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internalfunc1
2020 Oct 15
0
calling stats::optim from Rcpp causes memory leak
...optim function
Rcpp::Environment stats("package:stats");
Rcpp::Function optim = stats["optim"];
// Call the optim function from R in C++
Rcpp::List opt_results = optim(Rcpp::_["par"] = .5,
Rcpp::_["fn"] =
Rcpp::InternalFunction(&objective_function),
Rcpp::_["method"] = "Brent",
Rcpp::_["lower"] = a,
Rcpp::_["upper"] = b);
// Extract out the estimated parameter values
doub...