A Gentle Introduction to Rcpp

Abstract

This initial chapter provides a first introduction to Rcpp. It uses a somewhat slower pace and generally more gentle approach than the rest of the book in order to show key concepts which are revisited and discussed in more depth throughout the remainder. So the aim of this chapter is to cover a fairly wide range of material, but at a more introductory level for an initial overview. Two larger examples are studied in detail. We first compute the Fibonacci sequence in three different ways in two languages. Second, we simulate from a multivariate dynamic model provided by a vector autoregression.