[Rcpp-devel] xts inputs and outputs for Rcpp translation

Dirk Eddelbuettel edd at debian.org
Thu Feb 6 14:58:47 CET 2014

On 6 February 2014 at 13:29, Hideyoshi Maeda wrote:
| I was aware that an xts object is just a NumericMatrix with a few attributes and index attached, but was wondering if anybody could please give me a walkthrough example to show me how its done with some thing that has more than one column and also how one goes about subsetting columns of the xts object/matrix etc.
| any help as always would be greatly appreciated.

i)   Pass down the xts as a SEXP to your C++ function.

ii)  Instantiate a NumericMatrix from the SEXP. That would be equivalent 
     to coredata(myXtsObject)

iii) Pick of the attribute for the time index and instantiate a
     NumericMatrix.  That would be equivalent to as.numeric(index(myXtsObject)

If all that fails, separate the xts in R into coredata() and index() before
passing things down, and take it from there.  

You can probably also combine i) and ii), my suggestion is untested. 


Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com

More information about the Rcpp-devel mailing list