I have a c++ project that stores data in Eigen matrices.
I would like to use R functionality from the c++ code,
but I am not sure how to convert my data to Rcpp data types
(e.g. NumericVector). Should I create a NumericVector
and copy my data into it, or is there any way to avoid the
copy by using the common storage? Eigen matrix has a method
data() that returns the underlying double pointer, and
methods that give outer and inner strides of the matrix.
Thanks.
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