On Mon, 5 Jan 2009, Andreas Wittmann wrote:
Dear R users,
i would like to transform the following function from R-code to C-code
and call it from R in order to speed up the computation because in my
other functions this function is called many times.
`dgcpois` <- function(z, lambda1, lambda2)
{
`f1` <- function(alpha, lambda1, lambda2)
return(exp(log(lambda1) * (alpha - 1) - lambda2 * lgamma(alpha)))
`f2` <- function(lambda1, lambda2)
return(integrate(f1, lower=1, upper=Inf, lambda1=lambda1,
lambda2=lambda2)$value)
return(exp(log(lambda1) * z - lambda2 * lgamma(z + 1) -
log(f2(lambda1=lambda1, lambda2=lambda2))))
}
In order to do this i read for example dgamma.c or dpois.c but for my it
seems rather cryptic and so i would like get some advice in writing the
c-function. First of all i think i cannot call the integrate r-function
from c so i have to use the internal c-function of integrate here?
You can do what integrate() does:
wk <- .External("call_dqagi", ff, rho = environment(),
as.double(bound), as.integer(inf), as.double(abs.tol),
as.double(rel.tol), limit = limit, PACKAGE = "base")
and save a bit of time by doing the setup in integrate once only and
call just .External from within your other functions.
Or you can follow the directions in
Writing R Extensions
...
6.9 Integration
The C code underlying integrate can be accessed directly. The user needs
to supply ....
and also note in '6.7 Numerical analysis subroutines' that the API gives
you everything else you need (e.g. lgammafn) for a C version of dgcpois.
HTH,
Chuck
Thanks,
Andreas
--
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
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