RcppExample {RcppTemplate} | R Documentation |
RcppExample
illustrates how the Rcpp
R/C++
interface class library is used.
RcppExample(params, nlist, vec, mat)
params |
A parameter list specifying method (string),
tolerance (double), maxIter (int) |
nlist |
a list of named numeric values (double or int) |
vec |
a numeric 1D vector (double or int) |
mat |
a numeric 2D matrix (double or int) |
See the document Rcpp: R/C++ Interface Classes: Using C++
Libraries from R
for more information. The source files for this example
can be found in the doc
package subdirectory, and the source code
for the Rcpp
library can be found in the lib
subdirectory.
RcppExample
returns a list containing:
nlFirstName |
first name in nlist |
nlFirstValue |
first value in nlist |
matD |
R matrix from an RcppMatrix<double> object |
stlvec |
R vector from a vector<double> object |
stlmat |
R matrix from a vector<vector<double> > object |
a |
R matrix from C/C++ matrix |
v |
R vector from C/C++ vector |
settleDays |
An integer-valued parameter |
price |
A real-valued parameter |
riskFreeRate |
A real-valued parameter |
dividendYield |
A real-valued parameter |
params |
The input parameter list |
Dominick Samperi
params <- list(optType='call', tradeDate=c(5,15,1998), settleDays=2, exerciseDate=c(5,17,1999), strikePrice=8, price= 7, volatility=0.10, riskFreeRate=0.05, dividendYield=0.05) nlist <- list(ibm = 80.50, hp = 53.64, c = 45.41) vec <- seq(1,5) mat <- matrix(seq(1,20),4,5) result <- RcppExample(params, nlist, vec, mat) result