One reason I like using R for data analysis is that R has a great collection of packages that let you easily apply state-of-the-art methods to your problems. But once in a while you find a library that you would like to use that does not have a R wrapper, yet. While the great Rcpp package provides a convenient way to write R extensions in C++, it obviously requires you to write C++ code and to have a compiler installed.
An alternative I found about only recently is the rdyncall package. rdyncall provides an improved Foreign Function Interface (FFI), which allows you to dynamically invoke C libraries.
In this blog post I want to give you an example on how to employ rdyncall to use
the LWPR libary for Locally Weighted Projection Regression.
Continue reading →