RcppEigen

v. 
by Dirk Eddelbuettel
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Type Package
Date 2016-08-20
Copyright See the file COPYRIGHTS for various Eigen copyright details
License GPL (>= 2) | file LICENSE
LazyLoad yes
LinkingTo Rcpp
URL http://eigen.tuxfamily.org
NeedsCompilation yes
Packaged 2016-08-20 12:31:47.981785 UTC; edd
Repository CRAN
Date/Publication 2016-08-21 04:42:37

'Rcpp' Integration for the 'Eigen' Templated Linear Algebra Library

R and 'Eigen' integration using 'Rcpp'. 'Eigen' is a C++ template library for linear algebra: matrices, vectors, numerical solvers and related algorithms. It supports dense and sparse matrices on integer, floating point and complex numbers, decompositions of such matrices, and solutions of linear systems. Its performance on many algorithms is comparable with some of the best implementations based on 'Lapack' and level-3 'BLAS'. The 'RcppEigen' package includes the header files from the 'Eigen' C++ template library (currently version 3.2.9). Thus users do not need to install 'Eigen' itself in order to use 'RcppEigen'. Since version 3.1.1, 'Eigen' is licensed under the Mozilla Public License (version 2); earlier version were licensed under the GNU LGPL version 3 or later. 'RcppEigen' (the 'Rcpp' bindings/bridge to 'Eigen') is licensed under the GNU GPL version 2 or later, as is the rest of 'Rcpp'.
Full Readme

Functions in RcppEigen

Name Description
RcppEigen.package.skeleton Create a skeleton for a new package that intends to use RcppEigen
RcppEigen-package Rcpp/Eigen bridge
fastLm Bare-bones linear model fitting function
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