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

Dirk Eddelbuettel edd at debian.org
Sat Mar 1 17:54:48 CET 2014


On 1 March 2014 at 16:12, Matt D. wrote:
| On 2/27/2014 21:02, Dirk Eddelbuettel wrote:
| >
| > Last time I neeed a 1-d solver, I just quicky coded one up, based on another
| > implementation of Brent's method.  That was a one-off and at work, but it
| > really isn't that involved.
| 
| For 1-D solvers (gradient-based & derivative-free root-finding, as well 
| as minimization) I can recommend Boost Math Toolkit:
| http://www.boost.org/doc/libs/release/libs/math/doc/html/math_toolkit/internals1.html
| 
| It's quite easy to use and has reasonable interface; the docs show some 
| simple examples to get started.

Good point.  Did you by chance try that with our 'BH' package?  

It brings Boost headers in, so that you can simply say 'LinkingTo: BH,
Rcpp'. In its most recent versions, it has pretty complete Boost Math support
(whereas it was partial earlier).

Sounds like an opportunity for an Rcpp Gallery post with an optimization
example.  Anybody interested?

Dirk

-- 
Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com


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