rcpp_convolve: Run C++ version of convolve(x,y, conj=TRUE, type="open")
Description
This function runs a C++ version of the R function convolve,
specifically: convolve(x,y, conj=TRUE, type="open")
Usage
rcpp_convolve(a, b)
Arguments
a
a numeric vector
b
a numeric vector
Value
convolve_result_vector the vector which is the product of the convolution
Details
The R function convolve is an example of an R function that
gets very slow when the input vectors are large. This C++ version, rcpp_convolve
can be dramatically faster for large vectors.
rcpp_convolve produces the same output as: convolve(ca, cb, conj=TRUE, type="open")
Note: The C++ code is from the Rcpp examples in: Eddelbuettel & Francois (2011). Rcpp: Seamless R and C++ Integration. Journal of Statistical Software, 40(8), 1-18.
# NOT RUN {# Set up 2 vectors, then convolve themca = c(1,2,3,4,5)
cb = c(2,2,2,2,2)
rcpp_convolve(a=ca, b=cb)
# Same as:convolve(ca, cb, conj=TRUE, type="open")
# }