Shige, There is no way to sugarcoat this: you have to learn to live with, and learn from, the compiler errors and relate them to the actual code. Using Rcpp still means programming in the context of a C++ compiler.
You also need Whit's CppBugs repo from github _installed somewhere_ so that #include <cppbugs/cppbugs.hpp> works. Plus the same for Conrad's Armadillo as we have #include <armadillo> And to top it all off, you probably need a bunch of Boost installed as CppBugs uses it. If all that is a given, then you can run the attached file 'whit.r' as I do below. This file served as in example in the Rcpp workshop in April and I just fetched it from my sources. The version posted then is likely a little outdated. But this one works: $ r whit.R Loading required package: methods user system elapsed 0.220 0.020 0.236 $b [1] -0.3303790 0.5276294 $ar [1] 0 $ Whether you use Rscript or r (from littler) does not matter. The updated whit.r is attached. It builds and runs, I have no idea if it makes any sense... I think it regresses y ~ X with both being noise so there. Hope this helps, Dirk
whit.R
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-- New Rcpp master class for R and C++ integration is scheduled for San Francisco (Oct 8), more details / reg.info available at http://www.revolutionanalytics.com/products/training/public/rcpp-master-class.php
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