Thanks for the help.
On Tue, 2007-11-06 at 14:48 -0200, Alberto Monteiro wrote:
> Deepankar Basu wrote:
> >
> > 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?
> >
> If it can be done in C, it probably (P > 99%) can be done in C++,
> because C++ can call C functions. Just write the C++ code as:
>
> extern "C" int myfunction(int x1, int x2)
> {
> // write C++ code here
> return rval;
> }
>
> Alberto Monteiro
>
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