Dear all,
Thank you for your responses. I will look into the resources and code you
have shared and hopefully I can figure something out! I appreciate your
time and help.
Simon
On Fri, Jan 2, 2015 at 12:45 PM, Mark Clements wrote:
> Alternatively, one could use the code for Brent_fmin() from t
.ethz.ch/R-manual/R-devel/library/stats/html/optimize.html>itself
> is a translation of an algorithm by Brent in FORTRAN which can be found here
> (textfile) <http://www.netlib.org/fmm/fmin.f>. Perhaps you can translate
> it into C++ and call it directly?
>
> Avi
>
> On Tue,
Hello,
I have been judiciously using RCPP for six months, and have had my numerous
questions answered so far from previous threads. I have now run into an
issue I cannot get a handle on:
I have converted a fairly large (recursive) Kalman filter function from R
to C++ using RCPP. This function is
