Take care to distinguish the R-core ISNAN macro, the R_IsNaN function,
and the Rcpp::isNaN template function. Asides from sugar-stuff, all
the examples discussed here so far address the performance of R-core
ISNAN, given doubles that are accessed via Rcpp, correct?

Good point. Actually, I didn't even realize there were so many is-nan functions to choose from. But indeed, we used the R-core ISNAN function on doubles accessed via Rcpp.

"Currently in C code ISNAN is a macro calling isnan. (Since this gives
problems on some C++ systems, if the R headers is called from C++ code
a function call is used.) "
http://www.hep.by/gnu/r-patched/r-exts/R-exts_133.html

Definitions from the horse's mouth:
https://github.com/wch/r-source/blob/trunk/src/include/R_ext/Arith.h#L66

This was also pointed out by Bill Dunlap and indeed seems to be the explanation for the difference. Very unfortunate, because it was our most preferred ISNAN function. Seems that those "some C++ systems" ruin it for others.

Based on the above, I added permutations to a *very* minimal test (no
return val, etc) that include Romain's suggestion:
https://github.com/helmingstay/rcpp-timings/tree/master/minimal
## source('benchmarks.r')

I see that:
A) the sugar expression in slow
B) based on timings, ISNAN appears to call R_isnancpp, which is slow
C) std::count_if yields a modest improvement given B)
D) Using an inline function matching the definintion of ISNAN used in
a C envir [i.e., "isnan(xx)!=0", using math.h] appears to incur no
cost at all (example CountNans_expr)

Wow, thank you for the thorough comparison. I ran some tests myself based on your code. It seems that I cannot get the "CountNans_expr" version to compile, any ideas? Same problem with the Rcpp sugar isnan version.

The std::isnan version, however, does work and, on my machine, actually outperforms the call function. So performance-wise this is a very interesting candidate. How safe is it to use this function? Would that also be a "driving-without-seatbelts" equivalent?

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