R help - Jan 2009 - transform R to C

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?

Thanks,

Andreas
--

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
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