[Rcpp-devel] help needed on RcppEigen

akshay kulkarni akshay_e4 at hotmail.com
Mon Mar 19 17:21:59 CET 2018


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

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.r-forge.r-project.org/pipermail/rcpp-devel/attachments/20180319/b642898d/attachment.html>


More information about the Rcpp-devel mailing list