R Programming By Example

Dependencies for the Rcpp package and the .Fortran() function

Chapter 9, Implementing an Efficient Simple Moving Average, shows how to delegate code to Fortran and C++ to increase speed. These languages have compilers of their own that must be used to compile the respective code so that it can be used by R. How to compile such code is shown in the chapter. What we will do here is show how to install the compilers.

The compiler for C++ code is called gcc and the one for Fortran is called gfortran. It's probable that you have both already available in your computer, since they are dependencies for R, but in case you don't, it's easy enough to install them.