RcppArmadillo 0.2.4

A new release of RcppArmadillo is now on CRAN. RcppArmadillo makes it easy to write highly efficient and highly readable C++ code for linear algebra (based on Armadillo) in R extensions (using Rcpp for the interface).

This release upgrades the included Armadillo version to 0.9.52 (see here for Conrad’s high-level changes). We had to make two minor tweaks. In the fastLm() help page example we switched from inv() to pinv() The short NEWS file extract follows:

0.2.4   2010-07-27

    o   Upgraded to Armadillo 0.9.52 'Monkey Wrench'

    o   src/fastLm.cpp: Switch from inv() to pinv() as inv() now tests for
        singular matrices and warns and returns an empty matrix which stops
        the example fastLm() implementation on the manual page -- and while
        this is generally reasonably it makes sense here to continue which
        the Moore-Penrose pseudo-inverse allows us to do this

More information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.