Good afternoon.
Can one use both RcppArmadillo and RcppEigen in the same package?I can "source" both in RStudio and get the code to work, but when I try and build, I get errors, probably because RcppEigen imports Rcpp and RcppArmadillo complains about that. The reason I am interested is to compare speed. I use a fast BLAS (OpenBLAS 2.10 compiled for Win764). For square symmetric matrices of size about 100 and smaller, the Eigen routine is faster, otherwise the Armadillo routine seems to be faster. Thank you. Avi
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