cpp11armadillo

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:

• Enforcing copy-on-write semantics.
• Improving the safety of using the R API from C++ code.
• Using UTF-8 strings everywhere.
• Applying newer C++11 features.
• Having a more straightforward, simpler implementation.
• Faster compilation time with lower memory requirements.
• Growing vectors more efficiently.

If this software is useful to you, please consider donating on Buy Me A Coffee. All donations will be used to continue improving cpp11armadillo.

Installation

You can install the development version of cpp11armadillo like so:

remotes::install_github("pachadotdev/cpp11armadillo")

Examples

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:

cpp11armadillo::pkg_template()

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).