R (from R-Project) is a language and environment for statistical computing and graphics. R provides a wide variety of statistical (linear and nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, …) and graphical techniques, and is highly extensible.
The Rcpp package provides a C++ library which facilitates the integration of R and C++. R data types (SEXP) are matched to C++ objects in a class hierarchy. All R types are supported and each type is mapped to a dedicated class.
The RInside package provides C++ classes that make it easier to embed R in C++ code — on either Linux, OS X or Windows.
I’ll show how I install everything required for programming in C++11 and calling R-scripts from C++ programs on Ubuntu 12.04 LTS (which has g++ 4.6 by default).
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