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2020 Oct 28
2
R optim() function
...using Hscv.diag function to calculate the bandwidth matrix where this line of code is run:
result <- optim(diag(Hstart), scv.mat.temp, method = "Nelder-Mead", control = list(trace = as.numeric(verbose)))
Within the optim function, there is a call to an external C function:
.External2(C_optim, par, fn1, gr1, method, con, lower, upper)
Where
Par = (0.339, 0.339),
fn1 = function (diagH)
{
H <- diag(diagH) %*% diag(diagH)
if (default.bflag(d = d, n = n))
scvm <- scv.mat(x.star, H, Gs, binned = binned, verbose = FALSE,
bin.par = bin.par.star, deriv.order = r)
else scvm...
2014 Jul 07
2
a question about optim.R and optim.c in R
Hi, I am learning R by reading R source code. Here is one question I have
about the optim function in R.
The context : In the optim.R, after all the prep steps, the main function
call call is made via :
.External2(C_optim, par, fn1, gr1, method, con, lower, upper).
So, it seems to me, to follow what is going on from here, that I should
read the optim function in \src\library\stats\src\optim.c
where it has this signature :
SEXP optim(SEXP call, SEXP op, SEXP args, SEXP rho)
I am not sure I follow here : In the .E...