I am sorry for omitting a citation in my previous post. The complete message is as follows (my text unchanged). PS
I would like to add a remark and a question. Remark. There is a part of R, which allows the user to select among several methods for the same task and also to add his own C code: random number generation. However, the interface for optimization is more complex. In my opinion, looking for a unified interface for this is desirable, but it is a research problem, not a suggestion for an immediate code modification. Question. Is there a way how to optimize a function written in C using optim? This would be very useful, if the optimization needs a lot of iterations. This may be done by defining an R function, which does nothing more than calling .C with appropriate parameters, but this looses efficiency. A more efficient solution could be adding a specified entry point (or several, if derivatives are also available), similar as in the user defined random number generator. Then, a parameter of optim could control, whether the function to be optimized is fn or the C entry point. Petr Savicky. On Sat, Aug 04, 2007 at 06:56:47PM -0400, Gabor Grothendieck wrote: > I don't have an example of that but that does not make it less > desirable. If one wants to use method 1, 2 or 3 then one can > use optim with a method= but if one wants to use methods 4 > or 5 then one must use an entirely different function. Surely > it would be better to be consistent from the user's viewpoint > and allow all of them to work consistently through the same > interface. > > On 8/4/07, Duncan Murdoch <[EMAIL PROTECTED]> wrote: > > On 04/08/2007 2:53 PM, Gabor Grothendieck wrote: > > > The example of generic functions. > > > > Show me an example where we have a list of ways to do a calculation > > passed as an argument (analogous to the method argument of optim), where > > the user is allowed to add his own function to the list. > > > > Duncan Murdoch > > > ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
