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See also
The homepage for Rcpp is hosted at http://www.rcpp.org.
Rcpp is deeply connected to the Armadillo library (used for very high-performance algebra). This allows us to include this excellent library in our Rcpp projects.
The Rinside package (http://dirk.eddelbuettel.com/code/rinside.html), built by the creators of Rcpp, allows us to embed R code easily inside our C++ projects. These C++ projects can be compiled and run without requiring R. The implications of the Rinside package are enormous, since we can code highly performant statistical applications in C++ that we can distribute as standalone executable programs.