I am trying to use the R API to call optim functions (nmmin, vmmin, lbfgsb,
etc.) through a C program but I couldn't find the shared library to link
under the R-2.6.0 build which is compiled under Linux (REL5).
main.cpp:35: undefined reference to `Rf_initEmbeddedR(int, char**)'
main.cpp:41: undefined reference to `nmmin'
Thanks in advance for any help.
------------------------
#include <R_ext/Applic.h>
#include <R.h>
#include <stdio.h>
double parabola(int n, double *par, void *ex) { double xm = par[0] - 1;
return xm * xm + 13;
}
/*
* Copied from tests/Embedded/embeddedRCall.c:
*/
extern int Rf_initEmbeddedR(int argc, char *argv[]);
int main()
{
char *argv[]= {"nmminDemo", "--gui=none", "--silent"}; const int argc =
3;
double initial[1] = {1.5};
double result[1];
double value;
int convergenceCode;
/*
* The following values are based on the help
* page for optim.
*/
const double abstol = 1e-16;
const double reltol = 1e-8;
const double alpha = 1.0; /* reflection factor */ const double beta =
0.5; /* contraction factor */ const double gamm = 2.0; /* expansion factor
*/ const int trace = 0; /* tracing on */
int fncount;
const int maxit = 10000;
Rf_initEmbeddedR(argc, argv);
nmmin(1, initial, result, &value, parabola,
&convergenceCode, abstol, reltol,
NULL, alpha, beta, gamm,
trace, &fncount, maxit);
printf("fncount: %d\n", fncount);
printf("convergence code: %d\n", convergenceCode); printf("min of %f at
x = %f\n", value, result[0]); return 0;
}
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