RcppExample {Rcpp}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 code for the example and for Rcpp (along with source code for the test library MyLib) can be found in the Rcpp package doc subdirectory.

Value

RcppExample returns a list containing:

nlFirstName first name in nlist
nlFirstValue first value in nlist
matD an RcppMatrix<double> object
vecD a RcppVector<double> object
a A matrix in C/C++ format
v A vector in C/C++ format
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 Rcpp version 1.3 Index]