Where can we find C code for statistical computing? R is kind of slow when doing a lot of iterations. C is a lot faster but coding is always heavy-duty. I am wondering does anybody have any good source websites on statistical computing in C. Basically if most of the functions in R, especially matrix manipulations, are rewritten in C code, it will be super nice.
I already know some websites. 1. http://lib.stat.cmu.edu/apstat/
I would appreciate if you can provide me with other similar websites.