## RcppArmadillo: R and Armadillo via Rcpp
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### Synopsis
RcppArmadillo provides an interface from R to and from [Armadillo](https://arma.sourceforge.net) by
utilising the [Rcpp R/C++ interface library](http://dirk.eddelbuettel.com/code/rcpp.html).
### What is Armadillo?
[Armadillo](https://arma.sourceforge.net) 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](https://arma.sourceforge.net) 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.h>
// [[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.
### Status
The package is mature yet under active development with releases to
[CRAN](https://cran.r-project.org) about once every other month, and
widely-used by other CRAN packages as can be seen from the
[CRAN package page](https://cran.r-project.org/package=RcppArmadillo).
As of January 2023, there are 1035 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](https://cran.r-project.org/package=RcppArmadillo), 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)