I am trying to run the following recursive row-by-row operation to obtain norm_vec
:
#include <Rcpp.h>
#ifdef _OPENMP
#include <omp.h> // OpenMP header
#endif
using namespace Rcpp;
using namespace std;
// [[Rcpp::export]]
NumericVector sim1(NumericVector X) {
int T = X.length();
NumericVector norm_vec = NumericVector(T);
norm_vec[0] = 0;
int i = 1;
while (i <= T) {
NumericVector sim_vec = NumericVector(i);
NumericVector weight_vec = NumericVector(i);
NumericVector norm = NumericVector(i);
int j = 0;
double sim_vec_sum = 0;
while (j <= i) {
sim_vec[j] = exp(-abs(X[i] - X[i-j-1]));
sim_vec_sum += sim_vec[j];
j++;
}
j = 0;
double norm_sum = 0;
while (j <= i) {
weight_vec[j] = sim_vec[j]/sim_vec_sum;
norm[j] = X[j]*weight_vec[j];
norm_sum += norm[j];
j++;
}
norm_vec[i] = norm_sum;
i++;
}
return norm_vec;
}
Calling the code above with sourceCpp("sim1.cpp")
, I'd like to get sim1(rnorm(n))
. Whereas the code works just fine with smaller n
, R completely shuts down once n
gets over 19.
I'm not quite comfortable with cpp - probably I made a basic mistake. Thank you so much for your help in advance!