Wed, 06 Dec 2017

RcppArmadillo 0.8.300.1.0

armadillo image

Another RcppArmadillo release hit CRAN today. Since our last 0.8.100.1.0 release in October, Conrad kept busy and produced Armadillo releases 8.200.0, 8.200.1, 8.300.0 and now 8.300.1. We tend to now package these (with proper reverse-dependency checks and all) first for the RcppCore drat repo from where you can install them "as usual" (see the repo page for details). But this actual release resumes within our normal bi-monthly CRAN release cycle.

These releases improve a few little nags on the recent switch to more extensive use of OpenMP, and round out a number of other corners. See below for a brief summary.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 405 other packages on CRAN.

A high-level summary of changes follows.

Changes in RcppArmadillo version 0.8.300.1.0 (2017-12-04)

  • Upgraded to Armadillo release 8.300.1 (Tropical Shenanigans)

    • faster handling of band matrices by solve()

    • faster handling of band matrices by chol()

    • faster randg() when using OpenMP

    • added normpdf()

    • expanded .save() to allow appending new datasets to existing HDF5 files

  • Includes changes made in several earlier GitHub-only releases (versions 0.8.300.0.0, 0.8.200.2.0 and 0.8.200.1.0).

  • Conversion from simple_triplet_matrix is now supported (Serguei Sokol in #192).

  • Updated configure code to check for g++ 5.4 or later to enable OpenMP.

  • Updated the skeleton package to current packaging standards

  • Suppress warnings from Armadillo about missing OpenMP support and -fopenmp flags by setting ARMA_DONT_PRINT_OPENMP_WARNING

Courtesy of CRANberries, there is a diffstat report. 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.

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Tue, 28 Nov 2017

Rcpp now used by 1250 CRAN packages

1250 Rcpp packages

Earlier today Rcpp passed 1250 reverse-dependencies on CRAN as another big milestone. The graph is on the left depicts the growth of Rcpp usage (as measured by Depends, Imports and LinkingTo, but excluding Suggests) over time.

Rcpp cleared 300 packages in November 2014. It passed 400 packages in June 2015 (when I only tweeted about it), 500 packages in late October 2015, 600 packages last March, 700 packages last July, 800 packages last October, 900 packages early January, and 1000 packages in April. The chart extends to the very beginning via manually compiled data from CRANberries and checked with crandb. The next part uses manually saved entries. The core (and by far largest) part of the data set was generated semi-automatically via a short script appending updates to a small file-based backend. A list of packages using Rcpp is kept on this page.

Also displayed in the graph is the relative proportion of CRAN packages using Rcpp. The four per-cent hurdle was cleared just before useR! 2014 where I showed a similar graph (as two distinct graphs) in my invited talk. We passed five percent in December of 2014, six percent July of 2015, seven percent just before Christmas 2015, eight percent last summer, nine percent mid-December 2016 and then cracked ten percent this summer.

1250 user packages is staggering. We can use the progression of CRAN itself compiled by Henrik in a series of posts and emails to the main development mailing list. A decade ago CRAN itself did not have 1250 packages, and here we are approaching 12k with Rcpp at 10% and growing steadily. Amazeballs.

This puts a whole lot of responsibility on us in the Rcpp team as we continue to keep Rcpp as performant and reliable as it has been.

And with that, and as always, a very big Thank You! to all users and contributors of Rcpp for help, suggestions, bug reports, documentation or, of course, code.

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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Fri, 24 Nov 2017

Rcpp 0.12.14: Some deprecation and minor updates

The fourteenth release in the 0.12.* series of Rcpp landed on CRAN yesterday after a somewhat longer-than-usual gestation period (and word is it may have been due to some unrelated disturbances from lots of changes within the main r-devel build).

This release follows the 0.12.0 release from July 2016, the 0.12.1 release in September 2016, the 0.12.2 release in November 2016, the 0.12.3 release in January 2017, the 0.12.4 release in March 2016, the 0.12.5 release in May 2016, the 0.12.6 release in July 2016, the 0.12.7 release in September 2016, the 0.12.8 release in November 2016, the 0.12.9 release in January 2017, the 0.12.10.release in March 2017, the 0.12.11.release in May 2017, the 0.12.12 release in July 2017 and the 0.12.13.release in late September 2017 making it the eighteenth release at the steady and predictable bi-montly release frequency.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 1246 packages (and hence 77 more since the last release) on CRAN depend on Rcpp for making analytical code go faster and further, along with another 91 in BioConductor.

This release is relatively minor compared to other releases, but follows through on the deprecattion of the old vectors for Date and Datetime (which were terrible: I was influenced by the vector design in QuantLib at the time and didn't really understand yet how a SEXP vector should work) we announced with Rcpp 0.12.8 a year ago. So now the new vectors are the default, but you can flip back if you need to with #define.

Otherwise Dan rounded a corner with the improved iterators he contributed, and Kirill improved the output stream implementation suppressing a warning with newer compilers.

Changes in Rcpp version 0.12.14 (2017-11-17)

  • Changes in Rcpp API:

    • New const iterators functions cbegin() and cend() added to MatrixRow as well (Dan Dillon in #750).

    • The Rostream object now contains a Buffer rather than allocating one (Kirill Müller in #763).

    • New DateVector and DatetimeVector classes are now the default fully deprecating the old classes as announced one year ago.

  • Changes in Rcpp Package:

    • DESCRIPTION file now list doi information per CRAN suggestion.
  • Changes in Rcpp Documentation:

    • Update CITATION file with doi information and PeerJ preprint.

Thanks to CRANberries, you can also look at a diff to the previous release. As always, details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Sun, 19 Nov 2017

RcppEigen 0.3.3.3.1

A maintenance release 0.3.3.3.1 of RcppEigen is now on CRAN (and will get to Debian soon). It brings Eigen 3.3.* to R.

The impetus was a request from CRAN to change the call to Rcpp::Rcpp.plugin.maker() to only use :: as the function has in fact been exported and accessible for a pretty long time. So now the usage pattern catches up. Otherwise, Haiku-OS is now supported and a minor Travis tweak was made.

The complete NEWS file entry follows.

Changes in RcppEigen version 0.3.3.3.1 (2017-11-19)

  • Compilation under Haiku-OS is now supported (Yu Gong in #45).

  • The Rcpp.plugin.maker helper function is called via :: as it is in fact exported (yet we had old code using :::).

  • A spurious argument was removed from an example call.

  • Travis CI now uses https to fetch the test runner script.

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.

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RcppClassic 0.9.9

A maintenance release RcppClassic 0.9.9 is now at CRAN. This package provides a maintained version of the otherwise deprecated first Rcpp API; no new projects should use it.

Per a request from CRAN, we changed the call to Rcpp::Rcpp.plugin.maker() to only use :: as the function has in fact been exported and accessible for a pretty long time. So now the usage pattern catches up.

Courtesy of CRANberries, there are changes relative 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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Mon, 06 Nov 2017

RcppQuantuccia 0.0.2

A first maintenance release of RcppQuantuccia got to CRAN earlier today.

RcppQuantuccia brings the Quantuccia header-only subset / variant of QuantLib to R. At present it mostly offers calendaring, but Quantuccia just got a decent amount of new functions so hopefully we can offer more here too.

This release was motivated by the upcoming Rcpp release which will deprecate the okd Date and Datetime vectors in favours of newer ones. So this release of RcppQuantuccia switches to the newer ones.

Other changes are below:

Changes in version 0.0.2 (2017-11-06)

  • Added calendars for Canada, China, Germany, Japan and United Kingdom.

  • Added bespoke and joint calendars.

  • Using new date(time) vectors (#6).

Courtesy of CRANberries, there is also a diffstat report relative to the previous release. More information is on the RcppQuantuccia page. Issues and bugreports should go to the GitHub issue tracker.

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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Wed, 11 Oct 2017

RcppArmadillo 0.8.100.1.0

armadillo image

We are thrilled to announce a new big RcppArmadillo release! Conrad recently moved Armadillo to the 8.* series, with significant improvements and speed ups for sparse matrix operations, and more. See below for a brief summary.

This also required some changes at our end which Binxiang Ni provided, and Serguei Sokol improved some instantiations. We now show the new vignette Binxiang Ni wrote for his GSoC contribution, and I converted it (and the other main vignette) to using the pinp package for sleeker pdf vignettes.

This release resumes our bi-monthly CRAN release cycle. I may make interim updates available at GitHub "as needed". And this time I managed to mess up the reverse depends testing, and missed one sync() call on the way back to R---but all that is now taken care of.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 405 other packages on CRAN.

A high-level summary of changes follows.

Changes in RcppArmadillo version 0.8.100.1.0 (2017-10-05)

  • Upgraded to Armadillo release 8.100.1 (Feral Pursuits)

    • faster incremental construction of sparse matrices via element access operators

    • faster diagonal views in sparse matrices

    • expanded SpMat to save/load sparse matrices in coord format

    • expanded .save(),.load() to allow specification of datasets within HDF5 files

    • added affmul() to simplify application of affine transformations

    • warnings and errors are now printed by default to the std::cerr stream

    • added set_cerr_stream() and get_cerr_stream() to replace set_stream_err1(), set_stream_err2(), get_stream_err1(), get_stream_err2()

    • new configuration options ARMA_COUT_STREAM and ARMA_CERR_STREAM

  • Constructors for sparse matrices of types dgt, dtt amd dst now use Armadillo code for improved performance (Serguei Sokol in #175 addressing #173)

  • Sparse matrices call .sync() before accessing internal arrays (Binxiang Ni in #171)

  • The sparse matrix vignette has been converted to Rmarkdown using the pinp package, and is now correctly indexed. (#176)

Courtesy of CRANberries, there is a diffstat report. 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.

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Thu, 28 Sep 2017

Rcpp 0.12.13: Updated vignettes, and more

The thirteenth release in the 0.12.* series of Rcpp landed on CRAN this morning, following a little delay because Uwe Ligges was traveling and whatnot. We had announced its availability to the mailing list late last week. As usual, a rather substantial amount of testing effort went into this release so you should not expect any surprise.

This release follows the 0.12.0 release from July 2016, the 0.12.1 release in September 2016, the 0.12.2 release in November 2016, the 0.12.3 release in January 2017, the 0.12.4 release in March 2016, the 0.12.5 release in May 2016, the 0.12.6 release in July 2016, the 0.12.7 release in September 2016, the 0.12.8 release in November 2016, the 0.12.9 release in January 2017, the 0.12.10.release in March 2017, the 0.12.11.release in May 2017, and the 0.12.12 release in July 2017 making it the seventeeth release at the steady and predictable bi-montly release frequency.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 1069 packages (and hence 73 more since the last release) on CRAN depend on Rcpp for making analytical code go faster and further, along with another 91 in BioConductor.

This releases contains a large-ish update to the documentation as all vignettes (apart from the unit test one, which is a one-off) now use Markdown and the (still pretty new) pinp package by James and myself. There is also a new vignette corresponding to the PeerJ preprint James and I produced as an updated and current Introduction to Rcpp replacing the older JSS piece (which is still included as a vignette too).

A few other things got fixed: Dan is working on const iterators you would expect with modern C++, Lei Yu spotted error in Modules, and more. See below for details.

Changes in Rcpp version 0.12.13 (2017-09-24)

  • Changes in Rcpp API:

    • New const iterators functions cbegin() and cend() have been added to several vector and matrix classes (Dan Dillon and James Balamuta in #748) starting to address #741).
  • Changes in Rcpp Modules:

    • Misplacement of one parenthesis in macro LOAD_RCPP_MODULE was corrected (Lei Yu in #737)
  • Changes in Rcpp Documentation:

    • Rewrote the macOS sections to depend on official documentation due to large changes in the macOS toolchain. (James Balamuta in #742 addressing issue #682).

    • Added a new vignette ‘Rcpp-introduction’ based on new PeerJ preprint, renamed existing introduction to ‘Rcpp-jss-2011’.

    • Transitioned all vignettes to the 'pinp' RMarkdown template (James Balamuta and Dirk Eddelbuettel in #755 addressing issue #604).

    • Added an entry on running 'compileAttributes()' twice to the Rcpp-FAQ (##745).

Thanks to CRANberries, you can also look at a diff to the previous release. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Wed, 27 Sep 2017

RcppZiggurat 0.1.4

ziggurats

A maintenance release of RcppZiggurat is now on the CRAN network for R. It switched the vignette to the our new pinp package and its two-column pdf default.

The RcppZiggurat package updates the code for the Ziggurat generator which provides very fast draws from a Normal distribution. The package provides a simple C++ wrapper class for the generator improving on the very basic macros, and permits comparison among several existing Ziggurat implementations. This can be seen in the figure where Ziggurat from this package dominates accessing the implementations from the GSL, QuantLib and Gretl---all of which are still way faster than the default Normal generator in R (which is of course of higher code complexity).

The NEWS file entry below lists all changes.

Changes in version 0.1.4 (2017-07-27)

  • The vignette now uses the pinp package in two-column mode.

  • Dynamic symbol registration is now enabled.

Courtesy of CRANberries, there is also a diffstat report for the most recent release. More information is on the RcppZiggurat 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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Tue, 26 Sep 2017

RcppAnnoy 0.0.10

A few short weeks after the more substantial 0.0.9 release of RcppAnnoy, we have a quick bug-fix update.

RcppAnnoy is our Rcpp-based R integration of the nifty Annoy library by Erik. Annoy is a small and lightweight C++ template header library for very fast approximate nearest neighbours.

Michaël Benesty noticed that our getItemsVector() function didn't, ahem, do much besides crashing. Simple bug, they happen--now fixed, and a unit test added.

Changes in this version are summarized here:

Changes in version 0.0.10 (2017-09-25)

  • The getItemsVector() function no longer crashes (#24)

Courtesy of CRANberries, there is also a diffstat report for this 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.

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Sun, 24 Sep 2017

RcppGSL 0.3.3

A maintenance update RcppGSL 0.3.3 is now on CRAN. It switched the vignette to the our new pinp package and its two-column pdf default.

The RcppGSL package provides an interface from R to the GNU GSL using the Rcpp package.

No user-facing new code or features were added. The NEWS file entries follow below:

Changes in version 0.3.3 (2017-09-24)

  • We also check for gsl-config at package load.

  • The vignette now uses the pinp package in two-column mode.

  • Minor other fixes to package and testing infrastructure.

Courtesy of CRANberries, a summary of changes to the most recent release is available.

More information is on the RcppGSL page. Questions, comments etc should go to the issue tickets 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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Sat, 23 Sep 2017

RcppCNPy 0.2.7

A new version of the RcppCNPy package arrived on CRAN yesterday.

RcppCNPy provides R with read and write access to NumPy files thanks to the cnpy library by Carl Rogers.

This version updates internals for function registration, but otherwise mostly switches the vignette over to the shiny new pinp two-page template and package.

Changes in version 0.2.7 (2017-09-22)

  • Vignette updated to Rmd and use of pinp package

  • File src/init.c added for dynamic registration

CRANberries also provides a diffstat report for the latest release. As always, feedback is welcome and the best place to start a discussion may be the GitHub issue tickets 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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RcppClassic 0.9.8

A bug-fix release RcppClassic 0.9.8 for the very recent 0.9.7 release which fixes a build issue on macOS introduced in 0.9.7. No other changes.

Courtesy of CRANberries, there are changes relative 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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Sun, 17 Sep 2017

RcppClassic 0.9.7

A rather boring and otherwise uneventful release 0.9.7 of RcppClassic is now at CRAN. This package provides a maintained version of the otherwise deprecated first Rcpp API; no new projects should use it.

Once again no changes in user-facing code. But this makes it the first package to use the very new and shiny pinp package as the backend for its vignette, now converted to Markdown---see here for this new version. We also updated three sources files for tabs versus spaces as the current g++ version complained (correctly !!) about misleading indents. Otherwise a file src/init.c was added for dynamic registration, the Travis CI runner script was updated to using run.sh from our r-travis fork, and we now strip the library after they have been built. Again, no user code changes.

And no iterate: nobody should use this package. Rcpp is so much better in so many ways---this one is simply available as we (quite strongly) believe that APIs are contracts, and as such we hold up our end of the deal.

Courtesy of CRANberries, there are changes relative 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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Wed, 13 Sep 2017

RcppMsgPack 0.2.0

A new and much enhanced version of RcppMsgPack arrived on CRAN a couple of days ago. It came together following this email to the r-package-devel list which made it apparent that Travers Ching had been working on MessagePack converters for R which required the very headers I had for use from, inter alia, the RcppRedis package.

So we joined our packages. I updated the headers in RcppMsgPack to the current upstream version 2.1.5 of MessagePack, and Travers added his helper functions allow direct packing / unpacking of MessagePack objects at the R level, as well as tests and a draft vignette. Very exciting, and great to have a coauthor!

So now RcppMspPack provides R with both MessagePack header files for use via C++ (or C, if you must) packages such as RcppRedis --- and direct conversion routines at the R prompt.

MessagePack itself is an efficient binary serialization format. It lets you exchange data among multiple languages like JSON. But it is faster and smaller. Small integers are encoded into a single byte, and typical short strings require only one extra byte in addition to the strings themselves.

Changes in version 0.2.0 (2017-09-07)

  • Added support for building on Windows

  • Upgraded to MsgPack 2.1.5 (#3)

  • New R functions to manipulate MsgPack objects: msgpack_format, msgpack_map, msgpack_pack, msgpack_simplify, mgspack_unpack (#4)

  • New R functions also available as msgpackFormat, msgpackMap, msgpackPack, msgpackSimplify, mgspackUnpack (#4)

  • New vignette (#4)

  • New tests (#4)

Courtesy of CRANberries, there is also a diffstat report for this release. More information is on the RcppRedis page.

More information may be on the RcppMsgPack page. Issues and bugreports should go to the GitHub issue tracker.

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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RcppRedis 0.1.8

A new minor release of RcppRedis arrived on CRAN last week, following the release 0.2.0 of RcppMsgPack which brought the MsgPack headers forward to release 2.1.5. This required a minor and rather trivial change in the code. When the optional RcppMsgPack package is used, we now require this version 0.2.0 or later.

We made a few internal updates to the package as well.

Changes in version 0.1.8 (2017-09-08)

  • A new file init.c was added with calls to R_registerRoutines() and R_useDynamicSymbols()

  • Symbol registration is enabled in useDynLib

  • Travis CI was updated to using run.sh

  • The (optional MessagePack) code was updated for MsgPack 2.*

Courtesy of CRANberries, there is also a diffstat report for this release. More information is on the RcppRedis 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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Thu, 31 Aug 2017

RcppAnnoy 0.0.9

An new version 0.0.9 of RcppAnnoy, our Rcpp-based R integration of the nifty Annoy library by Erik, is now on CRAN. Annoy is a small and lightweight C++ template header library for very fast approximate nearest neighbours.

This release corrects an issue for Windows users discovered by GitHub user 'khoran' who later also suggested the fix of binary mode. It upgrades to Annoy release 1.9.1 and brings its new Manhattan distance to RcppAnnoy. A number of unit tests were added as well, and we updated some packaging internals such as symbol registration.

And I presume I had a good streak emailing with Uwe's robots as the package made it onto CRAN rather smoothly within ten minutes of submission:

RcppAnnou to CRAN 

Changes in this version are summarized here:

Changes in version 0.0.9 (2017-08-31)

  • Synchronized with Annoy upstream version 1.9.1

  • Minor updates in calls and tests as required by annoy 1.9.1

  • New Manhattan distance modules along with unit test code

  • Additional unit tests from upstream test code carried over

  • Binary mode is used for save (as suggested by @khoran in #21)

  • A new file init.c was added with calls to R_registerRoutines() and R_useDynamicSymbols()

  • Symbol registration is enabled in useDynLib

Courtesy of CRANberries, there is also a diffstat report for this 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.

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Tue, 29 Aug 2017

RcppArmadillo 0.7.960.1.2

armadillo image

A second fix-up release is needed following on the recent bi-monthly RcppArmadillo release as well as the initial follow-up as it turns out that OS X / macOS is so darn special that it needs an entire separate treatment for OpenMP. Namely to turn it off entirely...

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 384 other packages on CRAN---an increase of 54 since the CRAN release in June!

Changes in RcppArmadillo version 0.7.960.1.2 (2017-08-29)

  • On macOS, OpenMP support is now turned off (#170).

  • The package is now compiling under the C++11 standard (#170).

  • The vignette dependency is correctly set (James and Dirk in #168 and #169)

Courtesy of CRANberries, there is a diffstat report. 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.

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Mon, 28 Aug 2017

RcppSMC 0.2.0

A new version 0.2.0 of the RcppSMC package arrived on CRAN earlier today (as a very quick pretest-publish within minutes of submission).

RcppSMC provides Rcpp-based bindings to R for the Sequential Monte Carlo Template Classes (SMCTC) by Adam Johansen described in his JSS article.

This release 0.2.0 is chiefly the work of Leah South, a Ph.D. student at Queensland University of Technology, who was during the last few months a Google Summer of Code student mentored by Adam and myself. It was pleasure to work with Leah on this, and see her progress. Our congratulations to Leah for a job well done!

Changes in RcppSMC version 0.2.0 (2017-08-28)

  • Also use .registration=TRUE in useDynLib in NAMESPACE

  • Multiple Sequential Monte Carlo extensions (Leah South as part of Google Summer of Code 2017)

    • Switching to population level objects (#2 and #3).

    • Using Rcpp attributes (#2).

    • Using automatic RNGscope (#4 and #5).

    • Adding multiple normalising constant estimators (#7).

    • Static Bayesian model example: linear regression (#10 addressing #9).

    • Adding a PMMH example (#13 addressing #11).

    • Framework for additional algorithm parameters and adaptation (#19 addressing #16; also #24 addressing #23).

    • Common adaptation methods for static Bayesian models (#20 addressing #17).

    • Supporting MCMC repeated runs (#21).

    • Adding adaptation to linear regression example (#22 addressing #18).

Courtesy of CRANberries, there is a diffstat report for this release.

More information is on the RcppSMC page. Issues and bugreports should go to the GitHub issue tracker.

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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Wed, 23 Aug 2017

Rcpp now used by 10 percent of CRAN packages

10 percent of CRAN packages

Over the last few days, Rcpp passed another noteworthy hurdle. It is now used by over 10 percent of packages on CRAN (as measured by Depends, Imports and LinkingTo, but excluding Suggests). As of this morning 1130 packages use Rcpp out of a total of 11275 packages. The graph on the left shows the growth of both outright usage numbers (in darker blue, left axis) and relative usage (in lighter blue, right axis).

Older posts on this blog took note when Rcpp passed round hundreds of packages, most recently in April for 1000 packages. The growth rates for both Rcpp, and of course CRAN, are still staggering. A big thank you to everybody who makes this happen, from R Core and CRAN to all package developers, contributors, and of course all users driving this. We have built ourselves a rather impressive ecosystem.

So with that a heartfelt Thank You! to all users and contributors of R, CRAN, and of course Rcpp, for help, suggestions, bug reports, documentation, encouragement, and, of course, code.

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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Sun, 20 Aug 2017

RcppArmadillo 0.7.960.1.1

armadillo image

On the heels of the very recent bi-monthly RcppArmadillo release comes a quick bug-fix release 0.7.960.1.1 which just got onto CRAN (and I will ship a build to Debian in a moment).

There were three distinct issues I addressed in three quick pull requests:

  • The excellent Google Summer of Code work by Binxiang Ni had only encountered direct use of sparse matrices as produced by the Matrix. However, while we waited for 0.7.960.1.0 to make it onto CRAN, the quanteda package switched to derived classes---which we now account for via the is() method of our S4 class. Thanks to Kevin Ushey for reminding me we had is().
  • We somehow missed to account for the R 3.4.* and Rcpp 0.12.{11,12} changes for package registration (with .registration=TRUE), so ensured we only have one fastLm symbol.
  • The build did not take not too well to systems without OpenMP, so we now explicitly unset supported via an Armadillo configuration variable. In general, client packages probably want to enable C++11 support when using OpenMP (explicitly) but we prefer to not upset too many (old) users. However, our configure check now also wants g++ 4.7.2 or later just like Armadillo.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 382 other packages on CRAN---an increase of 52 since the CRAN release in June!

Changes in this release relative to the previous CRAN release are as follows:

Changes in RcppArmadillo version 0.7.960.1.1 (2017-08-20)

  • Added improved check for inherited S4 matrix classes (#162 fixing #161)

  • Changed fastLm C++ function to fastLm_impl to not clash with R method (#164 fixing #163)

  • Added OpenMP check for configure (#166 fixing #165)

Courtesy of CRANberries, there is a diffstat report. 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.

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Thu, 17 Aug 2017

RcppArmadillo 0.7.960.1.0

armadillo image

The bi-monthly RcppArmadillo release is out with a new version 0.7.960.1.0 which is now on CRAN, and will get to Debian in due course.

And it is a big one. Lots of nice upstream changes from Armadillo, and lots of work on our end as the Google Summer of Code project by Binxiang Ni, plus a few smaller enhancements -- see below for details.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 379 other packages on CRAN---an increase of 49 since the last CRAN release in June!

Changes in this release relative to the previous CRAN release are as follows:

Changes in RcppArmadillo version 0.7.960.1.0 (2017-08-11)

  • Upgraded to Armadillo release 7.960.1 (Northern Banana Republic Deluxe)

    • faster randn() when using OpenMP (NB: usually omitted when used fromR)

    • faster gmm_diag class, for Gaussian mixture models with diagonal covariance matrices

    • added .sum_log_p() to the gmm_diag class

    • added gmm_full class, for Gaussian mixture models with full covariance matrices

    • expanded .each_slice() to optionally use OpenMP for multi-threaded execution

  • Upgraded to Armadillo release 7.950.0 (Northern Banana Republic)

    • expanded accu() and sum() to use OpenMP for processing expressions with computationally expensive element-wise functions

    • expanded trimatu() and trimatl() to allow specification of the diagonal which delineates the boundary of the triangular part

  • Enhanced support for sparse matrices (Binxiang Ni as part of Google Summer of Code 2017)

    • Add support for dtCMatrix and dsCMatrix (#135)

    • Add conversion and unit tests for dgT, dtT and dsTMatrix (#136)

    • Add conversion and unit tests for dgR, dtR and dsRMatrix (#139)

    • Add conversion and unit tests for pMatrix and ddiMatrix (#140)

    • Rewrite conversion for dgT, dtT and dsTMatrix, and add file-based tests (#142)

    • Add conversion and unit tests for indMatrix (#144)

    • Rewrite conversion for ddiMatrix (#145)

    • Add a warning message for matrices that cannot be converted (#147)

    • Add new vignette for sparse matrix support (#152; Dirk in #153)

    • Add support for sparse matrix conversion from Python SciPy (#158 addressing #141)

  • Optional return of row or column vectors in collapsed form if appropriate #define is set (Serguei Sokol in #151 and #154)

  • Correct speye() for non-symmetric cases (Qiang Kou in #150 closing #149).

  • Ensure tests using Scientific Python and reticulate are properly conditioned on the packages being present.

  • Added .aspell/ directory with small local directory now supported by R-devel.

Courtesy of CRANberries, there is a diffstat report. 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.

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Wed, 19 Jul 2017

RcppAPT 0.0.4

A new version of RcppAPT -- our interface from R to the C++ library behind the awesome apt, apt-get, apt-cache, ... commands and their cache powering Debian, Ubuntu and the like -- arrived on CRAN yesterday.

We added a few more functions in order to compute on the package graph. A concrete example is shown in this vignette which determines the (minimal) set of remaining Debian packages requiring a rebuild under R 3.4.* to update their .C() and .Fortran() registration code. It has been used for the binNMU request #868558.

As we also added a NEWS file, its (complete) content covering all releases follows below.

Changes in version 0.0.4 (2017-07-16)

  • New function getDepends

  • New function reverseDepends

  • Added package registration code

  • Added usage examples in scripts directory

  • Added vignette, also in docs as rendered copy

Changes in version 0.0.3 (2016-12-07)

  • Added dumpPackages, showSrc

Changes in version 0.0.2 (2016-04-04)

  • Added reverseDepends, dumpPackages, showSrc

Changes in version 0.0.1 (2015-02-20)

  • Initial version with getPackages and hasPackages

A bit more information about the package is available here as well as as 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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Sat, 15 Jul 2017

Rcpp 0.12.12: Rounding some corners

The twelveth update in the 0.12.* series of Rcpp landed on CRAN this morning, following two days of testing at CRAN preceded by five full reverse-depends checks we did (and which are always logged in this GitHub repo). The Debian package has been built and uploaded; Windows and macOS binaries should follow at CRAN as usual. This 0.12.12 release follows the 0.12.0 release from late July, the 0.12.1 release in September, the 0.12.2 release in November, the 0.12.3 release in January, the 0.12.4 release in March, the 0.12.5 release in May, the 0.12.6 release in July, the 0.12.7 release in September, the 0.12.8 release in November, the 0.12.9 release in January, the 0.12.10.release in March, and the 0.12.11.release in May making it the sixteenth release at the steady and predictable bi-montly release frequency.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 1097 packages (and hence 71 more since the last release in May) on CRAN depend on Rcpp for making analytical code go faster and further, along with another 91 in BioConductor.

This releases contain a fairly large number of fairly small and focused pull requests most of which either correct some corner cases or improve other aspects. JJ tirelessly improved the package registration added in the previous release and following R 3.4.0. Kirill tidied up a number of small issues allowing us to run compilation in even more verbose modes---usually a good thing. Jeroen, Elias Pipping and Yo Gong all contributed as well, and we thank everybody for their contributions.

All changes are listed below in some detail.

Changes in Rcpp version 0.12.12 (2017-07-13)

  • Changes in Rcpp API:

    • The tinyformat.h header now ends in a newline (#701).

    • Fixed rare protection error that occurred when fetching stack traces during the construction of an Rcpp exception (Kirill Müller in #706).

    • Compilation is now also possibly on Haiku-OS (Yo Gong in #708 addressing #707).

    • Dimension attributes are explicitly cast to int (Kirill Müller in #715).

    • Unused arguments are no longer declared (Kirill Müller in #716).

    • Visibility of exported functions is now supported via the R macro atttribute_visible (Jeroen Ooms in #720).

    • The no_init() constructor accepts R_xlen_t (Kirill Müller in #730).

    • Loop unrolling used R_xlen_t (Kirill Müller in #731).

    • Two unused-variables warnings are now avoided (Jeff Pollock in #732).

  • Changes in Rcpp Attributes:

    • Execute tools::package_native_routine_registration_skeleton within package rather than current working directory (JJ in #697).

    • The R portion no longer uses dir.exists to no require R 3.2.0 or newer (Elias Pipping in #698).

    • Fix native registration for exports with name attribute (JJ in #703 addressing #702).

    • Automatically register init functions for Rcpp Modules (JJ in #705 addressing #704).

    • Add Shield around parameters in Rcpp::interfaces (JJ in #713 addressing #712).

    • Replace dot (".") with underscore ("_") in package names when generating native routine registrations (JJ in #722 addressing #721).

    • Generate C++ native routines with underscore ("_") prefix to avoid exporting when standard exportPattern is used in NAMESPACE (JJ in #725 addressing #723).

Thanks to CRANberries, you can also look at a diff to the previous release. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Wed, 21 Jun 2017

RcppCCTZ 0.2.3 (and 0.2.2)

A new minor version 0.2.3 of RcppCCTZ is now on CRAN.

RcppCCTZ uses Rcpp to bring CCTZ to R. CCTZ is a C++ library for translating between absolute and civil times using the rules of a time zone. In fact, it is two libraries. One for dealing with civil time: human-readable dates and times, and one for converting between between absolute and civil times via time zones. The RcppCCTZ page has a few usage examples and details.

This version ensures that we set the TZDIR environment variable correctly on the old dreaded OS that does not come with proper timezone information---an issue which had come up while preparing the next (and awesome, trust me) release of nanotime. It also appears that I failed to blog about 0.2.2, another maintenance release, so changes for both are summarised next.

Changes in version 0.2.3 (2017-06-19)

  • On Windows, the TZDIR environment variable is now set in .onLoad()

  • Replaced init.c with registration code inside of RcppExports.cpp thanks to Rcpp 0.12.11.

Changes in version 0.2.2 (2017-04-20)

  • Synchronized with upstream CCTZ

  • The time_point object is instantiated explicitly for nanosecond use which appears to be required on macOS

We also have a diff to the previous version thanks to CRANberries. More details are at the RcppCCTZ page; code, issue tickets etc at the GitHub repository.

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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Mon, 12 Jun 2017

RcppMsgPack 0.1.1

A new package! Or at least new on CRAN as the very initial version 0.1.0 had been available via the ghrr drat for over a year. But now we have version 0.1.1 to announce as a CRAN package.

RcppMspPack provides R with MessagePack header files for use via C++ (or C, if you must) packages such as RcppRedis.

MessagePack itself is an efficient binary serialization format. It lets you exchange data among multiple languages like JSON. But it is faster and smaller. Small integers are encoded into a single byte, and typical short strings require only one extra byte in addition to the strings themselves.

MessagePack is used by Redis and many other projects, and has bindings to just about any language.

To use this package, simply add it to the LinkingTo: field in the DESCRIPTION field of your R package---and the R package infrastructure tools will then know how to set include flags correctly on all architectures supported by R.

More information may be on the RcppMsgPack page. Issues and bugreports should go to the GitHub issue tracker.

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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Sun, 04 Jun 2017

RcppArmadillo 0.7.900.2.0

armadillo image

The new RcppArmadillo release 0.7.900.2.0 is now on CRAN, and the Debian package was just updated as well.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 350 other packages on CRAN---an increase of 32 since the last CRAN release of 0.7.800.2.0 in April!

With the 7.900.* series of Armadillo, Conrad has started to more fully utilize OpenMP (also see Wikipedia on OpenMP) for operations that can be parallelized. To use this in your package you need to update its src/Makevars{,.win} file similarly to what the skeleton default now uses

PKG_CXXFLAGS = $(SHLIB_OPENMP_CXXFLAGS) 
PKG_LIBS = $(SHLIB_OPENMP_CFLAGS) $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)

and you may want to enable C++11 while you are at it---though this may pose issues with older-than-ancient RHEL installations which are still (way too) pervasive so we do not do it by default (yet).

Here, we once again rely on the build infrastructure automagically provided by R itself: if and when OpenMP is available, R will use it via $(SHLIB_OPENMP_CXXFLAGS) etc; see the fine WRE manual for details. That said, some operating systems make this harder than other, and macOS usually takes the crown. See for example this blog post by James for surviving in that environment. I am a little short of details because on Linux these things just work, and have for well over a decade. The rcpp-devel mailing list will be the best place for questions.

Changes in this release relative to the previous CRAN release are as follows:

Changes in RcppArmadillo version 0.7.900.2.0 (2017-06-02)

  • Upgraded to Armadillo release 7.900.2 (Evil Banana Republic)

    • Expanded clamp() to handle cubes

    • Computationally expensive element-wise functions (such as exp(), log(), cos(), etc) can now be automatically sped up via OpenMP; this requires a C++11/C++14 compiler with OpenMP 3.0+ support for GCC and clang compilers

    • One caveat: when using GCC, use of -march=native in conjunction with -fopenmp may lead to speed regressions on recent processors

  • Added gcc 7 to support compiler check (James Balamuta in #128 addressing #126).

  • A unit test helper function for rmultinom was corrected (#133).

  • OpenMP support was added to the skeleton helper in inline.R

Courtesy of CRANberries, there is a diffstat report. 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.

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Tue, 23 May 2017

Rcpp 0.12.11: Loads of goodies

The elevent update in the 0.12.* series of Rcpp landed on CRAN yesterday following the initial upload on the weekend, and the Debian package and Windows binaries should follow as usual. The 0.12.11 release follows the 0.12.0 release from late July, the 0.12.1 release in September, the 0.12.2 release in November, the 0.12.3 release in January, the 0.12.4 release in March, the 0.12.5 release in May, the 0.12.6 release in July, the 0.12.7 release in September, the 0.12.8 release in November, the 0.12.9 release in January, and the 0.12.10.release in March --- making it the fifteenth release at the steady and predictable bi-montly release frequency.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 1026 packages on CRAN depend on Rcpp for making analytical code go faster and further, along with another 91 in BioConductor.

This releases follows on the heels of R's 3.4.0 release and addresses on or two issues from the transition, along with a literal boatload of other fixes and enhancements. James "coatless" Balamuta was once restless in making the documentation better, Kirill Mueller addressed a number of more obscure compiler warnings (triggered under under -Wextra and the like), Jim Hester improved excecption handling, and much more mostly by the Rcpp Core team. All changes are listed below in some detail.

One big change that JJ made is that Rcpp Attributes also generate the now-almost-required package registration. (For background, I blogged about this one, two, three times.) We tested this, and do not expect it to throw curveballs. If you have an existing src/init.c, or if you do not have registration set in your NAMESPACE. It should cover most cases. But one never knows, and one first post-release buglet related to how devtools tests things has already been fixed in this PR by JJ.

Changes in Rcpp version 0.12.11 (2017-05-20)

  • Changes in Rcpp API:

    • Rcpp::exceptions can now be constructed without a call stack (Jim Hester in #663 addressing #664).

    • Somewhat spurious compiler messages under very verbose settings are now suppressed (Kirill Mueller in #670, #671, #672, #687, #688, #691).

    • Refreshed the included tinyformat template library (James Balamuta in #674 addressing #673).

    • Added printf-like syntax support for exception classes and variadic templating for Rcpp::stop and Rcpp::warning (James Balamuta in #676).

    • Exception messages have been rewritten to provide additional information. (James Balamuta in #676 and #677 addressing #184).

    • One more instance of Rf_mkString is protected from garbage collection (Dirk in #686 addressing #685).

    • Two exception specification that are no longer tolerated by g++-7.1 or later were removed (Dirk in #690 addressing #689)

  • Changes in Rcpp Documentation:

  • Changes in Rcpp Sugar:

    • Added sugar function trimws (Nathan Russell in #680 addressing #679).
  • Changes in Rcpp Attributes:

    • Automatically generate native routine registrations (JJ in #694)

    • The plugins for C++11, C++14, C++17 now set the values R 3.4.0 or later expects; a plugin for C++98 was added (Dirk in #684 addressing #683).

  • Changes in Rcpp support functions:

    • The Rcpp.package.skeleton() function now creates a package registration file provided R 3.4.0 or later is used (Dirk in #692)

Thanks to CRANberries, you can also look at a diff to the previous release. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Tue, 16 May 2017

Upcoming Rcpp Talks

Very excited about the next few weeks which will cover a number of R conferences, workshops or classes with talks, mostly around Rcpp and one notable exception:

  • May 19: Rcpp: From Simple Examples to Machine learning, pre-conference workshop at our R/Finance 2017 conference here in Chicago

  • May 26: Extending R with C++: Motivation and Examples, invited keynote at R à Québec 2017 at Université Laval in Quebec City, Canada

  • June 28-29: Higher-Performance R Programming with C++ Extensions, two-day course at the Zuerich R Courses @ U Zuerich in Zuerich, Switzerland

  • July 3: Rcpp at 1000+ reverse depends: Some Lessons Learned (working title), at DSC 2017 preceding useR! 2017 in Brussels, Belgium

  • July 4: Extending R with C++: Motivation, Introduction and Examples, tutorial preceding useR! 2017 in Brussels, Belgium

  • July 5, 6, or 7: Hosting Data Packages via drat: A Case Study with Hurricane Exposure Data, accepted presentation, joint with Brooke Anderson

If you are near one those events, interested and able to register (for the events requiring registration), I would love to chat before or after.

/code/rcpp | permanent link

Fri, 05 May 2017

RcppEigen 0.3.3.3.0

A new RcppEigen release 0.3.3.3.0 was put into CRAN (and Debian) a few days ago. It brings Eigen 3.3.* to R.

Once again, Yixuan Qiu did most of the heavy lifting over a multi-month period as some adjustments needed to be made in the package itself, along with coordination downstream.

The complete NEWS file entry follows.

Changes in RcppEigen version 0.3.3.3.0 (2017-04-29)

  • Updated to version 3.3.3 of Eigen

  • Fixed incorrect function names in the examples, thanks to Ching-Chuan Chen

  • The class MappedSparseMatrix<T> has been deprecated since Eigen 3.3.0. The new structure Map<SparseMatrix<T> > should be used instead

  • Exporters for the new type Map<SparseMatrix<T> > were added

  • Travis CI is now driven via run.sh from our forked r-travis

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.

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Tue, 25 Apr 2017

RcppTOML 0.1.3

A bug fix release of RcppTOML arrived on CRAN today. Table arrays were (wrongly) not allowing for nesting; a simply recursion fix addresses this.

RcppTOML brings TOML to R. TOML is a file format that is most suitable for configurations, as it is meant to be edited by humans but read by computers. It emphasizes strong readability for humans while at the same time supporting strong typing as well as immediate and clear error reports. On small typos you get parse errors, rather than silently corrupted garbage. Much preferable to any and all of XML, JSON or YAML -- though sadly these may be too ubiquitous now. TOML is making good inroads with newer and more flexible projects such as the Hugo static blog compiler, or the Cargo system of Crates (aka "packages") for the Rust language.

Changes in version 0.1.3 (2017-04-25)

  • Nested TableArray types are now correctly handled (#16)

Courtesy of CRANberries, there is a diffstat report for this release.

More information is on the RcppTOML page page. Issues and bugreports should go to the GitHub issue tracker.

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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Wed, 19 Apr 2017

RcppQuantuccia 0.0.1

New package! And, as it happens, a effectively a subset or variant of one my oldest packages, RQuantLib.

Fairly recently, Peter Caspers started to put together a header-only subset of QuantLib. He called this Quantuccia, and, upon me asking, said that it stands for "little sister" of QuantLib. Very nice.

One design goal is to keep Quantuccia header-only. This makes distribution and deployment much easier. In the fifteen years that we have worked with QuantLib by providing the R bindings via RQuantLib, it has always been a concern to provide current QuantLib libraries on all required operating systems. Many people helped over the years but it is still an issue, and e.g. right now we have no Windows package as there is no library build it against.

Enter RcppQuantuccia. It only depends on R, Rcpp (for seamless R and C++ integrations) and BH bringing Boost headers. This will make it much easier to have Windows and macOS binaries.

So what can it do right now? We started with calendaring, and you can compute date pertaining to different (ISDA and other) business day conventions, and compute holiday schedules. Here is one example computing inter alia under the NYSE holiday schedule common for US equity and futures markets:

R> library(RcppQuantuccia)
R> fromD <- as.Date("2017-01-01")
R> toD <- as.Date("2017-12-31")
R> getHolidays(fromD, toD)        # default calender ie TARGET
[1] "2017-04-14" "2017-04-17" "2017-05-01" "2017-12-25" "2017-12-26"
R> setCalendar("UnitedStates")
R> getHolidays(fromD, toD)        # US aka US::Settlement
[1] "2017-01-02" "2017-01-16" "2017-02-20" "2017-05-29" "2017-07-04" "2017-09-04"
[7] "2017-10-09" "2017-11-10" "2017-11-23" "2017-12-25"
R> setCalendar("UnitedStates::NYSE")
R> getHolidays(fromD, toD)        # US New York Stock Exchange
[1] "2017-01-02" "2017-01-16" "2017-02-20" "2017-04-14" "2017-05-29" "2017-07-04"
[7] "2017-09-04" "2017-11-23" "2017-12-25"
R>

The GitHub repo already has a few more calendars, and more are expected. Help is of course welcome for both this, and for porting over actual quantitative finance calculations.

More information is on the RcppQuantuccia page. Issues and bugreports should go to the GitHub issue tracker.

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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Sat, 15 Apr 2017

Rcpp now used by 1000 CRAN packages

800 Rcpp packages

Moments ago Rcpp passed a big milestone as there are now 1000 packages on CRAN depending on it (as measured by Depends, Imports and LinkingTo, but excluding Suggests). The graph is on the left depicts the growth of Rcpp usage over time.

One easy way to compute such reverse dependency counts is the tools::dependsOnPkgs() function that was just mentioned in yesterday's R^4 blog post. Another way is to use the reverse_dependencies_with_maintainers() function from this helper scripts file on CRAN. Lastly, devtools has a function revdep() but it has the wrong default parameters as it includes Suggests: which you'd have to override to get the count I use here (it currently gets 1012 in this wider measure).

Rcpp cleared 300 packages in November 2014. It passed 400 packages in June 2015 (when I only tweeted about it), 500 packages in late October 2015, 600 packages last March, 700 packages last July, 800 packages last October and 900 packages early January. The chart extends to the very beginning via manually compiled data from CRANberries and checked with crandb. The next part uses manually saved entries. The core (and by far largest) part of the data set was generated semi-automatically via a short script appending updates to a small file-based backend. A list of packages using Rcpp is kept on this page.

Also displayed in the graph is the relative proportion of CRAN packages using Rcpp. The four per-cent hurdle was cleared just before useR! 2014 where I showed a similar graph (as two distinct graphs) in my invited talk. We passed five percent in December of 2014, six percent July of 2015, seven percent just before Christmas 2015, eight percent last summer, and nine percent mid-December 2016. Ten percent is next; we may get there during the summer.

1000 user packages is a really large number. This puts a whole lot of responsibility on us in the Rcpp team as we continue to keep Rcpp as performant and reliable as it has been.

And with that a very big Thank You! to all users and contributors of Rcpp for help, suggestions, bug reports, documentation or, of course, code.

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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Thu, 13 Apr 2017

RcppArmadillo 0.7.800.2.0

armadillo image

A new RcppArmadillo version 0.7.800.2.0 is now on CRAN.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 318 other packages on CRAN -- an increase of 20 just since the last CRAN release of 0.7.600.1.0 in December!

Changes in this release relative to the previous CRAN release are as follows:

Changes in RcppArmadillo version 0.7.800.2.0 (2017-04-12)

  • Upgraded to Armadillo release 7.800.2 (Rogue State Redux)

    • The Armadillo license changed to Apache License 2.0
  • The DESCRIPTION file now mentions the Apache License 2.0, as well as the former MPL2 license used for earlier releases.

  • A new file init.c was added with calls to R_registerRoutines() and R_useDynamicSymbols()

  • Symbol registration is enabled in useDynLib

  • The fastLm example was updated

Courtesy of CRANberries, there is a diffstat report. 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.

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Sun, 26 Mar 2017

RcppTOML 0.1.2

A new release of RcppTOML is now on CRAN. This release fixes a few parsing issues for less frequently-used inputs: vectors of boolean or date(time) types, as well as table array input.

RcppTOML brings TOML to R. TOML is a file format that is most suitable for configurations, as it is meant to be edited by humans but read by computers. It emphasizes strong readability for humans while at the same time supporting strong typing as well as immediate and clear error reports. On small typos you get parse errors, rather than silently corrupted garbage. Much preferable to any and all of XML, JSON or YAML -- though sadly these may be too ubiquitous now. TOML is making good inroads with newer and more flexible projects such as the Hugo static blog compiler, or the Cargo system of Crates (aka "packages") for the Rust language.

Changes in version 0.1.2 (2017-03-26)

  • Dates and Datetimes in arrays in the input now preserve their types instead of converting to numeric vectors (#13)

  • Boolean vectors are also correctly handled (#14)

  • TableArray types are now stored as lists in a single named list (#15)

  • The README.md file was expanded with an example and screenshot.

  • Added file init.c with calls to R_registerRoutines() and R_useDynamicSymbols(); also use .registration=TRUE in useDynLib in NAMESPACE

  • Two example files were updated.

Courtesy of CRANberries, there is a diffstat report for this release.

More information is on the RcppTOML page page. Issues and bugreports should go to the GitHub issue tracker.

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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Sun, 19 Mar 2017

Rcpp 0.12.10: Some small fixes

The tenth update in the 0.12.* series of Rcpp just made it to the main CRAN repository providing GNU R with by now over 10,000 packages. Windows binaries for Rcpp, as well as updated Debian packages will follow in due course. This 0.12.10 release follows the 0.12.0 release from late July, the 0.12.1 release in September, the 0.12.2 release in November, the 0.12.3 release in January, the 0.12.4 release in March, the 0.12.5 release in May, the 0.12.6 release in July, the 0.12.7 release in September, the 0.12.8 release in November, and the 0.12.9 release in January --- making it the fourteenth release at the steady and predictable bi-montly release frequency.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 975 packages on CRAN depend on Rcpp for making analytical code go faster and further. That is up by sixtynine packages over the two months since the last release -- or just over a package a day!

The changes in this release are almost exclusively minor bugfixes and enhancements to documentation and features: James "coatless" Balamuta rounded out the API, Iñaki Ucar fixed a bug concerning one-character output, Jeroen Ooms allowed for finalizers on XPtr objects, Nathan Russell corrected handling of lower (upper) triangular matrices, Dan Dillon and I dealt with Intel compiler quirks for his algorithm.h header, and I added a C++17 plugin along with some (overdue!) documentation regarding the various C++ standards that are supported by Rcpp (which is in essence whatever your compiler supports, i.e., C++98, C++11, C++14 all the way to C++17 but always keep in mind what CRAN and different users may deploy).

Changes in Rcpp version 0.12.10 (2017-03-17)

  • Changes in Rcpp API:

    • Added new size attribute aliases for number of rows and columns in DataFrame (James Balamuta in #638 addressing #630).

    • Fixed single-character handling in Rstreambuf (Iñaki Ucar in #649 addressing #647).

    • XPtr gains a parameter finalizeOnExit to enable running the finalizer when R quits (Jeroen Ooms in #656 addressing #655).

  • Changes in Rcpp Sugar:

    • Fixed sugar functions upper_tri() and lower_tri() (Nathan Russell in #642 addressing #641).

    • The algorithm.h file now accomodates the Intel compiler (Dirk in #643 and Dan in #645 addressing issue #640).

  • Changes in Rcpp Attributes

    • The C++17 standard is supported with a new plugin (used eg for g++-6.2).
  • Changes in Rcpp Documentation:

    • An overdue explanation of how C++11, C++14, and C++17 can be used was added to the Rcpp FAQ.

Thanks to CRANberries, you can also look at a diff to the previous release. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Wed, 15 Mar 2017

RcppEigen 0.3.2.9.1

A new maintenance release 0.3.2.9.1 of RcppEigen, still based on Eigen 3.2.9 is now on CRAN and is now going into Debian soon.

This update ensures that RcppEigen and the Matrix package agree on their #define statements for the CholMod / SuiteSparse library. Thanks to Martin Maechler for the pull request. I also added a file src/init.c as now suggested (soon: requested) by the R CMD check package validation.

The complete NEWS file entry follows.

Changes in RcppEigen version 0.3.2.9.1 (2017-03-14)

  • Synchronize CholMod header file with Matrix package to ensure binary compatibility on all platforms (Martin Maechler in #42)

  • Added file init.c with calls to R_registerRoutines() and R_useDynamicSymbols(); also use .registration=TRUE in useDynLib in NAMESPACE

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.

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Sun, 05 Mar 2017

RcppGSL 0.3.2

The RcppGSL package provides an interface from R to the GNU GSL using the Rcpp package.

RcppGSL release 0.3.2 is one of several maintenance releases this weekend to fix an issue flagged by CRAN: calls to .Call() sometimes used package= where PACKAGE= was meant. This came up now while the registration mechanism is being reworked.

So RcppGSL was updated too, and we took the opportunity to bring several packaging aspects up to the newest standards, including support for the soon-to-be required registration of routines.

No new code or features were added. The NEWS file entries follow below:

Changes in version 0.3.2 (2017-03-04)

  • In the fastLm function, .Call now uses the correct PACKAGE= argument

  • Added file init.c with calls to R_registerRoutines() and R_useDynamicSymbols(); also use .registration=TRUE in useDynLib in NAMESPACE

  • The skeleton configuration for created packages was updated.

Courtesy of CRANberries, a summary of changes to the most recent release is available.

More information is on the RcppGSL page. Questions, comments etc should go to the issue tickets 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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RcppSMC 0.1.5

RcppSMC provides Rcpp-based bindings to R for them Sequential Monte Carlo Template Classes (SMCTC) by Adam Johansen described in his JSS article.

RcppSMC release 0.1.5 is one of several maintenance releases this weekend to fix an issue flagged by CRAN: calls to .Call() sometimes used package= where PACKAGE= was meant. This came up now while the registration mechanism is being reworked.

Hence RcppSMC was updated, and we took the opportunity to bring several packaging aspects up to the newest standards, including support for the soon-to-be required registration of routines.

No new code or features were added. The NEWS file entries follow below:

Changes in RcppSMC version 0.1.5 (2017-03-03)

  • Correct .Call to use PACKAGE= argument

  • DESCRIPTION, NAMESPACE, README.md changes to comply with current R CMD check levels

  • Added file init.c with calls to R_registerRoutines() and R_useDynamicSymbols()

  • Updated .travis.yml file for continuous integration

Courtesy of CRANberries, there is a diffstat report for this release.

More information is on the RcppSMC page. Issues and bugreports should go to the GitHub issue tracker.

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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Mon, 13 Feb 2017

RcppTOML 0.1.1

Following up on the somewhat important RcppTOML 0.1.0 releaseas which brought RcppTOML to Windows, we have a first minor update 0.1.1. Two things changed: once again updated upstream code from Chase Geigle's cpptoml which now supports Date types too, and we added the ability to parse TOML from strings as opposed to only from files.

TOML is a file format that is most suitable for configurations, as it is meant to be edited by humans but read by computers. It emphasizes strong readability for humans while at the same time supporting strong typing as well as immediate and clear error reports. On small typos you get parse errors, rather than silently corrupted garbage. Much preferable to any and all of XML, JSON or YAML -- though sadly these may be too ubiquitous now.
TOML is making good inroads with newer and more flexible projects such as the Hugo static blog compiler, or the Cargo system of Crates (aka "packages") for the Rust language.

Changes in version 0.1.1 (2017-xx-yy)

  • Synchronized multiple times with ccptoml upstream adding support for local datetime and local date and more (PR #9, #10, PR #11)

  • Dates are now first class types, some support for local versus UTC times was added (though it may be adviseable to stick with UTC)

  • Parsing from (R) character variables is now supported as well

  • Output from print.toml no longer prints extra newlines

Courtesy of CRANberries, there is a diffstat report for this release.

More information and examples are on the RcppTOML page. Issues and bugreports should go to the GitHub issue tracker.

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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Wed, 08 Feb 2017

RcppArmadillo 0.7.700.0.0

armadillo image

Time for another update of RcppArmadillo with a new release 0.7.700.0.0 based on a fresh Armadillo 7.700.0. Following my full reverse-dependency check of 318 package (commit of log here), CRAN took another day to check again.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 318 other packages on CRAN -- an increase of 20 just since the last CRAN release of 0.7.600.1.0 in December!

Changes in this release relative to the previous CRAN release are as follows:

Changes in RcppArmadillo version 0.7.700.0.0 (2017-02-07)

  • Upgraded to Armadillo release 7.700.0 ("Rogue State")

    • added polyfit() and polyval()

    • added second form of log_det() to directly return the result as a complex number

    • added range() to statistics functions

    • expanded trimatu()/trimatl() and symmatu()/symmatl() to handle sparse matrice

Changes in RcppArmadillo version 0.7.600.2.0 (2017-01-05)

  • Upgraded to Armadillo release 7.600.2 (Coup d'Etat Deluxe)

    • Bug fix to memory allocation for fields

Courtesy of CRANberries, there is a diffstat report. 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.

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Sat, 04 Feb 2017

RcppCCTZ 0.2.1

A new minor version 0.2.1, of RcppCCTZ is now on CRAN. It corrects a possible shortcoming and rounding in the conversion from internal representation (in C++11 using int64_t) to the two double values for seconds and nanoseconds handed to R. Two other minor changes are also summarized below.

RcppCCTZ uses Rcpp to bring CCTZ to R. CCTZ is a C++ library for translating between absolute and civil times using the rules of a time zone. In fact, it is two libraries. One for dealing with civil time: human-readable dates and times, and one for converting between between absolute and civil times via time zones. The RcppCCTZ page has a few usage examples and details.

The changes in this version are summarized here:

Changes in version 0.2.1 (2017-02-04)

  • Conversion from timepoint to two double values now rounds correctly (#14 closing #12, with thanks to Leonardo)

  • The Description was expanded to stress the need for a modern C++11 compiler; g++-4.8 (as on 'trusty' eg in Travis CI) works

  • Travis CI is now driven via run.sh from our fork

We also have a diff to the previous version thanks to CRANberries. More details are at the RcppCCTZ page; code, issue tickets etc at the GitHub repository.

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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Sun, 15 Jan 2017

Rcpp 0.12.9: Next round

Yesterday afternoon, the nineth update in the 0.12.* series of Rcpp made it to the CRAN network for GNU R. Windows binaries have by now been generated; and the package was updated in Debian too. This 0.12.9 release follows the 0.12.0 release from late July, the 0.12.1 release in September, the 0.12.2 release in November, the 0.12.3 release in January, the 0.12.4 release in March, the 0.12.5 release in May, the 0.12.6 release in July, the 0.12.7 release in September, and the 0.12.8 release in November --- making it the thirteenth release at the steady bi-montly release frequency.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 906 packages on CRAN depend on Rcpp for making analytical code go faster and further. That is up by sixthythree packages over the two months since the last release -- or about a package a day!

Some of the changes in this release are smaller and detail-oriented. We did squash one annoying bug (stemming from the improved exception handling) in Rcpp::stop() that hit a few people. Nathan Russell added a sample() function (similar to the optional one in RcppArmadillo; this required a minor cleanup by for small number of other packages which used both namespaces 'opened'. Date and Datetime objects now have format() methods and << output support. We now have coverage reports via covr as well. Last but not least James "coatless" Balamuta was once more tireless on documentation and API consistency --- see below for more details.

Changes in Rcpp version 0.12.9 (2017-01-14)

  • Changes in Rcpp API:

    • The exception stack message is now correctly demangled on all compiler versions (Jim Hester in #598)

    • Date and Datetime object and vector now have format methods and operator<< support (#599).

    • The size operator in Matrix is explicitly referenced avoiding a g++-6 issues (#607 fixing #605).

    • The underlying date calculation code was updated (#621, #623).

    • Addressed improper diagonal fill for non-symmetric matrices (James Balamuta in #622 addressing #619)

  • Changes in Rcpp Sugar:

    • Added new Sugar function sample() (Nathan Russell in #610 and #616).

    • Added new Sugar function Arg() (James Balamuta in #626 addressing #625).

  • Changes in Rcpp unit tests

    • Added Environment::find unit tests and an Environment::get(Symbol) test (James Balamuta in #595 addressing issue #594).

    • Added diagonal matrix fill tests (James Balamuta in #622 addressing #619)

  • Changes in Rcpp Documentation:

    • Exposed pointers macros were included in the Rcpp Extending vignette (MathurinD; James Balamuta in #592 addressing #418).

    • The file Rcpp.bib move to directory bib which is guaranteed to be present (#631).

  • Changes in Rcpp build system

    • Travis CI now also calls covr for coverage analysis (Jim Hester in PR #591)

Thanks to CRANberries, you can also look at a diff to the previous release. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Sun, 08 Jan 2017

RcppCCTZ 0.2.0

A new version, now at 0.2.0, of RcppCCTZ is now on CRAN. And it brings a significant change: windows builds! Thanks to Dan Dillon who dug deep enough into the libc++ sources from LLVM to port the std::get_time() function that is missing from the 4.* series of g++. And with Rtools being fixed at g++-4.9.3 this was missing for us here. Now we can parse dates for use by RcppCCTZ on Windows as well. That is important not only for RcppCCTZ but also particularly for the one package (so far) depending on it: nanotime.

CCTZ is a C++ library for translating between absolute and civil times using the rules of a time zone. In fact, it is two libraries. One for dealing with civil time: human-readable dates and times, and one for converting between between absolute and civil times via time zones. It requires only a proper C++11 compiler and the standard IANA time zone data base which standard Unix, Linux, OS X, ... computers tend to have in /usr/share/zoneinfo -- and for which R on Windows ships its own copy we can use. RcppCCTZ connects this library to R by relying on Rcpp.

The RcppCCTZ page has a few usage examples, as does the post announcing the previous release.

The changes in this version are summarized here:

Changes in version 0.2.0 (2017-01-08)

  • Windows compilation was enabled by defining OFFSET() and ABBR() for MinGW (#10 partially addressing #9)

  • Windows use completed with backport of std::get_time from LLVM's libc++ to enable strptime semantics (Dan Dillon in #11 completing #9)

  • Timezone information on Windows is supplied via R's own copy of zoneinfo with TZDIR set (also #10)

  • The interface to formatDouble was cleaned up

We also have a diff to the previous version thanks to CRANberries. More details are at the RcppCCTZ page; code, issue tickets etc at the GitHub repository.

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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Sat, 07 Jan 2017

Rcpp now used by 900 CRAN packages

800 Rcpp packages

Today, Rcpp passed another milestone as 900 packages on CRAN now depend on it (as measured by Depends, Imports and LinkingTo declarations). The graph is on the left depicts the growth of Rcpp usage over time.

The easiest way to compute this is to use the reverse_dependencies_with_maintainers() function from a helper scripts file on CRAN. This still gets one or two false positives of packages declaring a dependency but not actually containing C++ code and the like. There is also a helper function revdep() in the devtools package but it includes Suggests: which does not firmly imply usage, and hence inflates the count. I have always opted for a tighter count with corrections.

Rcpp cleared 300 packages in November 2014. It passed 400 packages in June 2015 (when I only tweeted about it), 500 packages in late October 2015, 600 packages last March, 700 packages last July and 800 packages last October. The chart extends to the very beginning via manually compiled data from CRANberries and checked with crandb. The next part uses manually saved entries. The core (and by far largest) part of the data set was generated semi-automatically via a short script appending updates to a small file-based backend. A list of packages using Rcpp is kept on this page.

Also displayed in the graph is the relative proportion of CRAN packages using Rcpp. The four per-cent hurdle was cleared just before useR! 2014 where I showed a similar graph (as two distinct graphs) in my invited talk. We passed five percent in December of 2014, six percent July of last year, seven percent just before Christmas eight percent this summer, and nine percent mid-December.

900 user packages is a really large number. This puts more than some responsibility on us in the Rcpp team as we continue to keep Rcpp as performant and reliable as it has been.

At the rate things are going, the big 1000 may be hit some time in April.

And with that a very big Thank You! to all users and contributors of Rcpp for help, suggestions, bug reports, documentation or, of course, code.

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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Thu, 05 Jan 2017

RcppTOML 0.1.0

Big news: RcppTOML now works on Windows too!

This package had an uneventful 2016 without a single update. Release 0.0.5 had come out in late 2015 and we had no bugs or issues to fix. We use the package daily in production: a key part of our parameterisation is in TOML files

In the summer, I took one brief stab at building on Windows now that R sports itself a proper C++11 compiler on Windows too. I got stuck over the not-uncommon problem of incomplete POSIX and/or C++11 support with MinGW and g++-4.9. And sadly ... I appears I wasn't quite awake enough to realize that the missing functionality was right there exposed by Rcpp! Having updated that date / datetime functionality very recently, I was in a better position to realize this when Devin Pastoor asked two days ago. I was able to make a quick suggestion which he tested, which I then refined ... here we are: RcppTOML on Windows too! (For the impatient: CRAN has reported that it has built the Windows binaries, they should hit mirrors such as this CRAN package for RcppTOML shortly.)

So what is this TOML thing, you ask? A file format, very suitable for configurations, meant to be edited by humans but read by computers. It emphasizes strong readability for humans while at the same time supporting strong typing as well as immediate and clear error reports. On small typos you get parse errors, rather than silently corrupted garbage. Much preferable to any and all of XML, JSON or YAML -- though sadly these may be too ubiquitous now. But TOML is making good inroads with newer and more flexible projects. The Hugo static blog compiler is one example; the Cargo system of Crates (aka "packages") for the Rust language is another example.

The new release updates the included cpptoml template header by Chase Geigle, brings the aforementioned Windows support and updates the Travis configuration. We also added a NEWS file for the first time so here are all changes so far:

Changes in version 0.1.0 (2017-01-05)

  • Added Windows support by relying on Rcpp::mktime00() (#6 and #8 closing #5 and #3)

  • Synchronized with cpptoml upstream (#9)

  • Updated Travis CI support via newer run.sh

Changes in version 0.0.5 (2015-12-19)

  • Synchronized with cpptoml upstream (#4)

  • Improved and extended examples

Changes in version 0.0.4 (2015-07-16)

  • Minor update of upstream cpptoml.h

  • More explicit call of utils::str()

  • Properly cope with empty lists (#2)

Changes in version 0.0.3 (2015-04-27)

  • First CRAN release after four weeks of initial development

Courtesy of CRANberries, there is a diffstat report for this release.

More information and examples are on the RcppTOML page. Issues and bugreports should go to the GitHub issue tracker.

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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Sun, 18 Dec 2016

RcppArmadillo 0.7.600.1.0

armadillo image

Earlier this week, Conrad released Armadillo 7.600.1. The corresponding RcppArmadillo release 0.7.600.1.0 is now on CRAN and in Debian. This follows several of rounds testing at our end with a full reverse-dependency of a pre-release version followed by another full reverse-depency check. Which was of course followed by CRAN testing for two more days.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 298 other packages on CRAN -- an increase of 24 just since the last CRAN release of 0.7.500.0.0 in October!

Changes in this release relative to the previous CRAN release 0.7.500.0.0 are as follows:

Changes in RcppArmadillo version 0.7.600.1.0 (2016-12-16)

  • Upgraded to Armadillo release 7.600.1 (Coup d'Etat Deluxe)

    • more accurate eigs_sym() and eigs_gen()

    • expanded floor(), ceil(), round(), trunc(), sign() to handle sparse matrices

    • added arg(), atan2(), hypot()

Changes in RcppArmadillo version 0.7.500.1.0 (2016-11-11)

  • Upgraded to Armadillo release 7.500.1

  • Small improvement to return value treatment

  • The sample.h extension was updated to the newer Armadillo interface. (Closes #111)

Courtesy of CRANberries, there is a diffstat report. 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.

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Mon, 12 Dec 2016

RcppCCTZ 0.1.0

A new version 0.1.0 of RcppCCTZ arrived on CRAN this morning. It brings a number of new or updated things, starting with new upstream code from CCTZ as well as a few new utility functions.

CCTZ is a C++ library for translating between absolute and civil times using the rules of a time zone. In fact, it is two libraries. One for dealing with civil time: human-readable dates and times, and one for converting between between absolute and civil times via time zones. It requires only a proper C++11 compiler and the standard IANA time zone data base which standard Unix, Linux, OS X, ... computers tend to have in /usr/share/zoneinfo. RcppCCTZ connects this library to R by relying on Rcpp.

A nice example is the helloMoon() function (based on an introductory example in the CCTZ documentation) showing the time when Neil Armstrong took a small step, relative to local time in New York and Sydney:

R> library(RcppCCTZ)
R> helloMoon(verbose=TRUE)
1969-07-20 22:56:00 -0400
1969-07-21 12:56:00 +1000
                   New_York                      Sydney 
"1969-07-20 22:56:00 -0400" "1969-07-21 12:56:00 +1000" 
R> 

The new formating and parsing functions are illustrated below with default arguments for format strings and timezones. All this can be customized as usual.

R> example(formatDatetime)

frmtDtR> now <- Sys.time()

frmtDtR> formatDatetime(now)            # current (UTC) time, in full precision RFC3339
[1] "2016-12-12T13:21:03.866711+00:00"

frmtDtR> formatDatetime(now, tgttzstr="America/New_York")  # same but in NY
[1] "2016-12-12T08:21:03.866711-05:00"

frmtDtR> formatDatetime(now + 0:4)     # vectorised
[1] "2016-12-12T13:21:03.866711+00:00" "2016-12-12T13:21:04.866711+00:00" "2016-12-12T13:21:05.866711+00:00"
[4] "2016-12-12T13:21:06.866711+00:00" "2016-12-12T13:21:07.866711+00:00"
R> example(parseDatetime)

prsDttR> ds <- getOption("digits.secs")

prsDttR> options(digits.secs=6) # max value

prsDttR> parseDatetime("2016-12-07 10:11:12",        "%Y-%m-%d %H:%M:%S");   # full seconds
[1] "2016-12-07 04:11:12 CST"

prsDttR> parseDatetime("2016-12-07 10:11:12.123456", "%Y-%m-%d %H:%M:%E*S"); # fractional seconds
[1] "2016-12-07 04:11:12.123456 CST"

prsDttR> parseDatetime("2016-12-07T10:11:12.123456-00:00")  ## default RFC3339 format
[1] "2016-12-07 04:11:12.123456 CST"

prsDttR> now <- trunc(Sys.time())

prsDttR> parseDatetime(formatDatetime(now + 0:4))               # vectorised
[1] "2016-12-12 07:21:17 CST" "2016-12-12 07:21:18 CST" "2016-12-12 07:21:19 CST"
[4] "2016-12-12 07:21:20 CST" "2016-12-12 07:21:21 CST"

prsDttR> options(digits.secs=ds)
R>

Changes in this version are summarized here:

Changes in version 0.1.0 (2016-12-11)

  • Synchronized with CCTZ upstream.

  • New parsing and formating helpers for Datetime vectors

  • New parsing and formating helpers for (two) double vectors representing full std::chrono nanosecond resolutions

  • Updated documentation and examples.

We also have a diff to the previous version thanks to CRANberries. More details are at the RcppCCTZ page; code, issue tickets etc at the GitHub repository.

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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Wed, 07 Dec 2016

RcppAPT 0.0.3

A new version of RcppAPT -- our interface from R to the C++ library behind the awesome apt, apt-get, apt-cache, ... commands and their cache powering Debian, Ubuntu and the like -- is now on CRAN.

We changed the package to require C++11 compilation as newer Debian systems with g++-6 and the current libapt-pkg-dev library cannot build under the C++98 standard which CRAN imposes (and let's not get into why ...). Once set to C++11 we have no issues. We also added more examples to the manual pages, and turned on code coverage.

A bit more information about the package is available here as well as as 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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Thu, 24 Nov 2016

RcppExamples 0.1.8

A new version of the RcppExamples package is now on CRAN.

The RcppExamples package provides a handful of short examples detailing by concrete working examples how to set up basic R data structures in C++. This version takes advantage of the updated date and datetime classes in Rcpp 0.12.8 (which are optional for now and being phased in while we deprecate the old ones).

A NEWS extract follows:

Changes in RcppExamples version 0.1.8 (2016-11-24)

  • Updated DateExample to show vector addition available under Rcpp 0.12.8 when the (currently still phased in and optional) new Date(time) classes are used via the define in src/Makevars,.win; with fallback code for older versions

  • Other minor edits to DESCRIPTION and README.md

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.

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Fri, 18 Nov 2016

Rcpp 0.12.8: And more goodies

Yesterday the eighth update in the 0.12.* series of Rcpp made it to the CRAN network for GNU R where the Windows binary has by now been generated too; the Debian package is on its way as well. This 0.12.8 release follows the 0.12.0 release from late July, the 0.12.1 release in September, the 0.12.2 release in November, the 0.12.3 release in January, the 0.12.4 release in March, the 0.12.5 release in May, the 0.12.6 release in July, and the 0.12.7 release in September --- making it the twelveth release at the steady bi-montly release frequency. While we are keeping with the pattern, we have managed to include quite a lot of nice stuff in this release. None of it is a major feauture, though, and so we have not increased the middle number.

Among the changes this release are (once again) much improved exception handling (thanks chiefly to Jim Hester), better large vector support (by Qiang), a number of Sugar extensions (mostly Nathan, Qiang and Dan) and beginnings of new DateVector and DatetimeVectors classes, and other changes detailed below. We plan to properly phase in the new date(time) classes. For now, you have to use a #define such as this one in Rcpp.h which remains commented-out for now. We plan to switch this on as the new default no earlier than twelve months from now.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 843 packages on CRAN depend on Rcpp for making analytical code go faster and further. That is up by eightyfour packages, or a full ten percent, just since the last release in early September!

Again, we are lucky to have such a large group of contributors. Among them, we have invited Nathan Russell to the Rcpp Core team given his consistently excellent pull requests (as well as many outstanding Stackoverflow answers for Rcpp). More details on changes are below.

Changes in Rcpp version 0.12.8 (2016-11-16)

  • Changes in Rcpp API:

    • String and vector elements now use extended R_xlen_t indices (Qiang in PR #560)

    • Hashing functions now return unsigned int (Qiang in PR #561)

    • Added static methods eye(), ones(), and zeros() for select matrix types (Nathan Russell in PR #569)

    • The exception call stack is again correctly reported; print methods and tests added too (Jim Hester in PR #582 fixing #579)

    • Variatic macros no longer use a GNU extensions (Nathan in PR #575)

    • Hash index functions were standardized on returning unsigned integers (Also PR #575)

  • Changes in Rcpp Sugar:

    • Added new Sugar functions rowSums(), colSums(), rowMeans(), colMeans() (PR #551 by Nathan Russell fixing #549)

    • Range Sugar now used R_xlen_t type for start/end (PR #568 by Qiang Kou)

    • Defining RCPP_NO_SUGAR no longer breaks the build. (PR #585 by Daniel C. Dillon)

  • Changes in Rcpp unit tests

    • A test for expression vectors was corrected.

    • The constructor test for datetime vectors reflects the new classes which treats Inf correctly (and still as a non-finite value)

  • Changes in Rcpp Attributes

    • An 'empty' return was corrected (PR #589 fixing issue #588, and with thanks to Duncan Murdoch for the heads-up)
  • Updated Date and Datetime vector classes:

    • The DateVector and DatetimeVector classes were renamed with a prefix old; they are currently typedef'ed to the existing name (#557)

    • New variants newDateVector and newDatetimeVector were added based on NumericVector (also #557, #577, #581, #587)

    • By defining RCPP_NEW_DATE_DATETIME_VECTORS the new classes can activated. We intend to make the new classes the default no sooner than twelve months from this release.

    • The capabilities() function can also be used for presence of this feature

Thanks to CRANberries, you can also look at a diff to the previous release. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Sat, 22 Oct 2016

RcppArmadillo 0.7.500.0.0

armadillo image

A few days ago, Conrad released Armadillo 7.500.0. The corresponding RcppArmadillo release 0.7.500.0.0 is now on CRAN (and will get into Debian shortly).

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language--and is widely used by (currently) 274 other packages on CRAN.

Changes in this release relative to the previous CRAN release are as follows:

Changes in RcppArmadillo version 0.7.500.0.0 (2016-10-20)

  • Upgraded to Armadillo release 7.500.0 (Coup d'Etat)

    • Expanded qz() to optionally specify ordering of the Schur form

    • Expanded each_slice() to support matrix multiplication

Courtesy of CRANberries, there is a diffstat report. 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.

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Sun, 16 Oct 2016

Rcpp now used by 800 CRAN packages

800 Rcpp packages

A moment ago, Rcpp hit another milestone: 800 packages on CRAN now depend on it (as measured by Depends, Imports and LinkingTo declarations). The graph is on the left depicts the growth of Rcpp usage over time.

The easiest way to compute this is to use the reverse_dependencies_with_maintainers() function from a helper scripts file on CRAN. This still gets one or false positives of packages declaring a dependency but not actually containing C++ code and the like. There is also a helper function revdep() in the devtools package but it includes Suggests: which does not firmly imply usage, and hence inflates the count. I have always opted for a tighter count with corrections.

Rcpp cleared 300 packages in November 2014. It passed 400 packages in June of last year (when I only tweeted about it), 500 packages less than a year ago in late October, 600 packages this March and 700 packages this July. The chart extends to the very beginning via manually compiled data from CRANberries and checked with crandb. The next part uses manually saved entries. The core (and by far largest) part of the data set was generated semi-automatically via a short script appending updates to a small file-based backend. A list of packages using Rcpp is kept on this page.

Also displayed in the graph is the relative proportion of CRAN packages using Rcpp. The four per-cent hurdle was cleared just before useR! 2014 where I showed a similar graph (as two distinct graphs) in my invited talk. We passed five percent in December of 2014, six percent July of last year, seven percent just before Christmas and eight percent this summer.

800 user packages is staggeringly large and humbling number. This puts more than some responsibility on us in the Rcpp team as we continue to keep Rcpp as performant and reliable as it has been.

At the rate we are going, the big 1000 may be hit before we all meet again for useR! 2017.

And with that a very big Thank You! to all users and contributors of Rcpp for help, suggestions, bug reports, documentation or, of course, code.

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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Tue, 04 Oct 2016

RcppGSL 0.3.1

A new version of RcppGSL in now on CRAN and in Debian. The RcppGSL package provides an interface from R to the GNU GSL using our Rcpp package.

This release is one that entirely focused on maintenance. CRAN asked us to change on aspect relative to vignettes, and we added a few more small updates related entirely to packaging. In other words, no user-facing changes.

The NEWS file entries follows below:

Changes in version 0.3.1 (2016-10-02)

  • The unit test driver was updated and simplified, (by request of CRAN) no longer leaves files in '/tmp', and removes two unexported (and unused) test helper functions (PR #10)

  • Switched to run.sh for Travis (PR #11)

  • Use canonical CRAN URLs in README.md

  • Restored 'boxed' display of code in vignette (PR #12)

Courtesy of CRANberries, a summary of changes to the most recent release is available.

More information is on the RcppGSL page. Questions, comments etc should go to the issue tickets 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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Sat, 01 Oct 2016

RcppAnnoy 0.0.8

An new version 0.0.8 of RcppAnnoy, our Rcpp-based R integration of the nifty Annoy library by Erik, is now on CRAN. Annoy is a small, fast, and lightweight C++ template header library for approximate nearest neighbours.

This release pulls in a few suggested changes which had piled up since the last release.

Changes in this version are summarized here:

Changes in version 0.0.8 (2016-10-01)

  • New functions getNNsByItemList and getNNsByVectorList, by Michael Phan-Ba in #12

  • Added destructor (PR #14 by Michael Phan-Ba)

  • Extended templatization (PR #11 by Dan Dillon)

  • Switched to run.sh for Travis (PR #17)

  • Added test for admissible value to addItem (PR #18 closing issue #13)

Courtesy of CRANberries, there is also a diffstat report for this 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.

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Wed, 28 Sep 2016

RcppCNPy 0.2.6

A new version of the RcppCNPy package arrived on CRAN a few days ago.

RcppCNPy provides R with read and write access to NumPy files thanks to the cnpy library by Carl Rogers.

This new release reflects all the suggestions and comments I received during the review process for the Journal of Open Source Software submission. I am happy to say that about twenty-nine days after I submitted, the paper was accepted and is now published.

Changes in version 0.2.6 (2016-09-25)

  • Expanded documentation in README.md

  • Added examples to help page

  • Added CITATION file for JOSS paper

CRANberries also provides a diffstat report for the latest release. As always, feedback is welcome and the best place to start a discussion may be the GitHub issue tickets 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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Sun, 04 Sep 2016

Rcpp 0.12.7: More updates

The seventh update in the 0.12.* series of Rcpp just arrived on the CRAN network for GNU R as well as in Debian. This 0.12.7 release follows the 0.12.0 release from late July, the 0.12.1 release in September, the 0.12.2 release in November, the 0.12.3 release in January, the 0.12.4 release in March, the 0.12.5 release in May, and the 0.12.6 release in July --- making it the eleventh release at the steady bi-montly release frequency. Keeping with the established pattern, this is again more of a maintenance release which addresses small bugs, nuisances or documentation issues without adding any major new features. One issue that got to a few people was our casual use of NORET in the definition of Rcpp::stop(). We had (ahem) overlooked that NORET is only defined by R 3.2.0 or later, and several folks trying to build on older releases of R (why?) got bitten. Well, at least we have a new record for most frequently reported bug ... Kidding aside, this is now fixed.

Rcpp has become the most popular way of enhancing GNU R with C or C++ code. As of today, 759 packages on CRAN depend on Rcpp for making analytical code go faster and further. That is up by well over fifty packages since the last release in mid-July!

We are once again fortunate to have a number of pull request, from first-timers to regulars. James "coatless" Balamuta in particular relentlessly pushed for better documentation and cleanup of numerous dangling issue tickets. Artem Klevtsov also contributed again. Qiang, Kevin and I also got some changes in for the Rcpp Core team. More details are again below.

Changes in Rcpp version 0.12.7 (2016-09-04)

  • Changes in Rcpp API:

    • The NORET macro is now defined if it was not already defined by R itself (Kevin fixing issue #512).

    • Environment functions get() & find() now accept a Symbol (James Balamuta in #513 addressing issue #326).

    • Several uses of Rf_eval were replaced by the preferred Rcpp::Rcpp_eval (Qiang in PR #523 closing #498).

    • Improved Autogeneration Warning for RcppExports (James Balamuta in #528 addressing issue #526).

    • Fixed invalid C++ prefix identifiers in auto-generated code (James Balamuta in #528 and #531 addressing issue #387; Simon Dirmeier in #548).

    • String constructors now set default UTF-8 encoding (Qiang Kou in #529 fixing #263).

    • Add variadic variants of the RCPP_RETURN_VECTOR and RCPP_RETURN_MATRIX macro when C++11 compiler used (Artem Klevtsov in #537 fixing #38).

  • Changes in Rcpp build system

    • Travis CI is now driven via run.sh from our fork, and deploys all packages as .deb binaries using our PPA where needed (Dirk in #540 addressing issue #517).

  • Changes in Rcpp unit tests

    • New unit tests for random number generators the R namespace which call the standalone Rmath library. (James Balamuta in #514 addressing issue #28).

  • Changes in Rcpp Examples:

    • Examples that used cxxfunction() from the inline package have been rewritten to use either sourceCpp() or cppFunction() (James Balamuta in #541, #535, #534, and #532 addressing issue #56).

Thanks to CRANberries, you can also look at a diff to the previous release. As always, even fuller details are on the Rcpp Changelog page and the Rcpp page which also leads to the downloads page, 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.

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Fri, 26 Aug 2016

RcppCNPy 0.2.5

A maintenance release of the RcppCNPy package is now on CRAN.

RcppCNPy provides R with read and write access to NumPy files thanks to the cnpy library by Carl Rogers.

This release just updates a few package internals such as the vignette, the DESCRIPTION and the README.md file as well as under Travis script used for continuous integration.

Changes in version 0.2.5 (2016-08-26)

  • Synchronized code with the cnpy repository

  • Updated vignette

  • Expanded DESCRIPTION

CRANberries also provides a diffstat report for the latest release. As always, feedback is welcome and the best place to start a discussion may be the GitHub issue tickets 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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Thu, 25 Aug 2016

RcppArmadillo 0.7.400.2.0

armadillo image

Another Armadillo 7.* release -- now at 7.400. We skipped the 7.300.* serie release as it came too soon after our most recent CRAN release. Releasing RcppArmadillo 0.7.400.2.0 now keeps us at the (roughly monthly) cadence which works as a good compromise between getting updates out at Conrad's sometimes frantic pace, while keeping CRAN (and Debian) uploads to about once per month.

So we may continue the pattern of helping Conrad with thorough regression tests by building against all (by now 253 (!!)) CRAN dependencies, but keeping release at the GitHub repo and only uploading to CRAN at most once a month.

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab.

The new upstream release adds new more helper functions. Detailed changes in this release relative to the previous CRAN release are as follows:

Changes in RcppArmadillo version 0.7.400.2.0 (2016-08-24)

  • Upgraded to Armadillo release 7.400.2 (Feral Winter Deluxe)

    • added expmat_sym(), logmat_sympd(), sqrtmat_sympd()

    • added .replace()

Changes in RcppArmadillo version 0.7.300.1.0 (2016-07-30)

  • Upgraded to Armadillo release 7.300.1

    • added index_min() and index_max() standalone functions

    • expanded .subvec() to accept size() arguments

    • more robust handling of non-square matrices by lu()

Courtesy of CRANberries, there is a diffstat report. 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.

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Sun, 21 Aug 2016

RcppEigen 0.3.2.9.0

A new upstream release 3.2.9 of Eigen is now reflected in a new RcppEigen release 0.3.2.9.0 which got onto CRAN late yesterday and is now going into Debian. Once again, Yixuan Qiu did the heavy lifting of merging upstream (and two local twists we need to keep around). Another change is by James "coatless" Balamuta who added a row exporter.

The NEWS file entry follows.

Changes in RcppEigen version 0.3.2.9.0 (2016-08-20)

  • Updated to version 3.2.9 of Eigen (PR #37 by Yixuan closing #36 from Bob Carpenter of the Stan team)

  • An exporter for RowVectorX was added (thanks to PR #32 by James Balamuta)

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.

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