Running compiled C++ code with Rcpp

Question

I have been working my way through Dirk Eddelbuettel\'s Rcpp tutorial here:

http://www.rinfinance.com/agenda/

I have learned how to save a C++ file

Answer 1

You say

I have never used C++ until now, but I know that when I compile C code I get an *.exe file

and that is true if and only you build an executable. Here, we build dynamically loadable libraries and those thend to have different extensionos depending on the operating system: .dll for Windoze, .so for Linux, .dynlib for OS X.

So nothing wrong here, you simply had the wrong assumption.