Message-ID: <Pine.LNX.4.44.0203211100510.4121-100000@tal.stat.umu.se>
Date: 2002-03-21T10:09:19Z
From: Göran Broström
Subject: optim with gradient
In-Reply-To: <3C99962D.921819F4@lmttrading.com>
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?
And documented?
Thanks,
G?ran
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