[Rcpp-devel] Integrals with Rcpp

[Federico Andreis]

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
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