[Rd] dmvnorm

[Joshua N Pritikin]

Summary:

+ I am writing an R extension that needs to call dmvnorm more than 
10,000 times during a model fitting computation.

+ My extension uses openmp for parallel execution.

+ As of R 3.0, it is no longer permitted for threads to call the R 
interpreter because there is a stack overflow check that always trips 
because the thread's stack is different from what R is expecting.

+ Therefore, I need a C version of dmvnorm.

+ The mvtnorm package maintainer is not interested in 
R_RegisterCCallable.

Can a C version of dmvnorm get added to the R core?

-- 
Joshua N. Pritikin
Department of Psychology
University of Virginia
485 McCormick Rd, Gilmer Hall Room 102
Charlottesville, VA 22904
http://people.virginia.edu/~jnp3bc
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