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.
Otherwise, please do look around at CRAN. There are now 176 packages using
Rcpp, and quite a few use, or implement, op
Try nlopt. I'm using it in Visual Studio and also in Rcpp. I downloaded the
binaries from the web site last time, but you can compile yourself (something I
will do again in the future).
Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Financial & Risk Management Solutions
Fiserv
Office: 6
Hi Rcpp-devel list,
I was wondering if there was a Rcpp equivalent function for R’s optimise()
function thats in the stats package?
If not, since Its a single vector optimisation are there some existing
libraries i can use within Rcpp that someone can point me to?
Regards,
HLM
___
