[R] optim with gradient
gb at stat.umu.se
Thu Mar 21 11:09:19 CET 2002
On Thu, 21 Mar 2002, Adrian Trapletti wrote:
> If the only goal is to improve speed, then you should consider to do
> the full optimization within C/Fortran, i.e., to implement the errfunc
> and the gradient in C and to call optim through the API (a new feature
> of the upcoming version 1.5.0 as Brian told me). This may increase speed
> - I just make a rough guess now - by a factor 100.
I can hardly wait! I already make the heavy calculations in Fortran, so it
should be easy to implement. Is the feature in R-devel now?
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