[R] how to realize integration in C?

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri Nov 17 08:07:37 CET 2006

On Thu, 16 Nov 2006, Lynette Sun wrote:

> Hi,
> Thank you for your suggestions. But I also realized I didn't make myself 
> clear. I actually don't just need the integration results in R. The 
> integration in C is part of my C codes. I need the integration results in C. 
> How to realize that? Any suggestions? Thanks a lot!

That is exactly what the R API routines give you: C functions to do 
integration in C.  Please do read the manual I mentioned, sectiom 6.9 in 
the version I looked at.

> Best,
> Lynette
> ----- Original Message ----- From: "Lynette Sun" <fuyaonv at hotmail.com>
> To: "r-help" <r-help at stat.math.ethz.ch>
> Sent: Thursday, November 16, 2006 2:41 PM
> Subject: [R] how to realize integration in C?
>> 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
>> ______________________________________________
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>> PLEASE do read the posting guide 
>> http://www.R-project.org/posting-guide.html
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Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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