Thanks a lot, Baptiste! I'll check your code asap.
Cheers, /f On Tue, Jan 13, 2015 at 7:14 PM, Baptiste Auguie <baptiste.aug...@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.andr...@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 >> >> _______________________________________________ >> Rcpp-devel mailing list >> Rcpp-devel@lists.r-forge.r-project.org >> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel >> > >
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