Passing mean and standard deviation into dnorm() using Rcpp Sugar

Question

I am converting some R code to Rcpp code and need to calculate the likelihood for a vector of observations given a vector of means and vector of standard deviations. If I assume the means are 0 and the standard deviations 1, I can write this function (running this requires the 'inline' and 'Rcpp' packages to be loaded), ``` dtest1 = cxxfunction(signature( x = "numeric"), 'Rcpp::NumericVector xx(x); return::wrap(dnorm(xx, 0.0, 1.0));', plugin='Rcpp') ``` and the result is as expected. ``` > dtest1(1:3) [1] 0.241970725 0.053990967 0.004431848 ``` However, if I try to make a function ``` dtest2 = cxxfunction(signature( x = "numeric", y="numeric", z="numeric" ), 'Rcpp::NumericVector xx(x); Rcpp::NumericVector yy(y); Rcpp::NumericVector zz(z); return::wrap(dnorm(xx, yy, zz));', plugin='Rcpp') ``` which would allow me to pass in different means and standard deviations results in an error, shown below. Is there a way to make the function I am trying to make, or I do need to program the norma…

Accepted Answer

The sugar `dnorm` is only vectorized in terms of the first argument.

To simplify (it is slightly more involved, but we don't need to concern ourselves with this yet here), the call

```
dnorm(xx, 0.0, 1.0)
```

uses the overload

```
NumericVector dnorm( NumericVector, double, double )
```

And the second call tries to use something like

```
NumericVector dnorm( NumericVector, NumericVector, NumericVector )
```

which is not implemented. We could implement it, it would have to go high enough in our priority list.

In the meantime, it is easy enough to write a small wrapper, like (this does not handle argument lengths, etc ...) :

```
NumericVector my_dnorm( NumericVector x, NumericVector means, NumericVector sds){
    int n = x.size() ;
    NumericVector res(n) ;
    for( int i=0; i<n; i++) res[i] = R::dnorm( x[i], means[i], sds[i] ) ;
    return res ;
}
```

Passing mean and standard deviation into dnorm() using Rcpp Sugar

Solution

Problem