## Rcpp annuities

I was tidying up some R code that involved some ‘looping’ and wondered whether the approach I’d taken could be improved upon (it worked and was reasonably fast, so hadn’t bothered refactoring it until now). Essentially it gave me an excuse to finally start exploring Rcpp (in this case, RcppArmadillo). Background is that at work we use a lot of monte carlo simulations through economic scenario generators [https://www.actuaries.org.uk/learn-develop/attend-event/economic-scenario-generators] and so are often dealing with matrices with dimensions representing timesteps (for projecting, for example, interest rates) and simulations. [Read More]