[Rcpp-commits] r2431 - in pkg: RcppDE/man RcppParDE RcppParDE/man RcppParDE/scripts
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Nov 12 05:07:39 CET 2010
Author: edd
Date: 2010-11-12 05:07:39 +0100 (Fri, 12 Nov 2010)
New Revision: 2431
Added:
pkg/RcppParDE/COPYING
pkg/RcppParDE/COPYRIGHTS
Modified:
pkg/RcppDE/man/DEoptim.Rd
pkg/RcppParDE/DESCRIPTION
pkg/RcppParDE/man/DEoptim-methods.Rd
pkg/RcppParDE/man/DEoptim.Rd
pkg/RcppParDE/scripts/openmp.r
Log:
few more tweeks for the split-off of the parellel version (which is still rather experimental, and now says so in DESCRIPTION)
Modified: pkg/RcppDE/man/DEoptim.Rd
===================================================================
--- pkg/RcppDE/man/DEoptim.Rd 2010-11-12 03:28:41 UTC (rev 2430)
+++ pkg/RcppDE/man/DEoptim.Rd 2010-11-12 04:07:39 UTC (rev 2431)
@@ -11,7 +11,9 @@
\arguments{
\item{fn}{the function to be optimized (minimized). The function should have as its first
argument the vector of real-valued parameters to optimize, and return a scalar real result. \code{NA}
- and \code{NaN} values are not allowed.}
+ and \code{NaN} values are not allowed. \code{fn} can also been
+ external pointer object encapsulating a C/C++-level function pointer
+ to a compiled functions.}
\item{lower, upper}{two vectors specifying scalar real lower and upper bounds on each parameter to be optimized, so that the i-th element
of \code{lower} and \code{upper} applied to the i-th parameter. The implementation searches
between \code{lower} and \code{upper} for the global optimum (minimum) of \code{fn}.}
Copied: pkg/RcppParDE/COPYING (from rev 2425, pkg/RcppDE/COPYING)
===================================================================
--- pkg/RcppParDE/COPYING (rev 0)
+++ pkg/RcppParDE/COPYING 2010-11-12 04:07:39 UTC (rev 2431)
@@ -0,0 +1,340 @@
+ GNU GENERAL PUBLIC LICENSE
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Copied: pkg/RcppParDE/COPYRIGHTS (from rev 2425, pkg/RcppDE/COPYRIGHTS)
===================================================================
--- pkg/RcppParDE/COPYRIGHTS (rev 0)
+++ pkg/RcppParDE/COPYRIGHTS 2010-11-12 04:07:39 UTC (rev 2431)
@@ -0,0 +1,10 @@
+COPYRIGHT STATUS
+----------------
+
+This code is
+
+ Copyright (C) 2009 David Ardia and Katharine Mullen
+
+All code is subject to the GNU General Public License, Version 2. See
+the file COPYING for the exact conditions under which you may
+redistribute it.
Modified: pkg/RcppParDE/DESCRIPTION
===================================================================
--- pkg/RcppParDE/DESCRIPTION 2010-11-12 03:28:41 UTC (rev 2430)
+++ pkg/RcppParDE/DESCRIPTION 2010-11-12 04:07:39 UTC (rev 2431)
@@ -10,7 +10,8 @@
faster: pick any three" is achievable when moving code from plain old C to
modern C++ --- and attempts to reap further gains by using parallel
execution using the OpenMP framework for multithreaded computing on
- multicore systems.
+ multicore systems. At present, this is _highly experimental_ and may set
+ your hair on fire or worse.
License: GPL (>= 2)
Depends: Rcpp, RcppArmadillo (>= 0.2.8)
Suggests: inline, DEoptim
Modified: pkg/RcppParDE/man/DEoptim-methods.Rd
===================================================================
--- pkg/RcppParDE/man/DEoptim-methods.Rd 2010-11-12 03:28:41 UTC (rev 2430)
+++ pkg/RcppParDE/man/DEoptim-methods.Rd 2010-11-12 04:07:39 UTC (rev 2431)
@@ -53,6 +53,7 @@
URL \url{http://ssrn.com/abstract=1584905}
}
\examples{
+\dontrun{
## Rosenbrock Banana function
## The function has a global minimum f(x) = 0 at the point (0,0).
## Note that the vector of parameters to be optimized must be the first
@@ -103,7 +104,7 @@
dev.new()
plot(outDEoptim, plot.type = "bestvalit", type = 'b')
-\dontrun{
+ \dontrun{
## an example with a normal mixture model: requires package mvtnorm
library(mvtnorm)
@@ -137,6 +138,7 @@
## the intermediate populations indicate the bi-modality of the function
dev.new()
plot(outDEoptim, plot.type = "storepop")
+ }
}
}
\keyword{methods}
Modified: pkg/RcppParDE/man/DEoptim.Rd
===================================================================
--- pkg/RcppParDE/man/DEoptim.Rd 2010-11-12 03:28:41 UTC (rev 2430)
+++ pkg/RcppParDE/man/DEoptim.Rd 2010-11-12 04:07:39 UTC (rev 2431)
@@ -11,7 +11,9 @@
\arguments{
\item{fn}{the function to be optimized (minimized). The function should have as its first
argument the vector of real-valued parameters to optimize, and return a scalar real result. \code{NA}
- and \code{NaN} values are not allowed.}
+ and \code{NaN} values are not allowed. \code{fn} can also been
+ external pointer object encapsulating a C/C++-level function pointer
+ to a compiled functions.}
\item{lower, upper}{two vectors specifying scalar real lower and upper bounds on each parameter to be optimized, so that the i-th element
of \code{lower} and \code{upper} applied to the i-th parameter. The implementation searches
between \code{lower} and \code{upper} for the global optimum (minimum) of \code{fn}.}
@@ -223,6 +225,7 @@
for alternative optimization algorithms.
}
\examples{
+ \dontrun{
## Rosenbrock Banana function
## The function has a global minimum f(x) = 0 at the point (0,0).
## Note that the vector of parameters to be optimized must be the first
@@ -269,6 +272,7 @@
DEoptim(Wild, lower = -50, upper = 50,
control = DEoptim.control(NP = 50))
+ }
}
\keyword{nonlinear}
\keyword{optimize}
Modified: pkg/RcppParDE/scripts/openmp.r
===================================================================
--- pkg/RcppParDE/scripts/openmp.r 2010-11-12 03:28:41 UTC (rev 2430)
+++ pkg/RcppParDE/scripts/openmp.r 2010-11-12 04:07:39 UTC (rev 2431)
@@ -21,13 +21,6 @@
}
-
-#maxIt <- 500 # not excessive but so that we get some run-time on simple problems
-#n <- 40
-
-maxIt <- 500
-n <- 20
-
inc <- 'double genrose(SEXP xs) {
Rcpp::NumericVector x(xs);
int n = x.size();
@@ -73,8 +66,12 @@
'
create_xptr <- cxxfunction(signature(funname="character"), body=src.xptr, inc=inc, plugin="Rcpp")
-xptr <- create_xptr("wild")
-func <- Wild
+xptr <- create_xptr("rastrigin")
+func <- Rastrigin
+#maxIt <- 500 # not excessive but so that we get some run-time on simple problems
+#n <- 40
+maxIt <- 1000
+n <- 20
set.seed(42)
print(system.time( {
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