boostmath

Providing simple access to Boost’s Math functions in R, no compilation required.

Installation

You can install the development version of boostmath from GitHub with:

# install.packages("remotes")
remotes::install_github("andrjohns/boostmath")

Or you can install pre-built binaries from R-Universe:

install.packages("boostmath", repos = c("https://andrjohns.r-universe.dev",
                                        "https://cran.r-project.org"))

Usage

Functions can be used directly after loading the package:

library(boostmath)

hypergeometric_pFq(c(1, 2.5), c(0.5, 2), 1)
#> [1] 6.675991
ibeta_inv(2.1, 5.2, 0.7)
#> [1] 0.361431
owens_t(2.1, 4.2)
#> [1] 0.00893221

Any Boost Math functions that share the same name as R functions are sufffixed with _boost to avoid conflicts:

beta_boost(3, 2)
#> [1] 0.08333333
lgamma_boost(5)
#> [1] 3.178054

Quadrature and Differentiation

Boost’s integration routines are also available for use with R functions:

trapezoidal(function(x) { 1/(5 - 4*cos(x)) }, a = 0, b = 2*pi)
#> [1] 2.094395

gauss_legendre(function(x) { x * x * atan(x) }, a = 0, b = 1, points = 20)
#> [1] 0.2106573

gauss_kronrod(function(x) { exp(-x * x / 2) }, a = 0, b = Inf, points = 15)
#> [1] 1.253314

As well as numerical differentiation by finite-differencing or the complex-step method:

finite_difference_derivative(exp, 1.7)
#> [1] 5.473947

complex_step_derivative(exp, 1.7)
#> [1] 5.473947

Distribution Functions

The PDF, CDF, log-PDF, log-CDF, and quantile functions for statistical distributions are also exposed:

beta_pdf(0.1, 1.2, 2.1)
#> [1] 1.569287

beta_lpdf(0.1, 1.2, 2.1)
#> [1] 0.4506213

beta_cdf(0.1, 1.2, 2.1)
#> [1] 0.1380638

beta_lcdf(0.1, 1.2, 2.1)
#> [1] -1.98004

beta_quantile(0.5, 1.2, 2.1)
#> [1] 0.3335097