Past Meetup

Rcpp Master Class with Dirk Eddelbuettel

This Meetup is past

11 people went

Price: $500.00 /per person

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Details

Join Dirk Eddelbuettel for six hours of detailed and hands-on instructions and discussions around Rcpp, RInside, RcppArmadillo, RcppGSL and other packages---in an intimate small-group setting.

The full-day format allows combining an introductory morning session with a more advanced afternoon session while leaving room for sufficient breaks. We plan on having about six hours of instructions, a one-hour lunch break and two half-hour coffee breaks (and lunch and refreshments will be provided).

Rcpp has become the most widely-used language extension for R. Currently deployed by 103 CRAN packages and a further 10 BioConductor packages, it permits users and developers to pass "whole R objects" with ease between R and C++, bringing the depth of the R analysis framework together with C++ for anything ranging from higher-performance computations (particularly simulations) to connections to other frameworks and libraries written in C or C++ --- a 'no compromise' link between R and C++.

Morning session: "A Hands-on Introduction to R and C++"

The morning session will provide a practical introduction to the Rcpp package (and other related packages). The focus will be on simple and straightforward applications of Rcpp in order to extend R and/or to significantly accelerate the execution of simple functions. The tutorial will cover Rcpp attributes as well as the inline package which permits embedding of self-contained C, C++ or FORTRAN code in R scripts. We will also discuss RInside, to easily embed the R engine code in C++ applications, as well as standard Rcpp extension packages such as RcppArmadillo for linear algebra (via highly expressive templated C++ libraries).

Afternoon session: "Advanced R and C++ Topics"

The afternoon tutorial will provide a hands-on introduction to more advanced Rcpp features. It will cover topics such as writing packages that use Rcpp, how Rcpp modules and R ReferenceClasses interact, how Rcpp sugar lets us write C++ code that is often as expressive as R code, and how Rcpp attributes allow for the easiest integration yet of R and C++. Another possible topic, time permitting, may be writing glue code to extend Rcpp to other C++ projects as a concrete study.

We also expect to leave some time to discuss problems brought by the class participants.

Instructor Bio

Dirk Eddelbuettel has been writing R / CRAN packages for over a decade, currently maintains 20, including Rcpp and several related packages, and contributes to a few others. He maintains the CRAN Task Views for Finance as well as High-Performance Computing, is a founding co-organiser of the annual R / Finance conference in Chicago, and an editor of the Journal of Statistical Software. He has Ph.D. in Financial Econometrics from EHESS (Paris), and works in Chicago as a Senior Quantitative Analyst.

Convenient downtown location will be provided upon registration.

If you need to make an alternative form of payment email me and we will do our best to accommodate you.