R Statistics Cookbook

C++ in R via the Rcpp package

The Rcpp package has become one of the most important packages for R. Essentially, it allows us to integrate C++ code into our R scripts seamlessly. The main advantage of this, is that we can achieve major efficiency gains, especially if our code needs to use lots of loops. A second advantage, is that C++ has a library called the standard template library (STL) that has very efficient containers (for example, vectors and linked lists) that are extremely fast and well suited for many programming tasks. Depending on the case, you could expect to see improvements anywhere from 2x to 50x. This is why many of the most widely used packages have been rewritten to leverage Rcpp. In Rcpp, we can code in C++ using the ...