[Rcpp-devel] Integrals with Rcpp

[Federico Andreis]

Thanks a lot, Baptiste!

I'll check your code asap.

Cheers,

/f

On Tue, Jan 13, 2015 at 7:14 PM, Baptiste Auguie <baptiste.auguie at gmail.com>
wrote:

> 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.andreis at 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
>>
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>
>
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