On 9 January 2015 at 15:10, Federico Andreis wrote: | Dear all, | | I was wondering what, in your opinion, would be the best way to handle the | computation of definite integrals using Rcpp. | | To be more precise, I need to evaluate a double integral that turns out to be | somewhat nasty (really slow computation and presumably inaccurate results using | the R cubature package). | | Should I write the integration algorithm from scratch, or is there any external | library you would suggest? | | I've already found the post on Stackoverflow 'using C function from other | package in Rcpp' that dealt with an integration problem as well, but it looked | too general for my problem and also, it's one year old, maybe something else | has turned up in the meanwhile..
>From the top of my head, I think there are several CRAN package doing something like cubature with related names. It is not something I use day to day so maybe somebody else will chime in... In general, though, one (easy ?) approach is to solve the problem with standalone C/C++ code [ possibly entirely outside of of R ] and then learn (here and elsewhere) how to connect that to R via Rcpp. It is straightforward. Alternatively, and starting from the other end, learn how to access C / C++ code in another package and do it with C++ code from R via Rcpp. Or use the middle ground. There are lots of ways in which Rcpp can help you here. Dirk | Thanks in advance, and congrats for the great work with Rcpp! | | /federico | _______________________________________________ | 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 -- http://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org _______________________________________________ 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
