[R] optim with gradient

Martin Maechler 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

r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list