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2020 Oct 28
2
R optim() function
...ult <- 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 <- scv.mat(x.star, H, Gs, binned = binned, verbose = FALSE, deriv.order = r) return...