Dear All,
I am trying to use the function optif0 (in main/uncmin.c) from the
latest R distribution. The reason is that I have a quite complicated
likelihood function which is coded in C, and I would like to optimize it directly.
To see how this works, I have tried with a very simple example: optimizing the likelihood of a sample using an exponential distribution. I have tried several solutions but none worked. I paste below the functions that come the closest to what should work. The compilation is fine and the call from R too. It seems that the call to optif0 does not do anything whereas everything else works.
It seems that I miss something simple... Any suggestion will be welcome. I use R 2.0.1 and GCC 3.3.4.
Best regards,
Emmanuel Paradis ======================================================== #include <R.h> #include <Rmath.h> #include <R_ext/Applic.h> #include "ape.h"
/* Here is the content of ape.h: */
typedef struct {
int *n;
double *x;
} TITI;static void fcn_expo(int, double *, double *, TITI *); /* end of ape.h */
void lik_expo(int *n, double *x, double *l, double *loglik) { /* computes the likelihood */ int i; *loglik = 0; for (i = 0; i < *n; i++) *loglik += log(*l) - *l * x[i]; }
static void fcn_expo(int np, double *p, double *sol, TITI *D)
{
/* computes the deviance to be minimized */
double loglik;
lik_expo(D->n, D->x, p, &loglik);
*sol = -2 * loglik;
}void nlm_expo(int *n, double *x, double *l, double *dev)
{
/* the function called from R */
int *itrmcd, *np, term_code, N;
double *xpls, *fpls, *gpls, est, sol, grad, *a, *wrk;
TITI *D, data;
extern void fcn_expo(int, double *, double *, TITI *);N = 1; np = &N; D = &data; D->n = n; D->x = x; itrmcd = &term_code; xpls = &est; fpls = / gpls = &grad;
a = (double*)malloc(*np * *np * sizeof(double));
wrk = (double*)malloc(*np * 9 * sizeof(double));
optif0(*np, *np, l, (fcn_p) fcn_expo, D,
xpls, fpls, gpls, itrmcd, a, wrk);
*l = *xpls;
*dev = *fpls;
}
### Here is the R function that calls the C code: nlmexpo <- function(x) { n <- length(x) l <- 1 dev <- 0.1 c1 <- c2 <- -8 .C("nlm_expo", as.integer(n), as.double(x), as.double(l), as.double(dev), NAOK = TRUE, PACKAGE = "apex") }
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