[R] help needed on RcppEigen....

[akshay kulkarni]

dear members,

               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


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