Dear developeRs, I am maintaining a package of Actuarial Science functions (soon to be uploaded to CRAN) in which we would like to include the usual d*, p*, q* and r* functions for some probability laws not currently found in base R.
Taking into account that most of the distributions are functions or transformations of the distributions found in base R, should we look into writing our functions in C or in R, both in terms of: (1) speed, and (2) accuracy? If we opt for C, is there a canonical reference detailing the precautions one has to take to ensure accuracy of the density/distribution/quantile functions over the complete domain of the probability laws? Comments appreciated. -- Vincent Goulet, Associate Professor École d'actuariat Université Laval, Québec [EMAIL PROTECTED] http://vgoulet.act.ulaval.ca ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
