In my opinion, RcppGSL may be a good choice. If you are using Weibull distribution, there is a *gsl_ran_weibull_pdf()* in GSL [1].
Best, KK [1] https://www.gnu.org/software/gsl/manual/html_node/The-Weibull-Distribution.html#The-Weibull-Distribution On Wed, Jul 30, 2014 at 3:15 PM, Silkworth,David J. < [email protected]> wrote: > I have a current project desire to move something like R’s integrate > function inside a loop in Rcpp code. The performance hit to call back to R > seems to kill the advantage of Rcpp in the first place. Actually my > integrand is t*pdf(t), very similar indeed to pweibull which integrates > pdf(t). It has been hard to find previous discussion on this topic since > the title of articles and book include the word Integration in another > context. > > I realize that eventually R’s integrate function calls rdqags (over a > definite interval), but there is a lot of memory management that is taken > care of before the call. This is over my head. > > I could try to incorporate the GSL, but this too seems daunting (even with > RcppGSL). I think there may be integration support in the boost headers, > but my head is too small for this yet. > > Any ideas that could help me? > > Dave Silkworth > > > _______________________________________________ > Rcpp-devel mailing list > [email protected] > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel > -- Qiang Kou [email protected] School of Informatics and Computing, Indiana University
_______________________________________________ Rcpp-devel mailing list [email protected] https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
