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Editorial Team
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Asked: 2026-06-04T10:44:04+00:00

I am wondering if there was a workaround for using the R package Rcpp

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I am wondering if there was a workaround for using the R package Rcpp within a Visual C++ project within Visual Studio. According to the Rcpp FAQ, this is not possible. I also came across another R package called R.NET. Can this only work with C# but there seems to be no examples from within Visual C++? Is there another option for this that I am missing? Even if I am forced to work with C#, can anyone envision latency issues with this for a high frequency trading environment?
Thanks for any feedback

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  1. Editorial Team

    The question is what you really want to connnect with what. If you want to use R within C++ Rcpp seems to be the wrong decision as it connects C++ to R (and not the other way round as your question implies.).

    If you want to connect R to C++ and use Visual C++ for creating your C++ code only (instead of linking R to C++), you might want to check this recent blog post (found via R-bloggers.com). It tells you a possible way of doing so.

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