Define STRICT_R_HEADERS, include cfloat, use DBL_EPSILON

[eddelbuettel]

Dear Laurent,

Your CRAN package fixest uses Rcpp, and is affected if we add a definition of STRICT_R_HEADERS as we would like to do. Please see the discussion at RcppCore/Rcpp#1158 and the links therein for more context on this.

Here, instead of prefixing each #include <Rcpp.h> with STRICT_R_HEADERS I changed src/Makevars* to define it which is less invasive still ensures we will not get surprised later. The actual change that is needed is the change from DOUBLE_EPS to DBL_EPSILON in one files, and adding as an include.

It would be lovely if you could apply this. There is no strong urgency: we aim to get this done over all affected packages in the space of a few months. If you apply it, would you mind dropping me a note by email or swinging by RcppCore/Rcpp#1158 to confirm?

Many thanks for your help, and I hope you continue to find Rcpp helpful. Please don't hesitate to ask if you have any questions.

[lrberge]

Dear Dirk,

Thanks for making all the changes and fixing the (future) problem!
Of course, I can't thank you enough for Rcpp. Needless to say this package wouldn't have existed without it.

[eddelbuettel]

Thanks for the prompt merge, and kind words!