[R] how to realize integration in C?

[Prof Brian Ripley]

R has integration routines in its C API: see `Writing R Extensions'.

On Thu, 16 Nov 2006, Lynette Sun wrote:

> 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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-- 
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)
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