Rcpp and related Projects

A number of recent projects involve Rcpp and related packages.

RcppArmadillo, RcppEigen and RcppGSL extend, respectively, to the Armadillo, Eigen and GSL frameworks. These packages are authored jointly by the Rcpp Core team.

A few smaller and experimental packages use the facilities provided by Rcpp to extend to other interesting package or libraries. A few examples are RcppBDT, RcppCNPy, RcppSMC, RcppXts.

Another key package is RInside which uses Rcpp for data transfer when embedding R in a very easy-to-use C++ class for deployment in other programs.

Other Projects

RQuantLib is another relatively large project connecting R to QuantLib.

digest provides hash sums of R objects, and is used by a number of R packages providing various cacheing solutions.

BH provides Boost Header for use by R.

RPostgresql connects R to Postgres. This is now maintained Tomoaki Nishiyama.

Other projects include the old-yet-still-used Perl-based beancounter (and smtm) as well as Finance::YahooQuote.

What follows below is a little outdated and not necessarily complete. A few of the recent Rcpp sub-projects are not yet listed. It should get update shortly.

Popular destinations are Rcpp, RInside, RQuantLib

In (approximately) reverse chronological order:
Bindings for R to use Google Protocol Buffers. Also available via CRAN with source code hosted on R-Forge.

C++ classes to embed R in your C++ applications permitting you to eaily pass data and commands to R. Available via CRAN and hosted on R-Forge.

An R interface to C++ for easier integration of C/++ code into R. Initially written by Dominick Samperi, now maintained and extended by Dirk Eddelbuettel and Romain Francois. Releases are provided via CRAN and its mirrors, and code is hosted on R-Forge. Rcpp also spawned a number of related packages:
which provides bindings to the Conrad Sanderson's excellent templated Armadillo library
which provides bindings to the GNU GSL
which regroups a number of examples for Rcpp
which provides an efficient C++ implementation of Differential Evolution optimisation
which provides the otherwise deprecated classic Rcpp API for packages that have not updated to the newer API we now maintain and extend

An R interface to PostgreSQL. Written by Sameer Kumar Prayaga during the summer of 2008 as part of the Google Summer of Code 2008 program. Dirk Eddelbuettel had suggested the topic, acted as mentor and currently coordinates releases and effectively maintains it. Hosted on Googlecode SVN and available via CRAN and its mirrors.

(Written with Jeffrey Horner) A scripting front-end for GNU R to write simple 'shebang'-line scripts, or quick command-line expressions. Available here, at Vanderbilt's BioStat wiki and the Googlecode SVN.

A GNU R package to access true (i.e. non-deterministic) random numbers from random.org. Available here, via CRAN mirrors and hosted on R-Forge

A GNU R package to create `hash' digests of arbitrary R objects using the md5, sha-1 and crc32 algorithms permitting easy comparison of R objects. Available here, via CRAN mirrors and hosted on R-Forge here and via all CRAN mirrors.

A directly bootable and self-configuring Linux system on a single dvd. Quantian is an extension of Knoppix from which it takes its base system of about 2.0 gigabytes of software, along with automatic hardware detection and configuration. To this, Quantian adds about 5.5 gigabytes of scientific / mathematical software such as R, Octave, GSL, Maxima or QuantLib.

A GNU R package to interface with the QuantLib library. GNU R is `GNU S' - A language and environment for statistical computing and graphics. QuantLib is a free/open-source library and framework for quantitative finance, financial engineering, modeling, trading, and risk management. Available here, via CRAN and Debian mirrors and hosted on R-Forge.

A Perl stock portfolio performance toolkit providing functions to download, store (in an SQL database) and analyse stock market data in a convenient and efficient way. Available here and via all CPAN and Debian mirrors.

SMTM aka Show Me The Money
A highly configurable Perl/Tk stock ticker and performance display for stocks from around the globe. Available here and via all CPAN and Debian mirrors.

Finance:: YahooQuote
A Perl module to download stock (and other) quotes from Yahoo! Finance. Originally written by Dj Padzensky; mainted by me since 2002. Available here and via all CPAN and Debian mirrors.

Mersenne Twister RNG for GNU Octave
C++ code for another (extremely fast yet excellent statistical properties) RNG for GNU Octave using Shawn Cokus' implementation of the Mersenne Twister MT19937.
Note that this has been integrated, in a more polished rewrite by Paul Kienzle, into Octave-Forge.

PostgreSQL for Octave
C++ code to interface the Postgres SQL database directly from GNU Octave.
Note that this may or may not build with current sources.

Other Pages
Also see my Debian GNU/Linux page with information about the several dozen packages I maintain, and the page with R-Forge project I maintain or contribute too.

Last modified: Mon Nov 25 20:18:25 CST 2013