Le 19/03/2018 à 17:21, akshay kulkarni a écrit :
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)?
It looks like you have missed some starter texts.
Take a look at
https://cran.r-project.org/web/packages/Rcpp/vignettes/Rcpp-introduction.pdf
and http://gallery.rcpp.org/articles/eigen-eigenvalues/
Note that in all examples there is "#" before "include", it's not optional.
May be some introduction texts to C++ would be useful too.
Best,
Serguei.
very many thanks for your time and effort.....
yours sincerely,
AKSHAY M KULKARNI
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