And here is what I meant: <br><a href="http://cran.r-project.org/web/packages/Rsundials/index.html">http://cran.r-project.org/web/packages/Rsundials/index.html</a><br>Sadly, the package has not been updated for a long time and like I said before, it only covers basic functionality like solving an ODE. If that is all you want to do, it might still work for you though. What I needed when I looked into it was the sensitivity generation functionality of Sundials, which is not implemented for R as far as I can see. So I did that "by hand" with deSolve and it's working fine. <br>
Other solvers I know of in C++ are the ode-initval2 solver included in the GSL and various implementations of Runge-Kutta methods that you can find in code-snippets around the web, mostly without error estimation or stepsize control. <br>
But, since most integration schemes were developed in the 70's and 80's, there are a lot of solvers that are only available in Fortran versions. ;-(<br>Jonas<br><br><div class="gmail_quote">On Thu, Oct 6, 2011 at 12:18 AM, Dirk Eddelbuettel <span dir="ltr"><<a href="mailto:edd@debian.org">edd@debian.org</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;"><div><div></div><div class="h5"><br>
On 5 October 2011 at 16:59, Douglas Bates wrote:<br>
| On Wed, Oct 5, 2011 at 2:45 PM, Dirk Eddelbuettel <<a href="mailto:edd@debian.org">edd@debian.org</a>> wrote:<br>
| ><br>
| > On 5 October 2011 at 14:07, Douglas Bates wrote:<br>
| > | On Wed, Oct 5, 2011 at 1:31 PM, Jonas Rauch <<a href="mailto:jonas.rauch@googlemail.com">jonas.rauch@googlemail.com</a>> wrote:<br>
| > | > I am using the deSolve package successfully and I think it is probably your<br>
| > | > best option if you want to do things in R.<br>
| > | > The most widespread solver in C++ is the Sundials Suite as far as I know:<br>
| > | > <a href="https://computation.llnl.gov/casc/sundials/main.html" target="_blank">https://computation.llnl.gov/casc/sundials/main.html</a><br>
| > | > I think someone starting writing an interface to R, but it only covers the<br>
| > | > really basic functions.<br>
| > | > Regards,<br>
| > | > Jonas<br>
| > |<br>
| > | Thanks for the suggestion. Because downloading the Sundials source<br>
| > | code requires registration I don't think it would be suitable to<br>
| > | include it in an R package on CRAN.<br>
| ><br>
| > Tst tst tst: You're loosing your Debian/Ubuntu instincts:<br>
| ><br>
| > edd@max:~$ wajig search sundials<br>
| > libsundials-cvode1 - ordinary differentialequation solver (SUNDIALS library)<br>
| > libsundials-cvodes2 - ODE solver with sensistivity analysis (SUNDIALS library)<br>
| > libsundials-ida2 - differential-algebraic system solver (SUNDIALS library)<br>
| > libsundials-idas0 - IDA solver with sensitivity capabilities (SUNDIALS library)<br>
| > libsundials-kinsol1 - KINSOL solver (SUNDIALS library)<br>
| > libsundials-nvecserial0 - vector operations library (SUNDIALS library)<br>
| > libsundials-serial - SUit of Nonlinear and DIfferential/ALgebraic equation Solvers<br>
| > libsundials-serial-dev - SUNDIALS development files<br>
| > edd@max:~$<br>
|<br>
| For someone who wants to wrestle with C code that generates all its<br>
| own linear algebra calls and uses malloc, free, printf, etc.<br>
| liberally.<br>
|<br>
| Been there, done that, got the t-shirt.<br>
<br>
</div></div>I see. And the scars, but those usually stay beneath the t-shirt.<br>
<div><div></div><div class="h5"><br>
Dirk<br>
<br>
<br>
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</div></div></blockquote></div><br>