[Rcpp-devel] [ANN] RcppDE 0.1.0

Dirk Eddelbuettel edd at debian.org
Tue Dec 14 21:17:56 CET 2010


A new package RcppDE is now on CRAN [1], and I also blogged a bit about it
last evening [2].  

The package is a port or reimplementation of the nice DEoptim package by
David Ardia, Kate Mullen, Brian Peterson and Josh Ulrich. 

DEoptim uses plain C --- whereas I am of course partial to C++ and Rcpp.  So
this started because I got curious as to whether I would get performance
gains by switching to C++. And if so, how big again, besides the other
advantages that C++ could over.  I describe this jokingly as trying to move
the quib "shorter, easier, faster: pick any two" onto a new plane by trying
to get all three aspects.  Shorter was easy with C++, faster happened too,
and easier may be in the eye of the beholder---but I got at least one
extension in by now allowing for compiled objective functions.  More details
are in the vignette / paper linked from both these URLs.

Cheers, Dirk

[1] http://cran.r-project.org/web/packages/RcppDE/index.html
[2] http://dirk.eddelbuettel.com/blog/2010/12/13#rcppde_0.1.0

-- 
Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com


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