Fast and Elegant Numerical Linear Algebra Using theRcppEigenPackage
Douglas M. Bates, Dirk Eddelbuettel · Journal of Statistical Software · 2013
The RcppEigen package provides access from R (R Core Team 2012a) to the Eigen (Guennebaud, Jacob, and others 2012) C++ template library for numerical linear algebra. Rcpp (Eddelbuettel and François 2011, 2012) classes and specializations of the C++ templated functions as and wrap from Rcpp provide the