Rcppã®ã™ã™ã‚6. gibbsR <- function(N,thin){ mat<-matrix(0,nrow=N,ncol=2) x <- 0 y <- 0 for(i in 1:N){ for(j in 1:thin){ x <- rgamma(1, 3, 1/(y*y+4)) y <- rnorm(1, 1/(x+1), 1/sqrt(2*x+2)) } mat[i,] <- c(x,y) } return(mat) } Rã®ã‚³ãƒ¼ãƒ‰ä¾‹ ギブスサンプラー ã¤ã„ã§ã« cmpfun ã§ã‚³ãƒ³ãƒ‘イルã—ã¦ã¿ã‚‹ gibbsC <- compiler::cmpfun(gibbsR) 7. Rcppã®ã‚³ãƒ¼ãƒ‰ä¾‹ #include <Rcpp.h> using namespace Rcpp; â†ã“れを書ãã¨Rcpp::ã¯æ›¸ã‹ãªãã¦è‰¯ã„ // [[Rcpp::export]] â†ã“ã®ç›´ä¸‹ã®é–¢æ•°ãŒRã«èªã¿è¾¼ã¾ã‚Œã‚‹ Rcp
http://www.singularpoint.org/blog/c/rcpp-inline/
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