RcppEigen swMATH ID: 10610 Software Authors: Bates D.; Eddelbuettel D. Description: RcppEigen: 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 3.2.2). 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. Homepage: http://cran.r-project.org/web/packages/RcppEigen/index.html Source Code: https://github.com/cran/RcppEigen Dependencies: R Related Software: R; Rcpp; Eigen; Matrix; RcppArmadillo; doParallel; foreach; RcppGSL; glmnet; survival; Stata; Bioconductor; geoR; Statmod; mvtnorm; BH; ggplot2; rstan; RStan; inline Cited in: 9 Publications Standard Articles 1 Publication describing the Software Year all top 5 Cited by 20 Authors 1 Banerjee, Sudipto 1 Czado, Claudia 1 Datta, Abhirup 1 Davison, Anthony C. 1 Diao, Guoqing 1 Eddelbüttel, Dirk 1 El-Bachir, Yousra 1 Geniaux, Ghislain 1 Huo, Zhiguang 1 Jona-Lasinio, Giovanna 1 Ma, Tianzhou 1 Marchese, Scott 1 Martinetti, Davide 1 Mastrantonio, Gianluca 1 Oesterreich, Steffi 1 Santoro, Mario 1 Tseng, George C. 1 Yen, Tso-Jung 1 Zhang, Lu 1 Zhu, Li all top 5 Cited in 7 Serials 2 Journal of Computational and Graphical Statistics 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Journal of Machine Learning Research (JMLR) 1 Statistical Analysis and Data Mining 1 The Annals of Applied Statistics 1 Use R! Cited in 2 Fields 9 Statistics (62-XX) 3 Computer science (68-XX) Citations by Year