gsl vs. R

gsl_ran_exp.cpp

// [[Rcpp::depends(RcppGSL)]]

#include <gsl/gsl_randist.h>

#include <Rcpp.h>
using namespace Rcpp;

// [[Rcpp::export]]
NumericVector gsl_dexp(NumericVector x) {
  int n = x.size();
  NumericVector output = no_init(n);
  for (int i=0; i < n; ++i) {
    output[i] = log( gsl_ran_exponential_pdf(x[i], 2.0) );
  }
  return output;
}

// [[Rcpp::export]]
NumericVector R_dexp(NumericVector x) {
  int n = x.size();
  NumericVector output = no_init(n);
  for (int i=0; i < n; ++i) {
    output[i] = Rf_dexp(x[i], 2.0, 1);
  }
  return output;
}

/*** R
x <- seq(0, 1, by=0.01)
gsl <- gsl_dexp(x)
R <- R_dexp(x)
all.equal(gsl, R)
*/