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2012 Jun 08
0
Working with optim in C
...(int n, double *par, double *gr, void *ex) { for(int i = 0; i < n; i++) { gr[i] = log(par[i]) - log(1-par[i]); } } void Test(SEXP SomeValues) { PROTECT(SomeValues = AS_NUMERIC(SomeValues)); double * CValues = NUMERIC_POINTER(SomeValues); void * optEx, *grEx, *overallEx; int mask = -1, fncount, grcount, failed; double *Fmax, *gradients; int size = sizeof(CValues)/sizeof(double); vmmin(size, CValues, Fmax, optimfn, optimgr, 20, 0, mask, .00001, .000001, 40, overallEx, f...