[Rcpp-devel] Rcpp syntactic sugar equivalent for R's optimize() function

Smith, Dale (Norcross) Dale.Smith at Fiserv.com
Thu Feb 27 20:02:05 CET 2014


Try nlopt. I'm using it in Visual Studio and also in Rcpp. I downloaded the binaries from the web site last time, but you can compile yourself (something I will do again in the future).

Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Financial & Risk Management Solutions
Fiserv
Office: 678-375-5315
www.fiserv.com

-----Original Message-----
From: rcpp-devel-bounces at r-forge.wu-wien.ac.at [mailto:rcpp-devel-bounces at r-forge.wu-wien.ac.at] On Behalf Of Hideyoshi Maeda
Sent: Thursday, February 27, 2014 1:58 PM
To: rcpp-devel at r-forge.wu-wien.ac.at
Subject: [Rcpp-devel] Rcpp syntactic sugar equivalent for R's optimize() function

Hi Rcpp-devel list,

I was wondering if there was a Rcpp equivalent function for R's optimise() function thats in the stats package?

If not, since Its a single vector optimisation are there some existing libraries i can use within Rcpp that someone can point me to?

Regards,

HLM
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