Optimizing R Code with Rcpp

No prior C++ knowledge is required. The course teaches you enough C++ in the context of accelerating R code, starting from writing and benchmarking your first C++ functions.

Rcpp lets you write C++ functions that work directly with R objects like vectors and lists. You call these functions from R to dramatically speed up performance-critical code.

Chapter 4 covers using random numbers and writing algorithms for applied time series models, giving you real-world scenarios where C++ integration provides meaningful speedups.

You will learn C++ functions, control flow with if/else statements, three types of loops, and how to manipulate both Rcpp and native C++ vector classes.

Yes, this course is specifically designed for R users who want to speed up slow code by rewriting performance-critical sections in C++ using the Rcpp package.