Hi all, I wondered if anyone had used automatic differentiation libraries (e.g ADIC/ADOL etc.) in conjunction with R? I have a C shared library that calculates a likelihood within a wrapper function that gets minimized by optim. This works OK but it would be nice to also have a function that calculates the gradient etc of the compiled code.
So I'm not sure how/if this might work in practice and am still at the stage of making (very) vague enquiries, so any tips or examples would be very gratefully received. Cheers Toby Toby Patterson Pelagic Fisheries and Ecosystems CSIRO Marine Research PO Box 1538, Hobart Tas, 7001 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
