Rcpp: Seamless R and C++ Integration

The Rcpp package simplifies integrating C++ code with R. It provides a consistent C++ class hierarchy that maps various types of R objects (vectors, matrices, functions, environments, . . . ) to dedicated C++ classes. Object interchange between R and C++ is managed by simple, flexible and extensible concepts which include broad support for C++ Standard Template Library idioms. C++ code can both be compiled, linked and loaded on the fly, or added via packages. Flexible error and exception code handling is provided. Rcpp substantially lowers the barrier for programmers wanting to combine C++ code with R.

Analysis of Integrated and Cointegrated Time Series with R (2nd Edition)

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R for Dummies

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R in Action

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