define STRICT_R_HEADERS, include float.h, adjust three constants

[eddelbuettel]

Dear BGVAR team,

Your CRAN package BGVAR uses Rcpp, and uses in (just one file) two definition of DOUBLE_EPS, and one of DOUBLE_XMIN, that would go away if we enabled STRICT_R_HEADERS -- as we would like to. Please see the discussion at
RcppCore/Rcpp#1158
and the links therein for more context.

By simply including the standard header <float.h> and defining STRICT_R_HEADERS we can switch to DBL_EPSILON and DBL_MIN instead.

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? I do of course see that you have a 2.2.0 ready. Worst case you just shipped this and it may go in the next update; best case you can still adjust 2.2.0.

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.

[mboeck11]

Hi,

no worries, I am happy to help. Thanks for the patch!

[eddelbuettel]

Thank you--that was fast! Much appreciated!