splitfngr: Combined Evaluation and Split Access of Functions

Some R functions, such as optim(), require a function its gradient passed as separate arguments. When these are expensive to calculate it may be much faster to calculate the function (fn) and gradient (gr) together since they often share many calculations (chain rule). This package allows the user to pass in a single function that returns both the function and gradient, then splits (hence 'splitfngr') them so the results can be accessed separately. The functions provided allow this to be done with any number of functions/values, not just for functions and gradients.

Author
Collin Erickson
Date of publication
2016-09-16 18:15:54
Maintainer
Collin Erickson <collinberickson@gmail.com>
License
GPL-3
Version
0.1.1

View on CRAN

Man pages

fngr
Access a list of values separately but calculate them...
grad_share
Calculate function and gradient together but access...
lbfgs_share
Use lbfgs packages's lbfgs function but pass in a single...
make_share
Convert a function from multiple function arguments to a...
optim_share
Use R's optim function but pass in a single function that...

Files in this package

splitfngr
splitfngr/NAMESPACE
splitfngr/NEWS.md
splitfngr/R
splitfngr/R/splitfngr.R
splitfngr/R/optimization.R
splitfngr/README.md
splitfngr/MD5
splitfngr/DESCRIPTION
splitfngr/man
splitfngr/man/optim_share.Rd
splitfngr/man/fngr.Rd
splitfngr/man/lbfgs_share.Rd
splitfngr/man/make_share.Rd
splitfngr/man/grad_share.Rd