Functions to integrate RcppArmadillo into the R packages HDTD, multgee and ShrinkCovMat.
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This repo aims to integrate RcppArmadillo functionality into R packages HDTD, multgee and ShrinkCovMat. All these packages are written solely in R which increases the computational time. I would like to replace computational intensive functions of these packages with functions written completely or mostly in C++ (cpp) using RcppArmadillo.