[Rcpp-devel] Integrals with Rcpp

[Baptiste Auguie]

On 14 January 2015 at 10:01, Dirk Eddelbuettel <edd at debian.org> wrote:

>
> 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?  ;-)
>
>
Good point, I'll try to find the time.

b.

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