Sometimes when using R, you'll want more speed than base R can offer. That's why some advanced R users combine R and C++ -- and there's a package that makes it easy for you do so, too.
The following video by Jared Lander shows how you can use the Rcpp package to take advantage of C++ classes and R functions.
Watch the Using Rcpp Syntactic Sugar video:
This video excerpt is from Advanced R LiveLessons: Tools for Greater Productivity and Machine Learning published by Pearson/Addison-Wesley Professional.