The Rcpp R/C++ object mapping library and package template has been updated on CRAN in package RcppTemplate. It allows you to work with R objects like data frames and zoo time series in C++ programs. R can call C++ functions, and C++ objects can call R functions, with parameters and return values of any of the most commonly used R data types (data frames, factors, time series, etc.). By using as.zoo, as.irts, as.xts, etc. it is possible to work with the other commonly used time series on the C++ side. The main design goal was improved performance.
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