[Rcpp-devel] Favourite Rcpp examples?

Whit Armstrong armstrong.whit at gmail.com
Wed Apr 27 02:53:46 CEST 2011

I could probably show you the Gelman - Radon example in my MCMC framework.

Might be able to do a speed comparison w/ JAGS, but not sure if there
is sufficient time left for me to send and you to integrate the

Let me know what you think.


On Tue, Apr 26, 2011 at 6:56 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
> On 27 April 2011 at 10:29, baptiste auguie wrote:
> | Would RcppArmadillo be OK? I have a couple of functions / packages
> | using it with basic complex linear algebra calculations, together with
> | the original, slower R implementation.
> That would be perfect, yes. Mind you it is getting late as the course is in
> two days, but in a larger sense we _always_ want compelling examples to make
> the Rcpp / RcppArmadillo examples better still.
> Several folks kindly emailed me and spoke in favour of some sort of looped
> example.  The example sent by Lance already lead to one (slightlt reworked)
> blog post (at http://dirk.eddelbuettel.com/blog/2011/04/23#rcpp_for_varsims);
> this uses RcppArmadillo to simulate a VAR(1) model. It has been added to the
> SVN repo of RcppArmadillo as well and will be in the next release.
> MCMC got a few mentions; I don't do much Bayesian analysis myself so I find
> most examples too involved. I looked again at Whit's old example based on his
> CppBugs code (on github).  But I did get my copy of Albert's 'Bayesian
> Computation with R' out and worked one example of a basic (introductory)
> Monte Carlo study (which I hope to blog about in a few days).
> So a long-winded way of saying: Yes please!  Rcpp users have been kind with
> suggestions; we added one example already and I am game for more. Show us
> what you got ;-)
> Cheers, Dirk
> --
> Gauss once played himself in a zero-sum game and won $50.
>                      -- #11 at http://www.gaussfacts.com
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