| RcppExample {Rcpp} | 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
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.
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 |
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