RcppArmadillo 0.3.6.2

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A new Armadillo version 3.6.2 came out yesterday, and the corresponding RcppArmadillo version is now on CRAN. Changes are mostky incremental:

Changes in RcppArmadillo version 0.3.6.2 (2013-01-29)

  • Upgraded to Armadillo release Version 3.6.2

    • faster determinant for matrices marked as diagonal or triangular

    • more fine-grained handling of 64 bit integers

  • Added a new example of a Kalman filter implementation in R, and C++ using Armadillo via RcppArmadillo, complete with timing comparison

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

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