## RcppArmadillo: R and Armadillo via Rcpp

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### Synopsis

RcppArmadillo provides an interface from R to and from [Armadillo][armadillo] by utilising the [Rcpp
R/C++ interface library][rcpp].

### What is Armadillo?

[Armadillo][armadillo] is a high-quality linear algebra library for the C++ language, aiming towards
a good balance between speed and ease of use. It provides high-level syntax and
[functionality](https://arma.sourceforge.net/docs.html) deliberately similar to Matlab (TM).  See
[its website][armadillo] more information about Armadillo.

### So give me an example!

Glad you asked. Here is a light-weight and fast implementation of linear regression:

```c++
#include <RcppArmadillo/Lighter>
// [[Rcpp::depends(RcppArmadillo)]]

// [[Rcpp::export]]
Rcpp::List fastLm(const arma::mat& X, const arma::colvec& y) {
    int n = X.n_rows, k = X.n_cols;

    arma::colvec coef = arma::solve(X, y);     // fit model y ~ X
    arma::colvec res  = y - X*coef;            // residuals
    double s2 = arma::dot(res, res) / (n - k); // std.errors of coefficients
    arma::colvec std_err = arma::sqrt(s2 * arma::diagvec(arma::pinv(arma::trans(X)*X)));

    return Rcpp::List::create(Rcpp::Named("coefficients") = coef,
                              Rcpp::Named("stderr")       = std_err,
                              Rcpp::Named("df.residual")  = n - k);
}
```

You can
[`Rcpp::sourceCpp()`](https://cran.r-project.org/package=Rcpp/vignettes/Rcpp-attributes.pdf)
the file above to compile the function.  A version is also included in the
package [as the `fastLm()`](https://github.com/RcppCore/RcppArmadillo/blob/master/R/fastLm.R)
function.

The `RcppArmadillo/Lighter` header includes [Rcpp][rcpp] via its `Rcpp/Lighter` header which
precludes some more compile-time heavy features such as 'Rcpp Modules' which we may not need. See
the [Rcpp][rcpp] docs more details about 'Light', 'Lighter' and 'Lightest'.  In the example above,
the switch saves about 15% of total compilation time.

### Status

The package is mature yet under active development with releases to [CRAN][cran] about once every
other month, and widely-used by other CRAN packages as can be seen from the [CRAN package page][cran
pkg].  As of February 2024, there are 1118 CRAN packages using RcppArmadillo.

### Documentation

The package contains a pdf vignette which is a pre-print of the
[paper by Eddelbuettel and Sanderson](http://dx.doi.org/10.1016/j.csda.2013.02.005)
in CSDA (2014), as well as an introductory vignette for the sparse
matrix conversions.

### Installation

RcppArmadillo is a [CRAN package][cran pkg], and lives otherwise in its own habitat on
[GitHub](https://github.com/RcppCore/RcppArmadillo) within the
[RcppCore](https://github.com/RcppCore) GitHub organization.

Run

```r
install.packages("RcppArmadillo")
```

to install from your nearest CRAN mirror.

### Authors

Dirk Eddelbuettel, Romain Francois, Doug Bates, Binxiang Ni, and Conrad Sanderson

### License

GPL (>= 2)


[armadillo]: https://arma.sourceforge.net
[rcpp]: https://www.rcpp.org
[cran]: https://cran.r-project.org
[cran pkg]: https://cran.r-project.org/package=RcppArmadillo