General Purpose Optimization in R using C++

Perform general purpose optimization in R using C++. A unified wrapper interface is provided to call C functions of the five optimization algorithms ('Nelder-Mead', 'BFGS', 'CG', 'L-BFGS-B' and 'SANN') underlying optim().


Reference manual

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0.1.5 by Yi Pan, a year ago

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Authors: Yi Pan [aut, cre]

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 2) license

Imports Rcpp

Suggests R.rsp

Linking to Rcpp, RcppArmadillo

System requirements: C++11

Linked to by RcppCensSpatial, gfilogisreg, jmcm, psychonetrics.

See at CRAN