[R] optim with gradient
maechler at stat.math.ethz.ch
Thu Mar 21 11:56:23 CET 2002
>>>>> "GB" == Göran Broström <gb at stat.umu.se> writes:
GB> On Thu, 21 Mar 2002, Adrian Trapletti wrote: [...]
>> If the only goal is to improve speed, then you should
>> consider to do the full optimization within C/Fortran,
>> i.e., to implement the errfunc and the gradient in C and
>> to call optim through the API (a new feature of the
>> upcoming version 1.5.0 as Brian told me). This may
>> increase speed - I just make a rough guess now - by a
>> factor 100.
GB> I can hardly wait! I already make the heavy calculations
GB> in Fortran, so it should be easy to implement. Is the
GB> feature in R-devel now? And documented?
2 x yes;
actually for several weeks now (thanks to Brian, of course).
(Apart from the source code,) the documentation is in
the ``Writing Extensions for R'' Manual the latest R-devel
version of which is usually available from
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