Displaying 1 result from an estimated 1 matches for "dynaremodeleq".
2006 Jul 24
2
persistent C++ objects
Hi,
I am trying to create an R interface for Dynare++ [1], a k-order
solver for rational expectation models. I would like some advice on
how to glue the C++ code to R.
In C++, it works the following way:
- a DynareModelEq object is initialized with the formulas, parses them
and performs k-order symbolic expansions
- the user calls a member of this object multiple times with parameter
values (eg for MCMC), the object returns tensors
An R interface could work this way:
modeleq <- dynare_expand(... model desc...