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:
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)?