dear sir,
I am using R to model stock prices but a slow "for" loop has
stifled my research.
I am using Rcpp to speed up my "for" loop. I am also using RcppEigen to
implement block operations on xts objects.....
how do I use RcppEigen? If I just load it by:
> require(RcppEigen)
it is not recognising the .block method in C++.
If I include it inside the cppFunction:
> cppFunction(' include <RcppEigen.h> .....body')
I get the following error:
> error: "include doesn't name a type"
My question is : how do I manipulate the installed RcppEigen package for the
cppFunction to recognize block operations that are part of the Eigen library in
C++? If I have to use the "include" key word (something like this: include
<RcppEigen.h> ), where exactly should i position it in order to work with
cppFunction ( I want to use Eigen block operation methods or functions inside
the body of the cppFunction)?
very many thanks for your time and effort.....
yours sincerely,
AKSHAY M KULKARNI
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