RcppExample {RcppTemplate}R Documentation

Rcpp R/C++ interface example

Description

RcppExample illustrates how the Rcpp R/C++ interface class library is used.

Usage

RcppExample(params, nlist, vec, mat)

Arguments

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)

Details

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.

Value

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

Author(s)

Dominick Samperi

Examples


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


[Package RcppTemplate version 3.0 Index]