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https://github.com/rcppcore/rcpparmadillo

Rcpp integration for the Armadillo templated linear algebra library
https://github.com/rcppcore/rcpparmadillo

armadillo c-plus-plus r r-package rcpp rcpparmadillo

Last synced: 4 days ago
JSON representation

Rcpp integration for the Armadillo templated linear algebra library

Host: GitHub
URL: https://github.com/rcppcore/rcpparmadillo
Owner: RcppCore
Created: 2013-11-02T18:33:00.000Z (about 11 years ago)
Default Branch: master
Last Pushed: 2024-12-06T14:20:11.000Z (17 days ago)
Last Synced: 2024-12-19T12:07:29.663Z (4 days ago)
Topics: armadillo, c-plus-plus, r, r-package, rcpp, rcpparmadillo
Language: C++
Homepage:
Size: 12 MB
Stars: 194
Watchers: 20
Forks: 55
Open Issues: 6
Metadata Files:
- Readme: README.md
- Changelog: ChangeLog

Awesome Lists containing this project

README

        
## RcppArmadillo: R and Armadillo via Rcpp

[![CI](https://github.com/RcppCore/RcppArmadillo/workflows/ci/badge.svg)](https://github.com/RcppCore/RcppArmadillo/actions?query=workflow%3Aci)

[![License](https://eddelbuettel.github.io/badges/GPL2+.svg)](https://www.gnu.org/licenses/gpl-2.0.html)

[![CRAN](https://www.r-pkg.org/badges/version/RcppArmadillo)](https://cran.r-project.org/package=RcppArmadillo)

[![Debian package](https://img.shields.io/debian/v/r-cran-rcpparmadillo/sid?color=brightgreen)](https://packages.debian.org/sid/r-cran-rcpparmadillo)

[![r-universe](https://rcppcore.r-universe.dev/badges/RcppArmadillo)](https://rcppcore.r-universe.dev/RcppArmadillo)

[![Dependencies](https://tinyverse.netlify.app/badge/RcppArmadillo)](https://cran.r-project.org/package=RcppArmadillo)

[![Coverage Status](https://codecov.io/gh/RcppCore/RcppArmadillo/graph/badge.svg)](https://app.codecov.io/github/RcppCore/RcppArmadillo?branch=master)

[![Last Commit](https://img.shields.io/github/last-commit/RcppCore/RcppArmadillo)](https://github.com/RcppCore/RcppArmadillo)

[![Downloads (monthly)](https://cranlogs.r-pkg.org/badges/RcppArmadillo?color=brightgreen)](https://www.r-pkg.org/pkg/RcppArmadillo)

[![Downloads (total)](https://cranlogs.r-pkg.org/badges/grand-total/RcppArmadillo?color=brightgreen)](https://www.r-pkg.org/pkg/RcppArmadillo)

[![CRAN use](https://jangorecki.gitlab.io/rdeps/RcppArmadillo/CRAN_usage.svg?sanitize=true)](https://cran.r-project.org/package=RcppArmadillo)

[![CRAN indirect](https://jangorecki.gitlab.io/rdeps/RcppArmadillo/indirect_usage.svg?sanitize=true)](https://cran.r-project.org/package=RcppArmadillo)

[![BioConductor use](https://jangorecki.gitlab.io/rdeps/RcppArmadillo/BioC_usage.svg?sanitize=true)](https://cran.r-project.org/package=RcppArmadillo)

[![CSDA](https://img.shields.io/badge/CSDA-10.1016%2Fj.csda.2013.02.005-brightgreen)](https://doi.org/10.1016/j.csda.2013.02.005)

### Synopsis

RcppArmadillo provides an interface from R to and from [Armadillo][armadillo] by utilising the [Rcpp

R/C++ interface library][rcpp].

### What is Armadillo?

[Armadillo][armadillo] is a high-quality linear algebra library for the C++ language, aiming towards

a good balance between speed and ease of use. It provides high-level syntax and

[functionality](https://arma.sourceforge.net/docs.html) deliberately similar to Matlab (TM).  See

[its website][armadillo] more information about Armadillo.

### So give me an example!

Glad you asked. Here is a light-weight and fast implementation of linear regression:

```c++

#include 

// [[Rcpp::depends(RcppArmadillo)]]

// [[Rcpp::export]]

Rcpp::List fastLm(const arma::mat& X, const arma::colvec& y) {

    int n = X.n_rows, k = X.n_cols;

    arma::colvec coef = arma::solve(X, y);     // fit model y ~ X

    arma::colvec res  = y - X*coef;            // residuals

    double s2 = arma::dot(res, res) / (n - k); // std.errors of coefficients

    arma::colvec std_err = arma::sqrt(s2 * arma::diagvec(arma::pinv(arma::trans(X)*X)));

    return Rcpp::List::create(Rcpp::Named("coefficients") = coef,

                              Rcpp::Named("stderr")       = std_err,

                              Rcpp::Named("df.residual")  = n - k);

}

```

You can

[`Rcpp::sourceCpp()`](https://cran.r-project.org/package=Rcpp/vignettes/Rcpp-attributes.pdf)

the file above to compile the function.  A version is also included in the

package [as the `fastLm()`](https://github.com/RcppCore/RcppArmadillo/blob/master/R/fastLm.R)

function.

The `RcppArmadillo/Lighter` header includes [Rcpp][rcpp] via its `Rcpp/Lighter` header which

precludes some more compile-time heavy features such as 'Rcpp Modules' which we may not need. See

the [Rcpp][rcpp] docs more details about 'Light', 'Lighter' and 'Lightest'.  In the example above,

the switch saves about 15% of total compilation time.

### Status

The package is mature yet under active development with releases to [CRAN][cran] about once every

other month, and widely-used by other CRAN packages as can be seen from the [CRAN package page][cran

pkg].  As of April 2024, there are 1135 CRAN packages using RcppArmadillo.

### Documentation

The package contains a pdf vignette which is a pre-print of the

[paper by Eddelbuettel and Sanderson](http://dx.doi.org/10.1016/j.csda.2013.02.005)

in CSDA (2014), as well as an introductory vignette for the sparse

matrix conversions.

### Installation

RcppArmadillo is a [CRAN package][cran pkg], and lives otherwise in its own habitat on

[GitHub](https://github.com/RcppCore/RcppArmadillo) within the

[RcppCore](https://github.com/RcppCore) GitHub organization.

Run

```r

install.packages("RcppArmadillo")

```

to install from your nearest CRAN mirror.

### Authors

Dirk Eddelbuettel, Romain Francois, Doug Bates, Binxiang Ni, and Conrad Sanderson

### License

GPL (>= 2)

[armadillo]: https://arma.sourceforge.net

[rcpp]: https://www.rcpp.org

[cran]: https://cran.r-project.org

[cran pkg]: https://cran.r-project.org/package=RcppArmadillo