Deepankar Basu wrote: > > I am trying to do an ML estimation in R. My likelihood function has > several nested loops and so it takes a lot of time (days when I use the > genetic algorithm for optimization) for the optimization to finish. > Unable to avoid loops, I am thinking of writing the likelihood function > in C++ and calling it from within R when using *optim()*. I found > that one can call C functions (once they have been compiled) from > within R with > > > dyn.load("file.so") > > and > > > .C("function", ...) > > Can the same be done for C++ code? > If it can be done in C, it probably (P > 99%) can be done in C++, because C++ can call C functions. Just write the C++ code as:
extern "C" int myfunction(int x1, int x2) { // write C++ code here return rval; } Alberto Monteiro ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.