R help - Mar 2006 - calling R's optimization routines from C

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

Dear list,

Can someone please help me here? Is it not possible to use the R library for
optimization and other routines calling from C? 

Thank you!!
AarEm Trotter

--- Globe Trotter <itsme_410 at yahoo.com> wrote:
> 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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