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dear sir,</p>
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I am using R to model stock prices but a slow "for" loop has stifled my research.</p>
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I am using Rcpp to speed up my "for" loop. I am also using RcppEigen to implement block operations on xts objects.....</p>
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how do I use RcppEigen? If I just load it by:</p>
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> require(RcppEigen)</p>
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it is not recognising the .block method in C++.</p>
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If I include it inside the cppFunction:</p>
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> cppFunction(' include <RcppEigen.h> .....body')</p>
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I get the following error:</p>
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> error: "include doesn't name a type"</p>
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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)?</p>
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very many thanks for your time and effort.....</p>
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yours sincerely,</p>
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AKSHAY M KULKARNI</p>
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