[Rcpp-devel] Integrals with Rcpp

[Dirk Eddelbuettel]

On 13 January 2015 at 15:14, Baptiste Auguie 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

You did just say you were turning this into a piece for the Rcpp Gallery,
didn't you?  ;-)

Dirk

-- 
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org