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Just found this online textbook. Not sure how great it is (I don't currently have the ability to judge that), but it is something, and it is free. Thought I'd post it here in case anyone wants to give it a look.
It is very self-contained, with all the source code uploaded with it. I think the author brings in cpp capabilities/uses at some point but I'm not sure.
Chapter 1 Introduction | Computational Statistics with R
\(\DeclareMathOperator*{\argmin}{argmin}\) \(\DeclareMathOperator*{\argmax}{argmax}\) \(\newcommand{\E}{\mathbf{E}}\) \(\newcommand{\V}{\mathbf{Var}}\) \(\newcommand{\cov}{\mathbf{Cov}}\)...
cswr.nrhstat.org
It is very self-contained, with all the source code uploaded with it. I think the author brings in cpp capabilities/uses at some point but I'm not sure.