All,
I played with the standalone R math library in C ++. I really like being able to generate random numbers and use distribution functions that are convenient for me with R. The question is: is it possible to use operations with matrices (multiplication, transpose, inverse, Chol, etc.) Which are available in R in a standalone library? I do not see them in Rmath.h.
If matrix operations are available for use in stand-alone C ++ code, it seems that the R API is becoming the perfect open source computing engine. Do people use it that way?
Thanks so much for the tips and suggestions!
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