[R-SIG-Finance] RcppTemplate
Dominick Samperi
dsamperi at DecisionSynergy.com
Mon Nov 9 02:36:25 CET 2009
The Rcpp R/C++ object mapping library and package template has
been updated on CRAN in package RcppTemplate. It allows you
to work with R objects like data frames and zoo time series in
C++ programs. R can call C++ functions, and C++ objects can
call R functions, with parameters and return values of any
of the most commonly used R data types (data frames,
factors, time series, etc.). By using as.zoo, as.irts, as.xts, etc. it
is possible to work with the other commonly used time series
on the C++ side. The main design goal was improved performance.
Dominick
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