Based on feedback from this list I have updated the Rcpp R/C++ interface
class library and uploaded the new version to CRAN.
Just as the .C
interface can be viewed as a C programmer-friendly version of the
more demanding .Call interface, Rcpp essentially provides a
C++ programmer-friendly version of the .Call interface, with
automatic type checking and error reporting via a try/catch
protocol. Rcpp also eliminates the need to work with the
low-level SEXP macros.
The API documentation is in RHOME/library/Rcpp/doc/RcppAPI.pdf.
If there is interest in providing a supported C++ API for R, then
Rcpp might be a useful starting point.
The RQuantLib package has also been updated to use the new
version of Rcpp.