An efficient C++ based implementation of the 'DEoptim'
 function which performs global optimization by differential evolution.
 Its creation was motivated by trying to see if the old approximation "easier,
 shorter, faster: pick any two" could in fact be extended to achieving all
 three goals while moving the code from plain old C to modern C++.  The
 initial version did in fact do so, but a good part of the gain was due to
 an implicit code review which eliminated a few inefficiencies which have
 since been eliminated in 'DEoptim'.

The 'Rcpp' package provides a C++ library to make it easier
    to use C++ with R. R and 'Rcpp' provide functions for a variety of
    statistical distributions. Several R packages make functions
    available to R for additional statistical distributions. However,
    to access these functions from C++ code, a costly call to the R
    functions must be made. 'RcppDist' provides a header-only C++ library
    with functions for additional statistical distributions that can be
    called from C++ when writing code using 'Rcpp' or 'RcppArmadillo'.
    Functions are available that return a 'NumericVector' as well as
    doubles, and for multivariate or matrix distributions, 'Armadillo'
    vectors and matrices. 'RcppDist' provides functions for the following
    distributions: the four parameter beta distribution; the location-
    scale t distribution; the truncated normal distribution; the
    truncated t distribution; a truncated location-scale t distribution;
    the triangle distribution; the multivariate normal distribution*;
    the multivariate t distribution*; the Wishart distribution*; and
    the inverse Wishart distribution*. Distributions marked with an
    asterisk rely on 'RcppArmadillo'.

Dynamic Programming implemented in 'Rcpp'.  Includes example partition and out of sample fitting applications.  Also supplies additional custom coders for the 'vtreat' package.

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. 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'.