Cpp source usage

library(bvhar)

For Package Developers

This package provides public C++ headers. Some might be implement these useful.

• ols: OLS classes and structs
• bayesfit: Bayesian models classes and structs
• forecast: Forecast classes
• spillover: Spillover classes
• utils: Inline functions used in the headers

You can use these by writing in your R package DESCRIPTION:

LinkingTo: 
    BH,
    Rcpp,
    RcppEigen,
    bvhar

Also, you can use in your single C++ source:

// [[Rcpp::depends(BH, RcppEigen, RcppSpdlog, RcppThread, bvhar)]]
// [[Rcpp::plugins(bvhar)]]

You need to add plugins attribute because the header in this package should define USE_RCPP macro. Or you can use instead:

Sys.setenv("PKG_CPPFLAGS" = "-DUSE_RCPP")

without using plugins attribute.