[R] use "integrate" for functions defined in C, not R
Zhijin Wu
zwu at jhsph.edu
Tue May 10 00:43:35 CEST 2005
Dear all,
I am trying to use the C code for "integrate" function ( that calls
Rdqagi and Rdqags) so that I can integrate a function defined in C,
instead of passing from R.
Is there a way for doing this?
My unsuccessful attempt:
I looked into the files (including integrate.c, Applic.h) and
1. modified the definition of
"integr_fn" by droping the environment "*ex",
void integr_fn(double *x, int n)
and dropped all use of "ex" used in the code
2. defined my checker function f1 and the vectorizing function "Cintfn" in
place of "Rintfn"
double f1(double x){ return(x);}
static void Cintfn(double *x, int n)
{
int i;
for(i = 0; i < n; i++)
x[i] = f1(x[i]);
return;
}
3. Similar to "call_dqags", I define a C function "my_call_dqags" that
has it's own parameters of "lower, upper" and etc define in C, instead of
parsing from R. And I call
Rdqags(Cintfn,
&lower, &upper, &epsabs, &epsrel, &result,
&abserr, &neval, &ier, &limit, &lenw, &last, iwork, work);
instead of
Rdqags(Rintfn, (void*)&is,
&lower, &upper, &epsabs, &epsrel, &result,
&abserr, &neval, &ier, &limit, &lenw, &last, iwork, work);
I am not passing (void*)&is because I no longer have the "environment".
The code compiles fine with R CMD SHLIB. But it returns 5.3e-317 for my
checker function f(x)=x, integration interval (1,2).
Thanks for any hint!
Jean
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