[R] how to realize integration in C?

[Lynette Sun]

Hi, all,

In order to save simulation time, I need to call C in R. For the C codes, I 
need integrate certain functions ( both continous and discrete ), I wonder 
how to realize the integration in C?

I try to use qsimp and trapzd subroutines from Numerical Recipes. But the 
error continues to appear:" Too many steps in routine qsimp ". Anyone has 
any idea why this happens and are there better solutions for the integration 
realization? Thanks a lot!

Best,
Lynette Sun