[Rd] Using GSL Routines

From: Mohit Dayal <ken.sensei_at_gmail.com>
Date: Thu, 14 Apr 2011 11:19:57 +0530

ink1">Dear R-programmers,

I am trying out certain methods in R, and the statistics require me to calculate n-(sample size) dimensional equations. They are not really very hard to solve - my home-brew implentation of Newton-Raphson in R succeeds most of time with simulated data. (Note that I am assured of a unique solution by theory). Problem comes in with real data, for which I should really implement a good line search (convergence issues). Being lazy, i would like to link to the GSL routines which are of course faster and more reliable.

My question is should i use the C - GSL routines or the Python ones in NumPy? My major concern is the portability of the code i write: really dont want users to have to install a bunch of software just to use my package. (Im looking at Windows here)

Alternatively, should i just hack out the code (fsolve) and put it in my package?

Thanks for the advice,
Mohit Dayal
Applied Statistics & Computing Lab
ISB         [[alternative HTML version deleted]]

R-devel_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Thu 14 Apr 2011 - 05:53:23 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 14 Apr 2011 - 13:10:45 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-devel. Please read the posting guide before posting to the list.

list of date sections of archive