I made a first stab at an Rcpp function via inline and it solved my speed problem (thanks Dirk!):
Replace negative values by zero
The initial version looked like this:
library(inline)
cpp_if_src <- '
  Rcpp::NumericVector xa(a);
  int n_xa = xa.size();
  for(int i=0; i < n_xa; i++) {
    if(xa[i]<0) xa[i] = 0;
  }
  return xa;
'
cpp_if <- cxxfunction(signature(a="numeric"), cpp_if_src, plugin="Rcpp")
But when called cpp_if(p), it overwrote p with the output, which was not as intended.  So I assumed it was passing by reference.
So I fixed it with the following version:
library(inline)
cpp_if_src <- '
  Rcpp::NumericVector xa(a);
  int n_xa = xa.size();
  Rcpp::NumericVector xr(a);
  for(int i=0; i < n_xa; i++) {
    if(xr[i]<0) xr[i] = 0;
  }
  return xr;
'
cpp_if <- cxxfunction(signature(a="numeric"), cpp_if_src, plugin="Rcpp")
Which seemed to work. But now the original version doesn't overwrite its input anymore when I re-load it into R (i.e. the same exact code now doesn't overwrite its input):
> cpp_if_src <- '
+   Rcpp::NumericVector xa(a);
+   int n_xa = xa.size();
+   for(int i=0; i < n_xa; i++) {
+     if(xa[i]<0) xa[i] = 0;
+   }
+   return xa;
+ '
> cpp_if <- cxxfunction(signature(a="numeric"), cpp_if_src, plugin="Rcpp")
> 
> p
 [1] -5 -4 -3 -2 -1  0  1  2  3  4  5
> cpp_if(p)
 [1] 0 0 0 0 0 0 1 2 3 4 5
> p
 [1] -5 -4 -3 -2 -1  0  1  2  3  4  5
I'm not the only one who has tried to replicate this behavior and found inconsistent results:
https://chat.stackoverflow.com/transcript/message/4357344#4357344
What's going on here?
 
     
    