[R] C++ and R interface

[Deepankar Basu]

Hi All,

I am trying to do an ML estimation in R. My likelihood function has
several nested loops and so it takes a lot of time (days when I use the
genetic algorithm for optimization) for the optimization to finish.
Unable to avoid loops, I am thinking of writing the likelihood function
in C++ and calling it from within R when using *optim()*. I found that
one can call C functions (once they have been compiled) from within R
with 

> dyn.load("file.so")

and

> .C("function", ...)

Can the same be done for C++ code?


Deepankar