armadillo

Simulation Smoother using RcppArmadillo — Tomasz Woźniak
Demonstrates three RcppArmadillo implementations of sampling random draws from a multivariate normal distribution specified by a precision matrix of special types.
Performance considerations with sparse matrices in Armadillo — Hong Ooi
We discuss performance considerations when working with Armadillo sparse matrices.
Using RcppArmadillo to price European Put Options — Davis Vaughan and Dirk Eddelbuettel
Three different ways for computing Black-Scholes put option prices are discussed.
RcppMLPACK2 and the MLPACK Machine Learning Library — Dirk Eddelbuettel
RcppMLPACK2 bring access to MLPACK to R
Using Armadillo with SuperLU — Qiang Kou and Dirk Eddelbuettel
Using Armadillo with the SuperLU solver
Optimizing Code vs Recognizing Patterns with 3D Arrays — James Joseph Balamuta
Illustrates the effects of optimizing code in R versus C++ across both serial and parallel conditions with 3D arrays.
Sampling Importance Resampling (SIR) and social revolution. — Jonathan Olmsted
We use SIR to characterize the posterior distribution of parameters associated with the probability of social revolution.
Implementing an EM Algorithm for Probit Regressions — Jonathan Olmsted
We illustrate the development process of creating code to estimate the parameters of a Probit regression model using the EM algorithm sequentially and in parallel.
Using RcppArmadillo with bigmemory — Scott Ritchie
This example shows how to use RcppArmadillo with `big.matrix` objects from the `bigmemory` package.
Speed Chain Ladder Analysis with Rcpp — Chibisi Chima-Okereke
Speed-up of Chain Ladder analysis by calling C++ routines from R
A simple array class with specialized linear algebra routines — Fabian Scheipl
Define a simple array class for implementing Currie/Durban/Eilers "generalized linear array models".
Detecting a Time Series Change Point — Joshua French
Detects how to detect a change point in a time series using Bayesian methodology. Compares naive and vectorized R solutions to one implemented using Rcpp and RcppArmadillo's sample function.
Performance of the divide-and-conquer SVD algorithm — Dirk Eddelbuettel
This example illustrates the performance gain from divide-and-conquer SVD
Munkres' Assignment Algorithm with RcppArmadillo — Lars Simon Zehnder
Demonstrates the Minimal (or Maximal) Assignment Problem algorithm.
First Derivative of the Multivariate Normal Densities with RcppArmadillo — Joscha Legewie
Fast implementation of the first derivative of the Multivariate Normal density using RcppArmadillo.
Creating as and wrap for sparse matrices — Dirk Eddelbuettel and Binxiang Ni
This post shows an example of simple as and wrap methods
Faster Multivariate Normal densities with RcppArmadillo and OpenMP — Nino Hardt, Dicko Ahmadou, Benjamin Christoffersen
Fast implementation of Multivariate Normal density using RcppArmadillo and OpenMP.
Generating a multivariate gaussian distribution using RcppArmadillo — Ahmadou Dicko
Demonstrate how to sample from a multivariate gaussian using a Cholesky decomposition
Passing user-supplied C++ functions — Dirk Eddelbuettel
This example shows how to select user-supplied C++ functions
Armadillo eigenvalues — Dirk Eddelbuettel
This example shows how to compute eigenvalues easily
Armadillo subsetting — Dirk Eddelbuettel
This example shows how to subset Armadillo vectors and matrices non-contiguous views
Sparse matrix in Armadillo — Dirk Eddelbuettel and Binxiang Ni
This example shows how to create a sparse matrix in Armadillo
Fast Linear Models with Armadillo — Dirk Eddelbuettel
A simple implementation of of a fast linear regression using the Armadillo library
Simulating a Vector Autoregressive Process — Dirk Eddelbuettel
Compares the simulation of a first-order vector autoregressive process using RcppArmadillo.