armadillo: An R Package to Use the Armadillo C++ Library

Abstract

This article introduces 'armadillo', a new R package that integrates the powerful Armadillo C++ library for linear algebra into the R programming environment. Targeted primarily at social scientists and other non-programmers, this article explains the computational benefits of moving code to C++ in terms of speed and syntax. We provide a comprehensive overview of Armadillo's capabilities, highlighting its user-friendly syntax akin to MATLAB and its efficiency for computationally intensive tasks. The 'armadillo' package simplifies a part of the process of using C++ within R by offering additional ease of integration for those who require high-performance linear algebra operations in their R workflows. This work aims to bridge the gap between computational efficiency and accessibility, making advanced linear algebra operations more approachable for R users without extensive programming backgrounds.