[R] calling R's optimization routines from C
Globe Trotter
itsme_410 at yahoo.com
Wed Mar 29 03:35:37 CEST 2006
Hi,
I have read R's Writing Extensions manual and am still confused about how to
use some of the routines there when I call from C. Specifically, I am writing a
little test function which I will optimize using the nmmin function which
underlies R's optim() with Nelder-Mead. I guess I wonder what library/header
files I should be using. I was using R_ext/Applic.h and linking with libR but I
can not get it to work. (Btw, I am using RHEL4/FC4 Linux).
The function is very simple: all it does is calculate the sum of squared
differences from a parameter, so the minimizer will be the mean.
Actually, here is my code:
#include<stdio.h>
#include<stdlib.h>
#include <R_ext/Applic.h>
typedef struct {
double *X;
int n;
} MyData;
double myfunc(int m, double *par, void *ex)
{
MyData *mydata = ex;
double *X = mydata->X;
int n = mydata->n;
double mu = par[0];
double sum = 0.0;
int i;
for (i=0; i<n; i++) {
double t = X[i] - mu;
sum += t*t;
}
return sum;
}
int main(void)
{
int i,n=1, trace=1, maxit=100, fail, fncount;
double *par, abstol=0.0001, intol=.0001, alpha=1, beta=.5, gamma=2, *xin, *x,
Fmin;
MyData ex;
par=malloc(n*sizeof(double));
xin=malloc(n*sizeof(double));
x=malloc(n*sizeof(double));
par[0]=5;
xin[0]=5;
ex.n=5;
ex.X=malloc(ex.n*sizeof(double));
for(i=0;i<ex.n;i++) ex.X[i]=i;
nmmin(n,xin,x,&Fmin,myfunc,&fail,abstol,intol,&ex,alpha,
beta,gamma,trace,&fncount,maxit);
free(par);
free(x);
free(xin);
free(ex.X);
return 0;
}
I compile using the following:
gcc -o testex testex.c -std=c99 -Wall -pedantic -I/usr/lib/R/include
-L/usr/lib/R/lib -lm -lR
Which actually compiles without error, but I get Segmentation fault when I run
it.
Clearly, I am doing something wrong. Can someone please provide suggestions?
Many thanks and best wishes,
Aaarem
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