Yes, this can be done and the call is the same, however the C++ needs to
be indicated as <external c>, see details in the writing R extensions
manual.
hth, Ingmar
On 6 Nov 2007, at 17:05, Deepankar Basu wrote:
> Hi All,
>
> I am trying to do an ML estimation in R. My likelihood function has
> several nested loops and so it takes a lot of time (days when I use
> the
> genetic algorithm for optimization) for the optimization to finish.
> Unable to avoid loops, I am thinking of writing the likelihood
> function
> in C++ and calling it from within R when using *optim()*. I found that
> one can call C functions (once they have been compiled) from within R
> with
>
>> dyn.load("file.so")
>
> and
>
>> .C("function", ...)
>
> Can the same be done for C++ code?
>
>
> Deepankar
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
Ingmar Visser
Department of Psychology, University of Amsterdam
Roetersstraat 15
1018 WB Amsterdam
The Netherlands
t: +31-20-5256723
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