> Fancy indexing tricks aside, another avenue you might want to look > into is doing the convolution in fourier space ...
I have looked into that, and I'm pretty sure for my case (k much smaller than x), that it's less efficient (and less numerically stable). In my experience, it also make the code much harder to understand - convolutions in fourier space are circular, which means you have to add a whole lot of extra padding and it's non-obvious how to debug. I spent several months going down the fft route, and I've already made more progress in a week of using loops. Hadley -- Assistant Professor / Dobelman Family Junior Chair Department of Statistics / Rice University http://had.co.nz/ _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel