search for: gsl_matrix

...as.double(mu),sig, as.integer(6)) print(sig) # sig has changed after .Call This code takes the SEXP's that were passed from R and converts them to gsl objects, and then calls the logpdf function: # include <R.h> # include <Rinternals.h> # include <Rmath.h> # include <gsl/gsl_matrix.h> # include <gsl/gsl_vector.h> # include <gsl/gsl_blas.h> # include <gsl/gsl_linalg.h> # include <gsl/gsl_math.h> SEXP R_mvnorm_logpdf (SEXP xx, SEXP mux, SEXP sigmax, SEXP kx) { int k = INTEGER(kx)[0]; double * xAr = REAL(xx); double * muAr = REAL(mux); dou...

...include gsl code and link against the gsl binaries? This seems like it would cause problems compiling it on different systems. 3. write my own code (bad idea) 4. Call R from my C code (slow?) What's the best/easiest way? I don't really care how the matrices are represented in c (could be gsl_matrix, SEXP, whatever) as long as it works. Thanks, Richard Morey

...virtually no progress. I have noticed similar issues in the past when calling Winbugs repeatedly using Gelmans functions, so it is likely not an issue that is coming just from my code. I suspect that the memory issues could have something to do with the fact that my C code makes repeated use of the gsl_matrix_alloc and gsl_matrix_free functions rather than the R_alloc function (I suspect that the memory is not Garbage collected). I searched the web and found the following suggestion from Bryan Gouch in response to a similar question posted on the gsl discussion forum. "If you want to return an R...