[Rd] dmvnorm

Joshua N Pritikin jpritikin at pobox.com
Thu Jun 6 08:06:22 CEST 2013


+ I am writing an R extension that needs to call dmvnorm more than 
10,000 times during a model fitting computation.

+ My extension uses openmp for parallel execution.

+ As of R 3.0, it is no longer permitted for threads to call the R 
interpreter because there is a stack overflow check that always trips 
because the thread's stack is different from what R is expecting.

+ Therefore, I need a C version of dmvnorm.

+ The mvtnorm package maintainer is not interested in 

Can a C version of dmvnorm get added to the R core?

Joshua N. Pritikin
Department of Psychology
University of Virginia
485 McCormick Rd, Gilmer Hall Room 102
Charlottesville, VA 22904
-------------- next part --------------
An embedded message was scrubbed...
From: Torsten Hothorn <Torsten.Hothorn at uzh.ch>
Subject: Re: dmvnorm
Date: Wed, 5 Jun 2013 15:26:03 +0200 (CEST)
Size: 3953
URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20130606/291977e4/attachment.mht>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: dmvnorm.patch
Type: text/x-diff
Size: 7588 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20130606/291977e4/attachment.bin>

More information about the R-devel mailing list