https://github.com/coatless-rpkg/r-to-armadillo

Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)
https://github.com/coatless-rpkg/r-to-armadillo

armadillo r rcpp

Last synced: 2 months ago
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Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)

• Host: GitHub
• URL: https://github.com/coatless-rpkg/r-to-armadillo
• Owner: coatless-rpkg
• License: other
• Created: 2015-02-22T18:04:30.000Z (almost 10 years ago)
• Default Branch: main
• Last Pushed: 2023-11-14T08:18:31.000Z (about 1 year ago)
• Last Synced: 2024-11-24T19:48:29.797Z (2 months ago)
• Topics: armadillo, r, rcpp
• Language: C++
• Homepage: http://r-pkg.thecoatlessprofessor.com/r-to-armadillo/
• Size: 741 KB
• Stars: 30
• Watchers: 3
• Forks: 9
• Open Issues: 2
• Metadata Files:
  • Readme: README.Rmd
  • License: LICENSE

Awesome Lists containing this project

README

        
---

output: github_document

---

```{r, echo = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "README-"

)

```

# R To Armadillo (`r2arma`)

[![R-CMD-check](https://github.com/coatless-rpkg/r-to-armadillo/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/coatless-rpkg/r-to-armadillo/actions/workflows/R-CMD-check.yaml)

R is an amazing language to explore and communicate statistics with. However, when we care about attain results quickly, R's primary weakness is shown: speed. The objective of this repository is to strengthen this weakness by providing high performing R base functions within [Armadillo](http://arma.sourceforge.net/docs.html) (and potentially eigen). Futhermore, as the code is written within C++, the code is able to be ported to different platforms at ease. Lastly, an additional benefit of this project is a repository containing programming examples by field.

Feel free to use the functions available within the repository per the MIT License.

# Project Details

The functions written here act either as a means to replicate existing R functionality within [Armadillo](http://arma.sourceforge.net/docs.html) or as a helpful interface to [Armadillo](http://arma.sourceforge.net/docs.html)'s objects to perform crazier operations. These functions are meant to be easily included within existing code bases with minimal dependencies. In its packaged form, the project uses the R to C++ interface afforded by [`RcppArmadillo`](https://github.com/rcppcore/rcpparmadillo)

**Note:** At some point in the future, these functions may end up being merged into the [`RcppArmadillo`](https://github.com/rcppcore/rcpparmadillo) project.

The current implementation has:

* [Distributions](https://github.com/coatless-rpkg/r-to-armadillo/blob/master/src/distributions.cpp)

    * Random Sampling

        * Wishart

        * Inverse Wishart

* [Time Series](https://github.com/coatless-rpkg/r-to-armadillo/blob/master/src/ts.cpp)

    * Difference by lag and number of differences

    * Discrete Integration by lag, number of differences, and - optionally - initial values.

    * Convert ARMA process to an infinite MA process

    * Compute the theoretical autocorrelation function (ACF) for an ARMA process.

    * Convolution (Moving Average) or Recursive (Autoregression) filters.

    * Calculate Discrete Fourier Transformation (DFT) for Autocovariance Function (ACF)

* [Sequences](https://github.com/coatless-rpkg/r-to-armadillo/blob/master/src/seq.cpp)

    * Generate Integer Sequence from `a` to `b`

    * Generate Double Sequence form `a` to `b` or `-a` to `a` with `n` points.

    * Obtain a sequence along a vector.

    * Obtain a sequence given a vector length.

* [Manipulations](https://github.com/coatless-rpkg/r-to-armadillo/blob/master/src/manipulations.cpp)

    * Vector

        * Reverse vector (e.g. `1:3` => `3:1`)

    * Matrix

        * Reverse subset for row/column (e.g. `0:3` vs. `3:0`)

        * Subset Non-connected Regions (e.g. `c(0,1)` and `c(2,1)`)

    * Field

        * Convert `field` to `mat`

        * Total sum of elements in `field`

        

# Contributing

Contributions such as translations of R functions to C++ are welcome via a [pull request](https://github.com/coatless-rpkg/r-to-armadillo/pulls). If you have a new feature request, please feel free to write an [issue](https://github.com/coatless-rpkg/r-to-armadillo/issues). 

Please note that this project is released with a [Contributor Code of Conduct](CONDUCT.md). By participating in this project you agree to abide by its terms.