[Rcpp-devel] dmvnorm() of mvtnorm using RcppArmadillo
edd at debian.org
Thu Dec 19 21:19:19 CET 2019
On 20 December 2019 at 07:50, Shaami wrote:
| #include <RcppArmadillo.h>
| #include <mvtnormAPI.h>
That is not used as you call the R function.
In short, don't call the R function. I buys you nothing. You were told to
look into using the API from that header. I would do that if I were you.
| using namespace Rcpp;
| using namespace RcppArmadillo;
| using namespace arma;
Flattening namespaces like that is generally a bad idea.
Again, you don't use it (yet) so no reason (yet) to include this.
That empty line is a bad idea.
| arma::vec dmvnormC(const arma::mat& x, const arma::vec& mean, const
| arma::mat& sigma, int give_log)
| Environment pkg = Environment::namespace_env("mvtnorm");
| Function dmvnorm = pkg["mvtnorm"];
As above. R code runs at the speed of R code. Calling it N times makes it N
| int N = x.n_rows;
| arma::rowvec f(N);
| for(int k=0; k<N; k++)
| f(k) = Rcpp::as<double>(dmvnorm(x.row(k), mean, sigma, give_log));
I would decompose this into two or three steps. Call dmvnorm() [til you know
better]. Convert to a double. Assign the double to f(k).
| return f;
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
More information about the Rcpp-devel