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Registered S3 methods overwritten by 'RcppEigen': Registered S3 methods overwritten by 'RcppGSL':
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If I need to multithread the code over j does simply uncommenting // #pragma omp parallel for num_threads(nthr) in gauss_solve_mat function work?Īs I suspected (in comments above), no segfault here but a mere run-time error on mismatched dims: > Rcpp::sourceCpp("~/git/stackoverflow/76593467/question.cpp").Can you help me with the issue in the first program?.Mumat.each_col()=mu, sdmat.each_col()=sd, pimat.each_col()=sd Mat mumat(d,nmix), sdmat(d,nmix), pimat(d,nmix) Grad= 2*root_f * exp(log_sum_exp(wh)) Īrma::mat gauss_solve_mat(const arma::vec &mu,const arma::vec &sd,const arma::vec &pi, Mixture_quantile( const double &a_,const arma::vec & mu_, const arma::vec &sd_, const arma::vec &pi_) : a(a_), mu(mu_), sd(sd_), pi(pi_) ) ĭouble log_mixture_cdf=log_sum_exp(log_norm_cdf) Ĭonst double f= gsl_pow_2(root_f ) //function to returnĪrma::vec wh= -.5*(square(std_x) +M_LNPI +M_LN2 ) -log(sd) + log_pi -log_mixture_cdf
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I am using the wrapper of LBFGS from RcppNumerical for the optimization problem. I wrote a function to numerically find the quantiles of the following finite mixture of normals
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