Hi, I might be the author of the SO question you refer to. In the planar package I've tried a number of different strategies for numerical integration, but the most efficient I managed was at the C++ level, with direct call to the cubature library, https://github.com/baptiste/planar/blob/master/src/gaussian_beam.cpp#L478
At the time, I wrote for myself a minimal example, https://github.com/baptiste/cubature/blob/master/minimal.c HTH, baptiste On 9 January 2015 at 11:10, Federico Andreis <federico.andr...@gmail.com> 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.. > > 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 >
_______________________________________________ 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
