[Rcpp-devel] help needed on RcppEigen

[Serguei Sokol]

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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