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STK++ (http://www.stkpp.org) is a collection of C++ classes for statistics, clustering, linear algebra, arrays (with an Eigen-like API), regression, dimension reduction, etc. The integration of the library to R is using Rcpp.

STK+ provides efficient wrappers for LAPACK library.

For more details, see http://stkpp.org

STK++ is licensed under the GNU LGPL version 2 or later. rtkore (the stkpp integration into R) is licensed under the GNU GPL version 2 or later.

Source: README, updated 2016-08-12