Iterate over R object using SEXP in Rcpp - r

Question

I'd like to subset an xts object in an Rcpp function and return the subset.
If the xts object has an index of class Date extracting the index via Rcpp corrupts the xts object -- see dirk's answer to this question, where he demonstrates that getting a pointer to the Date indices from the xts (what i call the SEXP approach) doesn't lead to corruption.
Say that i have a pointer s to the SEXP in Rcpp -- how do i iterate over the underlying object using that SEXP? Can it be done?
I'd like to iterate over the underlying object, and return a subset of that object.
The below R code does what I require:
set.seed(1)
require(xts)
xx_date <- xts(round(runif(100, min = 0, max = 20), 0),
order.by = seq.Date(Sys.Date(), by = "day", length.out = 100))
subXts_r <- function(Xts) {
i = 2
while( as.numeric(Xts[i, ]) != as.numeric(Xts[i-1, ])) {
if (i == nrow(Xts)) break else i = i+1
}
Xts[1:i,]
}
subXts_r(xx_date)
This Rcpp code also does what I want, but it uses a clone of the index (second line) to prevent corruption. My idea is to replace the second line with SEXP s = X.attr(\"index\") -- but I don't know how to iterate over s once I have it.
cppFunction("NumericVector subXts_cpp(NumericMatrix X) {
DatetimeVector v = clone(NumericVector(X.attr(\"index\"))); // need to clone else xx_date is corrupted
double * p_dt = v.begin() +1;
double * p_value = X.begin() +1;
while( (*p_value != *(p_value -1)) & (p_value < X.end())) {
p_value++;
p_dt++;
}
Rcpp::NumericVector toDoubleValue(X.begin(), p_value);
Rcpp::NumericVector toDoubleDate(v.begin(), p_dt);
int rows = toDoubleValue.size(); // find length of xts object
toDoubleDate.attr(\"tzone\") = \"UTC\"; // the index has attributes
CharacterVector t_class = CharacterVector::create(\"POSIXct\", \"POSIXt\");
toDoubleDate.attr(\"tclass\") = t_class;
// now modify dataVec to make into an xts
toDoubleValue.attr(\"dim\") = IntegerVector::create(rows,1);
toDoubleValue.attr(\"index\") = toDoubleDate;
CharacterVector d_class = CharacterVector::create(\"xts\", \"zoo\");
toDoubleValue.attr(\"class\") = d_class;
toDoubleValue.attr(\".indexCLASS\") = t_class;
toDoubleValue.attr(\"tclass\") = t_class;
toDoubleValue.attr(\".indexTZ\") = \"UTC\";
toDoubleValue.attr(\"tzone\") = \"UTC\";
return toDoubleValue;}")