The goal of cpp11armadillo is to provide a novel approach to use the Armadillo C++ library by using the header-only cpp11 R package and to simplify things for the end-user.
The idea is to pass matrices/vectors from R to C++, write pure C++/Armadillo code for the computation, and then export the result back to R with the proper data structures.
This follows from the same goals as cpp11:
If this software is useful to you, please consider donating on Buy Me A Coffee. All donations will be used to continue improving cpp11armadillo
.
You can install the development version of cpp11armadillo like so:
I have provided a package template for RStudio that also works with VS Code.
The idea of this package is to be naive and simple (like me).
From RStudio/VSCode create a new project and run:
Then follow the instructions from the README.
The vignettes contains detailed examples that I use to test cpp11armadillo
, these include Ordinary Least Squares, Leontief inverse, eigenvalues, and the Capital Asset Pricing Model (CAPM).
Provide support for sparse matrices. At the moment, cpp11armadillo
only works with dense matrices.