I think I did not make myself clear when I asked about lbfgsb (function for optimization) yesterday. I'm writing my functions in C but actual calculation will be done in R by using .Call. To be able to use lbfgsb (using the interfaces defined in header 'R_ext/Applic.h') , I need to supply my function and gradient function. And the instruction in R-ext.pdf (p97) says that my function should have three parameters(int n, double *par, void *ex) and gradient function should have four parameters(int n, double *par, double *gr, void *ex). My question is : what is *ex (the last parameter) for? and what values should I put for it? How about fncount and rcount (14 and 15th parameter of lbfgsb)? Thank you in advance. Kyeongmi
Bill.Venables wrote: > > Whoa! If you want to optimise in R, you need to write an R function to > define your objective. If that function is already written in C, as > appears to be the case, you need to write an interfact to make it > available to R. This is not exactly something novices would take on > lightly. > > If you wish to optimise directly in C, then you should look for software > support to do it that was intended for the purpose. The R source code > is not like that. You can use it if you want, but you must expect it to > be difficult and very puzzling, since it is not intended to be > free-standing, but part of a large, complex system. > > Best of luck. > > > Bill Venables > CSIRO Laboratories > PO Box 120, Cleveland, 4163 > AUSTRALIA > Office Phone (email preferred): +61 7 3826 7251 > Fax (if absolutely necessary): +61 7 3826 7304 > Mobile: +61 4 8819 4402 > Home Phone: +61 7 3286 7700 > mailto:[EMAIL PROTECTED] > http://www.cmis.csiro.au/bill.venables/ > > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > On Behalf Of Kyeongmi Cheon > Sent: Friday, 7 March 2008 3:06 PM > To: r-help@r-project.org > Subject: [R] parameters for lbfgsb (function for optimization) > > 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. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/parameters-for-lbfgsb-%28function-for-optimization%29-tp15890864p15910581.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.