On 23 April 2011 at 18:25, Shuguang Sun wrote: | I'm doing some simulation work and it takes me a lot of time to do it | in R. So I try to implement it in C code, but I want to use some R | functions directly for my lazy and the robustness of code. For | example, I will use lm and nlm in my program. How could I use R's lm | and nlm function directly? I thinks these functions are not included | in the R's include directory. Do I need to get full R's source first? | If I have get all R's source, is it enough that I only include the | source file for function lm or nlm?
The CRAN packages RcppArmadillo and RcppGSL both implement a function fastLM() that does just that: faster linear model fits. Two caveats, though. First, these functions are provided to illustrate how to do something like this more easily in C/C++ from R thanks to Rcpp and Rcpp extensions. But as Doug Bates will remind you, one should not necessarily do linear model fits this way R does internally is different, and more robust in corner cases. See help(fastLM) in RcppArmadillo for a worked example. Second, as Gabor said, there are also easier way to get faster lm fits so make sure you have those options exhausted. Dirk -- Gauss has an Erdos number of -1. -- #63 at http://www.gaussfacts.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
