"In short, this is not trivial." No, it isn't. If you are not completely wedded to optimize(), I would suggest another route. Again, I recommend nlopt or some other package which has the algorithms you need. And you can investigate nloptr if you want to call the routines in that R package as Dirk pointed out below, and as in the list archives.
The C++ interface to nlopt uses std::vector. Using the facilities of Rcpp, I'm able to easily go from NumericVector to std::vector. This makes for very clean code. FWIW, I'm implementing model prototypes in R, then re-implementing in C++ so I can then compare results via Rcpp. Thus, nlopt is a very good solution for me. Dale Smith, Ph.D. Senior Financial Quantitative Analyst Financial & Risk Management Solutions Fiserv Office: 678-375-5315 www.fiserv.com -----Original Message----- From: rcpp-devel-boun...@r-forge.wu-wien.ac.at [mailto:rcpp-devel-boun...@r-forge.wu-wien.ac.at] On Behalf Of Dirk Eddelbuettel Sent: Friday, February 28, 2014 7:14 AM To: Gregor Kastner Cc: rcpp-de...@r-forge.wu-wien.ac.at Subject: Re: [Rcpp-devel] Rcpp syntactic sugar equivalent for R's optimize() function On 28 February 2014 at 11:52, Gregor Kastner wrote: | Hi Hideyoshi, | | > Is there a way I can just call that function in Rcpp rather than | > having to install new libraries or create my own? (I presume that | > there is probably a “C_do_fmin.c” file somewhere that I can use?) | | This questions has been discussed in this list about a month ago: | | http://r.789695.n4.nabble.com/Linking-to-native-routines-in-other-pack | ages-tt4683969.html#none Not exactly. That question was about calling from another package for which the calling-registered-functions approach was discussed; Hideyoshi wants to call a function from an R base package. That can be done, but can also be tricky because they don't exactly have the same calling interface: /* fmin(f, xmin, xmax tol) */ SEXP do_fmin(SEXP call, SEXP op, SEXP args, SEXP rho) It is a good exercise to work through the call, op, args arguments once :) In short, this is not trivial. Which is why I chose to quickly reimplement / rewrite the Brent algorithm in another function for (internal, not distributed) use as I alluded to in my earlier answer. Dirk -- Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
