[Rcpp-devel] Favourite Rcpp examples?

[Dirk Eddelbuettel]

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.
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