R and C++ Integration

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OPENCOURSEWARE ADVANCED PROGRAMMING STATISTICS FOR DATA SCIENCE Ricardo Aler R and C++ integration The purpose of this topic is to show how to improve the efficiency of some R operations by programming them in a compiled language : C++. R is an interpreted language and this makes its execution slow. This is not usually a problem, because R is used as a glue language, in order to put together functions which belong to external libraries. Those libraries have been programmed in Fortran, C, or C++, all of them fast (compiled) languages. Given that R spends most of its time executing those libraries, R inefficiencies do not show in most cases. However, there are some situations, such as executing long loops, for which R is known to be slow, and efficiency might benefit from moving those parts to functions programmed in a compiled language. Package RCpp offers a simple and seamless way of integrating both languages. First it will be explained what is meant by interpreted versus compiled, dynamic versus static typing, and at what situations R is slow (mainly loops and function calling). And therefore, it is worth considering moving those parts to a compiled language like C++. Instead of explaining the complete C++ language, RCpp will be introduced by means of examples. In particular, the following types of functions will be explained, with both the R syntax and the C++ syntax : 1. No inputs, scalar output 2. Scalar input, scalar output 3. Vector input, scalar output 4. Vector input, vector output Finally, the concept of RCpp syntactic sugar will be explained : syntactic sugar is a way of making writing C++ programs more simple, using a simplified yet powerful syntax. To finish with, the two ways of integrating RCpp and R are exemplified in the slides : writing single functions, or writing and compiling a source Cpp file. Associated Material : Slides and some exercises (check the lecture notes). One of the labs is about using Rcpp (”Programming KNN with K=1 in Rcpp”) .

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