Hi,

I'm writing a function using Rcpp through inline.  This function will be a 
filter on an incoming data stream.  

I need to keep the past several data values so that they are accessible to the 
function each time it is called.   This is easy to do with a data structure in 
R (and then passing subsequent structure to the C++ function) but that seems 
rather slow.  Is there some way to define a persistent object that is 
accessible to an Inline function using Rcpp?


If the code was in pure C++, it would be trivial to have an object and then 
just pass a pointer to that object.  I can't figure out how to do the same 
thing with R+Rcpp+inline.

Thanks!

--
Noah Silverman
UCLA Department of Statistics
8117 Math Sciences Building #8208
Los Angeles, CA 90095

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