[R] C++ and R interface

[Alberto Monteiro]

Deepankar Basu wrote:
> 
> 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?
> 
If it can be done in C, it probably (P > 99%) can be done in C++, 
because C++ can call C functions. Just write the C++ code as:

extern "C" int myfunction(int x1, int x2)
{
  // write C++ code here
  return rval;
}

Alberto Monteiro