How to pass a pointer to a function from C code to R (using External R) and after call that function from R??
Something like:
C:
typedef void (* FunctionPtr)();
SEXP ans;
PROTECT(ans = /* ?some code? */);
R_tryEval(ans, R_GlobalEnv, NULL);
UNPROTECT(1);
R:
callback_function()
EDIT:
@Romain Francois's post was very helpful.
myapp code:
namespace
{
    void callback()
    {
        std::cout << "callback\n" << std::flush;
    }
}
class Worker
{
public:
/*...*/
    void initialize(argc, argv)
    {
       Rf_initEmbeddedR(argc, argv);
        SEXP ans, val;
        typedef void (* FunctionPtr)();
        PROTECT(ans = Rf_lang2(Rf_install("source"), Rf_mkString("script.R")));
        R_tryEval(ans, R_GlobalEnv, NULL);
        UNPROTECT(1);
        PROTECT(val = Rf_ScalarInteger((int)(&callback)));
        /* pass the address of the pointer to a function */
        PROTECT(ans = Rf_lang2(Rf_install("setCallback"), val));
        R_tryEval(ans, R_GlobalEnv, NULL);
        UNPROTECT(2);
    }
    void uninitialize()
    {
        Rf_endEmbeddedR(0);
    }
};
R and Rcpp
script.R
###################
sourceCpp("utils.cpp")
###################
callback <- function()
{
  callCallback()
}
utils.cpp
#include <Rcpp.h>
using namespace Rcpp;
typedef void (* Callback)();
static Callback spCallback = 0;
// [[Rcpp::export]]
void callCallback()
{
  if (spCallback) {
    spCallback();
  } else {
    Rprintf("ERROR: callback is not set");
  }
}
// [[Rcpp::export]]
void setCallback(const int address)
{
  spPlaceOrder = (Callback)address;
}
                Another way is to use the InternalFunction class in Rcpp: 
#include <Rcpp.h>
using namespace Rcpp ;
void callback(){
    Rprintf( "hello from calback\n" ) ;    
}
// [[Rcpp::export]]
InternalFunction get_callback(){
    return InternalFunction(callback) ;    
}
The implementation is similar to what I described in the other answer. Things on the R side are taken care of by Rcpp: 
callback <- get_callback()
callback()
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