Does anyone have decent insight on certain R packages that can work with RInside out of box? I am looking for hopeful support with the R packages of: quantstrat, quantmod, PerformanceAnalytics, and TTR In other words, can I call R functions directly within these R packages listed from my C++ if I used RInside. If not, do I have extra coding or tweaking on the packages or my own R/C++ code to properly implement? Big thanks
Rpp, Rinside support for R packages?
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You do understand that RInside calling R code still calls R code, right?
There is no magic speed gain by simply replacing your interactive prompt, or R script, with a call from a C++ program wrapping around it.
For concrete examples, see
examples/standard/rinside_sample2.cppandexamples/standard/rinside_sample4.cppboth of which call the fPortfolio package (in response to similar questions for examples). And no, they don't solve the problem faster, but they may give C++ programmers easy access to some R functionality.The package comes with a large set of examples. Feel free to experiment with those, and maybe time or profile them. But no silver bullet...