered by a CRAN request for an update to the configure.ac script which was easy enough (and which, as it happens, did not result in changes in the configure script produced). I also belatedly updated the internals of RQuantLib to follow suit to an upstream change in QuantLib. We now seamlessly switch between shared_ptr<> from Boost and from C++11 – Luigi wrote about the how and why in an excellent blog post that is part of a larger (and also excellent) series of posts on QuantLib internals.

QuantLib is a very comprehensice free/open-source library for quantitative finance, and RQuantLib connects it to the R environment and language.

In other news, we finally have a macOS binary package on CRAN. After several rather frustrating months of inaction on the pull request put together to enable this, it finally happened last week. Yay. So CRAN currently has an 0.4.7 macOS binary and should get one based on this release shortly. With Windows restored with the 0.4.7 release, we are in the best shape we have been in years. Yay and three cheers for Open Source and open collaboration models!

The complete set of changes is listed below:

Changes in RQuantLib version 0.4.8 (2019-03-17)

• Changes in RQuantLib code:

  • Source code supports Boost shared_ptr and C+11 shared_ptr via QuantLib::ext namespace like upstream.

• Changes in RQuantLib build system:

  • The configure.ac file no longer upsets R CMD check; the change does not actually change configure.

Courtesy of CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the RQuantLib page. Questions, comments etc should go to the new rquantlib-devel mailing list. Issue tickets can be filed at the GitHub repo.

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

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Rcpp 1.0.1: Updates

Following up on the 10th anniversary and the 1.0.0. release, we excited to share the news of the first update release 1.0.1 of Rcpp. package turned ten on Monday—and we used to opportunity to mark the current version as 1.0.0! It arrived at CRAN overnight, Windows binaries have already been built and I will follow up shortly with the Debian binary.

We had four years of regular bi-monthly release leading up to 1.0.0, and having now taken four months since the big 1.0.0 one. Maybe three (or even just two) releases a year will establish itself a natural cadence. Time will tell.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 1598 packages on CRAN depend on Rcpp for making analytical code go faster and further, along with 152 in BioConductor release 3.8. Per the (partial) logs of CRAN downloads, we currently average 921,000 downloads a month.

This release feature a number of different pull requests detailed below.

Changes in Rcpp version 1.0.1 (2019-03-17)

• Changes in Rcpp API:

  • Subsetting is no longer limited by an integer range (William Nolan in #920 fixing #919).

  • Error messages from subsetting are now more informative (Qiang and Dirk).

  • Shelter increases count only on non-null objects (Dirk in #940 as suggested by Stepan Sindelar in #935).

  • AttributeProxy::set() and a few related setters get Shield<> to ensure rchk is happy (Romain in #947 fixing #946).

• Changes in Rcpp Attributes:

  • A new plugin was added for C++20 (Dirk in #927)

  • Fixed an issue where 'stale' symbols could become registered in RcppExports.cpp, leading to linker errors and other related issues (Kevin in #939 fixing #733 and #934).

  • The wrapper macro gets an UNPROTECT to ensure rchk is happy (Romain in #949) fixing #948).

• Changes in Rcpp Documentation:

  • Three small corrections were added in the 'Rcpp Quickref' vignette (Zhuoer Dong in #933 fixing #932).

  • The Rcpp-modules vignette now has documentation for .factory (Ralf Stubner in #938 fixing #937).

• Changes in Rcpp Deployment:

  • Travis CI again reports to CodeCov.io (Dirk and Ralf Stubner in #942 fixing #941).

Thanks to CRANberries, you can also look at a diff to the previous release. 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.

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