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().

Provides 'mio' C++11 Header Files

Provides header files of 'mio', a cross-platform C++11 header-only library for memory mapped file IO < https://github.com/mandreyel/mio>.

The 'plog' C++ Logging Library

A simple header-only logging library for C++. Add 'LinkingTo: plogr' to 'DESCRIPTION', and '#include ' in your C++ modules to use it.

Import and Export 'SPSS', 'Stata' and 'SAS' Files

Import foreign statistical formats into R via the embedded 'ReadStat' C library, < https://github.com/WizardMac/ReadStat>.

Header-Only C++ Mathematical Optimization Library for 'Armadillo'

'Ensmallen' is a templated C++ mathematical optimization library (by the 'MLPACK' team) that provides a simple set of abstractions for writing an objective function to optimize. Provided within are various standard and cutting-edge optimizers that include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization. The 'RcppEnsmallen' package includes the header files from the 'Ensmallen' library and pairs the appropriate header files from 'armadillo' through the 'RcppArmadillo' package. Therefore, users do not need to install 'Ensmallen' nor 'Armadillo' to use 'RcppEnsmallen'. Note that 'Ensmallen' is licensed under 3-Clause BSD, 'Armadillo' starting from 7.800.0 is licensed under Apache License 2, 'RcppArmadillo' (the 'Rcpp' bindings/bridge to 'Armadillo') is licensed under the GNU GPL version 2 or later. Thus, 'RcppEnsmallen' is also licensed under similar terms. Note that 'Ensmallen' requires a compiler that supports 'C++14' and 'Armadillo' 10.8.2 or later.

Miscellaneous Functions in C++

Provides utility functions that are simply, frequently used, but may require higher performance that what can be obtained from base R. Incidentally provides support for 'reverse geocoding', such as matching a point with its nearest neighbour in another array. Used as a complement to package 'hutils' by sacrificing compilation or installation time for higher running speeds. The name is a portmanteau of the author and 'Rcpp'.

R Interface to C API of GLPK

R Interface to C API of GLPK, depends on GLPK Version >= 4.42.

C-Like 'getopt' Behavior

Package designed to be used with Rscript to write '#!' shebang scripts that accept short and long flags/options. Many users will prefer using instead the packages optparse or argparse which add extra features like automatically generated help option and usage, support for default values, positional argument support, etc.

Random Sampling Distribution C++ Routines for Armadillo

Provides popular sampling distributions C++ routines based in armadillo through a header file approach.

Expanded Replacement and Extension of the 'optim' Function

Provides a replacement and extension of the optim() function to call to several function minimization codes in R in a single statement. These methods handle smooth, possibly box constrained functions of several or many parameters. Note that function 'optimr()' was prepared to simplify the incorporation of minimization codes going forward. Also implements some utility codes and some extra solvers, including safeguarded Newton methods. Many methods previously separate are now included here. This is the version for CRAN.