In reply to initial issue by Umesh Chitre regarding roll of RCOM. I use RCOM to connect my R gui to Excel on Windows for development purposes (I know this makes Dirk laugh). Trying to compile C++ using other than gcc would not work, so there would be no point in attempting to code in MSVC++ for instance and expect Rcpp to work. If you wanted to bring R into a C++ environment, you would explore Rinside, still compiling only with gcc. But as Darren suggests if you are comfortable with C++ language and R interface the way to go is to build Rcpp functions that R acts on with high performance. Then I suppose yes you could call on R to communicate with a separate MSVC++ program using RCOM, but the two separate processes can only exchange data.
Also, as I understand it RCOM is still limited to 32-bits on Windows. So, even if you accomplished the inter process communication suggested, presently you are limited to 32-bit Windows and 32-bit R, and I am unsure of R-3.0 interface. There is an RCOM .net in works, but I am not sure of schedule.
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