On Tue, 16 Nov 2010, Douglas Bates wrote:

On Tue, Nov 16, 2010 at 2:35 PM, Prof. John C Nash <nas...@uottawa.ca> wrote:
I normally see digest once per day, but got msg from Doug Bates so responding 
with context.

UCMINF is a package on CRAN that implements a variable metric minimizer.

A pedant might point out that the package is called "ucminf".

And the documentation for the function is under 'dblepr' in 'Writing R Extensions'. There are quite a lot of uses in packages, including cluster, mda and tweedie.

The original message mentioned Windows. You absolutely must avoid Fortran I/O on Windows: even having unused calls in your code can cause crashes, since initializing Fortran I/O interferes with C I/O (the benign end of the spectrum is to reset buffers and switch line endings to LF from CRLF, but segfaults are not uncommon).


It does quite
well on unconstrained problems. Stig Mortensen packaged the Fortran version for 
R, but is
not at moment responding to emails. There's also a Matlab version. We have it 
in optimx
and get some occasions where it just stops if we set trace>0. Other times we 
can't get it
to fail. My guess is something like an undefined variable or a bad declaration 
of a
pointer, but C and C++ are not languages I've much experience with.

Well, it doesn't work well for me because my version of gfortran (GNU
Fortran (Ubuntu/Linaro 4.4.4-14ubuntu5) 4.4.5) objects to the format
strings in some of the Fortran WRITE statements.

The recommended approach is to avoid all Fortran I/O including writing
to a Fortran character array.   As there are only 3 such WRITE
statements in the Fortran code it would be very simple to replace them
with calls to C functions that in turn call Rprintf.  However, it
would be best if Stig could take ownership of the modifications.

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--
Brian D. Ripley,                  rip...@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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