odeintr: Odeintr: Fast and Flexible Integration of Ordinary Differential Equations
Description
This package is a light-weight wrapper around the Boost ODEINT
library. It allows one to specify an ODE system in a few lines
of C++. This code is inserted into a template that is compiled.
The resulting Rcpp function will integrate the system.Details
You can also specify the model as an R function. Unlike
existing packages, you can also supply an observer function
that can return arbitrary data structures. The main function is compile_sys, which takes a
snippet of C++ code calculating dervatives and compiles
an integrator function. The function integrate_sys accepts an R function
defining the system and an observer function to record
the output in a data frame or list.