rcpp

Just wondering if anyone has ever encountered the problem where he/she needs to randomly draw from a very high dimensional multivariate normal distribution (say dimension = 10,000), as the rmvnorm function of the mvtnorm package is impractical for that. I know this article has an Rcpp implementation for the dmvnorm function of the mvtnorm package, so I was wondering if something equivalent exists for rmvnorm ? Here's a quick comparison of mvtnorm::rmvnorm and an Rcpp implementation given here by Ahmadou Dicko. The times presented are for 100 draws from a multivariate normal distribution with

I tried to Knit HTML the following Rmd file: --- title: "Untitled" author: "Florian Privé" date: "12 septembre 2016" output: html_document --- ```{r fibCpp, engine='Rcpp'} #include <Rcpp.h> // [[Rcpp::export]] int fibonacci(const int x) { if (x == 0 || x == 1) return(x); return (fibonacci(x - 1)) + fibonacci(x - 2); } ``` I got the following error: Building shared library for Rcpp code chunk... Warning message: l'exécution de la commande 'make -f "C:/PROGRA~1/R/R-33~1.1/etc/x64/Makeconf" -f "C:/PROGRA~1/R/R-33~1.1/share/make/winshlib.mk" SHLIB_LDFLAGS='$(SHLIB_CXXLDFLAGS)' SHLIB_LD='$(SHLIB

I am using Rstudio to create a package, and exploring the use of the Rcpp package to gain access to C++ code, however, when trying to build the package, and error is being thrown as follows: fatal error: Rcpp.h: No such file or directory Inline C++ code compiles fine, its only when considering standalone C++ files in the src folder, obviously referring to the #include <Rcpp.h> directive at the head of the .cpp file. I think it may have something to do with environment variables, does anyone know what the correct configuration is and how to fix for Rstudio operating in an Ubuntu 12.04 LTS

I've written some Rcpp code to find intersections in two piecewise linear curves. I approached the problems in the naive way requiring nested loops (checking all pairs of segments), so went to Rcpp for speed. (The problem is pictorially described in "Example 1" here: https://prezi.com/rwkji_leuwdr/r-and-c-integration/ ) The code compiles fine with sourceCpp, and even runs fine and gives expected results. BUT, the strange issue is that it consistently crashes RStudio either after running it multiple times (say, 5 or 6), or a little while after running it. I haven't seen anyone else document

I used the RcppEigen.package.skeleton() as a template for adding a small function to an existing R package, so that my DESCRIPTION file now has the lines: Imports: Rcpp (>= 0.11.3), RcppEigen (>= 0.3.2.3.0) LinkingTo: Rcpp, RcppEigen However, doing R CMD check --as-cran <myPackageName_1.0.0>.tar.gz gives the following: "Package in Depends/Imports which should probably only be in LinkingTo: 'RcppEigen'" The Writing R Extensions page says: "Specifying a package in ‘LinkingTo’ suffices if these are C++ headers containing source code or static linking is done at installation: the packages do not