optim with gradient

[...]

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?
And documented?  

Thanks,

G?ran

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