'Rcpp' Integration of Additional Probability Distributions
person(given = "JB",
family = "Duck-Mayr",
email = "j.duckmayr@gmail.com",
role = c("aut", "cre"),
comment = c(ORCID = "0000-0002-2231-1294"))
The 'Rcpp' package provides a C++ library to make it easier
to use C++ with R. R and 'Rcpp' provide functions for a variety of
statistical distributions. Several R packages make functions
available to R for additional statistical distributions. However,
to access these functions from C++ code, a costly call to the R
functions must be made. 'RcppDist' provides a header-only C++ library
with functions for additional statistical distributions that can be
called from C++ when writing code using 'Rcpp' or 'RcppArmadillo'.
Functions are available that return a 'NumericVector' as well as
doubles, and for multivariate or matrix distributions, 'Armadillo'
vectors and matrices. 'RcppDist' provides functions for the following
distributions: the four parameter beta distribution; the location-
scale t distribution; the truncated normal distribution; the
truncated t distribution; a truncated location-scale t distribution;
the triangle distribution; the multivariate normal distribution*;
the multivariate t distribution*; the Wishart distribution*; and
the inverse Wishart distribution*. Distributions marked with an
asterisk rely on 'RcppArmadillo'.

c(
person("John", "Mount", email = "jmount@win-vector.com", role = c("aut", "cre")),
person("Nina", "Zumel", email = "nzumel@win-vector.com", role = c("aut")),
person(family = "Win-Vector LLC", role = c("cph"))
)
Dynamic Programming implemented in 'Rcpp'.  Includes example partition and out of sample fitting applications.  Also supplies additional custom coders for the 'vtreat' package.
John Mount [aut, cre],
Nina Zumel [aut],
Win-Vector LLC [cph]

Rcpp integration for the Eigen templated linear algebra library.
Douglas Bates, Romain Francois and Dirk Eddelbuettel
Romain Francois, Dirk Eddelbuettel and Douglas Bates
<RcppArmadillo-authors@r-enthusiasts.com>
R and Eigen integration using Rcpp. Eigen is a C++ linear
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. The 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 3.0.1). Thus users do not
need to install Eigen itself in order to use RcppEigen.

Eigen is licensed under the GNU LGPL version 3 or later, and also under
the GNU GPL version 2 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.