CODEWITHSUNDEEP
c++rtime-series
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Reputation: 10141

time series "forecast" R package from C++

I can't find any documentation about how to use the "forecast" R package from C++. Is anything available online?

Upvotes: 1

Views: 686

Answers (1)

Dirk is no longer here
Dirk is no longer here

Reputation: 368271

I have not looked closely but as it depends on the CRAN packages Rcpp and RcppArmadillo (which I am involved and which facilitate C++ use from R), I'd say yes. You can probably poke around in the sources and find other entry points. It's open source, after all.

But if you asked for a well-defined pre-existing API for forecast, the answer may be no.

Edit: Oh, and the obvious plug for RInside which allows you to embed [a single instance of] R very easily inside your C++ application. It does this by wrapping the existing (but hard to use) embedding API in a much simpler to use C++ class which abstracts away all the handholding.

Upvotes: 4

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