And here is what I meant: http://cran.r-project.org/web/packages/Rsundials/index.html Sadly, the package has not been updated for a long time and like I said before, it only covers basic functionality like solving an ODE. If that is all you want to do, it might still work for you though. What I needed when I looked into it was the sensitivity generation functionality of Sundials, which is not implemented for R as far as I can see. So I did that "by hand" with deSolve and it's working fine. Other solvers I know of in C++ are the ode-initval2 solver included in the GSL and various implementations of Runge-Kutta methods that you can find in code-snippets around the web, mostly without error estimation or stepsize control. But, since most integration schemes were developed in the 70's and 80's, there are a lot of solvers that are only available in Fortran versions. ;-( Jonas
On Thu, Oct 6, 2011 at 12:18 AM, Dirk Eddelbuettel <[email protected]> wrote: > > On 5 October 2011 at 16:59, Douglas Bates wrote: > | On Wed, Oct 5, 2011 at 2:45 PM, Dirk Eddelbuettel <[email protected]> > wrote: > | > > | > On 5 October 2011 at 14:07, Douglas Bates wrote: > | > | On Wed, Oct 5, 2011 at 1:31 PM, Jonas Rauch < > [email protected]> wrote: > | > | > I am using the deSolve package successfully and I think it is > probably your > | > | > best option if you want to do things in R. > | > | > The most widespread solver in C++ is the Sundials Suite as far as I > know: > | > | > https://computation.llnl.gov/casc/sundials/main.html > | > | > I think someone starting writing an interface to R, but it only > covers the > | > | > really basic functions. > | > | > Regards, > | > | > Jonas > | > | > | > | Thanks for the suggestion. Because downloading the Sundials source > | > | code requires registration I don't think it would be suitable to > | > | include it in an R package on CRAN. > | > > | > Tst tst tst: You're loosing your Debian/Ubuntu instincts: > | > > | > edd@max:~$ wajig search sundials > | > libsundials-cvode1 - ordinary differentialequation solver (SUNDIALS > library) > | > libsundials-cvodes2 - ODE solver with sensistivity analysis (SUNDIALS > library) > | > libsundials-ida2 - differential-algebraic system solver (SUNDIALS > library) > | > libsundials-idas0 - IDA solver with sensitivity capabilities (SUNDIALS > library) > | > libsundials-kinsol1 - KINSOL solver (SUNDIALS library) > | > libsundials-nvecserial0 - vector operations library (SUNDIALS library) > | > libsundials-serial - SUit of Nonlinear and DIfferential/ALgebraic > equation Solvers > | > libsundials-serial-dev - SUNDIALS development files > | > edd@max:~$ > | > | For someone who wants to wrestle with C code that generates all its > | own linear algebra calls and uses malloc, free, printf, etc. > | liberally. > | > | Been there, done that, got the t-shirt. > > I see. And the scars, but those usually stay beneath the t-shirt. > > Dirk > > > -- > New Rcpp master class for R and C++ integration is scheduled for > San Francisco (Oct 8), more details / reg.info available at > > http://www.revolutionanalytics.com/products/training/public/rcpp-master-class.php >
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