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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