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rrcppalglib

Is it possible to use Alglib with Rcpp?

I often use Rcpp code to incorporate C++ code into R. Through the BH-package I am also able to use the Boost-library. However, the Boost library lacks a function that I would like to use (to be precise, it only has Bessel function but I would like to get Log-Bessel immediately because of overflow). I know that Alglib does have this feature.

Would it be possible to use Alglib with Rcpp, that is, use the log-bessel function from Alglib somehow?

Solution

  • I do not see a clear difference in functionality between the

    As such, I think you can just use the BH package giving you all of Boost Math and then some.

    Last but not least there is a package bessel on CRAN written by the R Core member focusing on special functions so you could start from there too.