optimize Rcpp code a bit

kylebaron · Sep 23, 2018 · 89015a7 · 89015a7
1 parent 61d53ef
commit 89015a7
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Showing 2 changed files with 7 additions and 5 deletions.
diff --git a/InsideLoop.cpp b/InsideLoop.cpp
@@ -4,12 +4,12 @@
 using namespace Rcpp;
 
 // [[Rcpp::export]]
-NumericMatrix InsideLoop(NumericVector vGridCapital, NumericMatrix mOutput, NumericMatrix expectedValueFunction){
+void InsideLoop(NumericVector vGridCapital, NumericMatrix mOutput, NumericMatrix expectedValueFunction, NumericMatrix results){
 
     const double bbeta  = 0.95;
     const int nGridCapital = 17820, nGridProductivity = 5;
 
-    NumericMatrix results(nGridCapital,2*nGridProductivity);
+    //NumericMatrix results(nGridCapital,2*nGridProductivity);
     double valueProvisional, valueHighSoFar, consumption, capitalChoice;
 
     int nProductivity, nCapital, nCapitalNextPeriod, gridCapitalNextPeriod;
@@ -46,6 +46,6 @@ NumericMatrix InsideLoop(NumericVector vGridCapital, NumericMatrix mOutput, Nume
 
     }
 
-  return results;
+  //return results;
 
 }
diff --git a/RBC_Rcpp.R b/RBC_Rcpp.R
@@ -1,6 +1,9 @@
 ## 0. Housekeeping
 
 rm(list=ls())
+
+Rcpp::sourceCpp('InsideLoop.cpp');
+
 ptm <- proc.time()
 
 ##  1. Calibration
@@ -59,8 +62,7 @@ while (maxDifference>tolerance){
 
   expectedValueFunction = mValueFunction %*% t(mTransition);
 
-  Rcpp::sourceCpp('InsideLoop.cpp');
-  mResults <- InsideLoop(vGridCapital, mOutput, expectedValueFunction);
+  InsideLoop(vGridCapital, mOutput, expectedValueFunction,mResults);
 
   mValueFunctionNew <- mResults[,1:5];