Hello,
I have a quick design question. I am working on a program that uses RInside
and RcppEigen, and I want to expose a function back to R. Specifically, I
have a C++ function with the following signature:
double nll_singleton(
const VectorXd& theta,
const MatrixXd& ua,
const MatrixXd& ub,
const MatrixXd& Xmat,
const MatrixXd& Ymat);
I would like to run R's optim over this function, where 'theta' is the
vector that I am optimizing over. Would I use RCpp::InternalFunction for
this? nll_singleton is going to call MPI and I would rather do it this way
than use mpi over R, if this is possible.
Thank you and best regards,
Stephen
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