Can anyone help me with lbfgsb (function for optimization)?
It takes the following parameters:
void lbfgsb (int n, int lmm, double *x, double *lower,
double *upper, int *nbd, double *Fmin, optimfn fn,
optimgr gr, int *fail, void *ex, double factr,
double pgtol, int *fncount, int *grcount,
int maxit, char *msg, int trace, int nREPORT);
What do I put for parameter ex (11th parameter)? I looked at optim.c codes
at R sites and it's a structure that has bunch of objects such as SEXP
R_fcall, SEXP R_gcall, SEXP R_env, double* ndeps, etc. I cannot figure out
what it is about.
How about fncount, rcount? R-ext.pdf or R help does not explain it in
detail. Any comments would help. Thank you.
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