Re: [Rcpp-devel] Best Practice for Optimize Functions in RCPP

Simon,  If you're using Boost, // [[Rcpp::depends(BH)]] might be very helpful (if tools/minima.hpp is in the BH package). See  http://gallery.rcpp.org/articles/a-first-boost-example/ - Jaime On Mon, Dec 22, 2014 at 10:37 PM, Simon Riddell wrote: > Brief Update, > Avraham's advice helpe

Re: [Rcpp-devel] Best Practice for Optimize Functions in RCPP

Brief Update, Avraham's advice helped me get a better idea of where to start. What I am now trying to do is learn from this post, which explains how to use external libraries in RCPP ( http://stackoverflow.com/questions/13995266/using-3rd-party-header-files-with-rcpp). And secondly, try to use tha

Re: [Rcpp-devel] Best Practice for Optimize Functions in RCPP

Hello, Simon. I ran into a similar problem before (with uniroot ), and what I found was that the function in R is actually written in C. I found the original code, but not being a real programmer, I stopped working on what I wa

[Rcpp-devel] Best Practice for Optimize Functions in RCPP

Hello, I have been judiciously using RCPP for six months, and have had my numerous questions answered so far from previous threads. I have now run into an issue I cannot get a handle on: I have converted a fairly large (recursive) Kalman filter function from R to C++ using RCPP. This function is