Re: [Rcpp-devel] rollapply

2014-02-26 Thread Hideyoshi Maeda
Hi Kevin, I just had a quick look, at RcppRoll and noticed that almost all of the results have a single value as an output, and was wondering if it was possible to be able to get more than one output per loop… to give a quick example, i would be grateful if you could show me how the following

Re: [Rcpp-devel] rollapply

2014-02-26 Thread Hideyoshi Maeda
Didn’t even know it existed! will take a look now. Thanks On 26 Feb 2014, at 16:35, Dirk Eddelbuettel wrote: > > On 26 February 2014 at 16:23, Hideyoshi Maeda wrote: > | Hi Rcpp devel list, > | > | One of the functions I like to use is zoo’s rollapply() function. However > sometimes this can b

Re: [Rcpp-devel] rollapply

2014-02-26 Thread Dirk Eddelbuettel
On 26 February 2014 at 16:23, Hideyoshi Maeda wrote: | Hi Rcpp devel list, | | One of the functions I like to use is zoo’s rollapply() function. However sometimes this can be slow as it is basically a long loop using mapply. | | Given how fast loops are in C++ this seems like this would be the

[Rcpp-devel] rollapply

2014-02-26 Thread Hideyoshi Maeda
Hi Rcpp devel list, One of the functions I like to use is zoo’s rollapply() function. However sometimes this can be slow as it is basically a long loop using mapply. Given how fast loops are in C++ this seems like this would be the perfect thing to covert into C++, BUT, one of the benefits of r