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.
- Collin Erickson
- Date of publication
- 2016-09-16 18:15:54
- Collin Erickson <email@example.com>
- Access a list of values separately but calculate them...
- Calculate function and gradient together but access...
- Use lbfgs packages's lbfgs function but pass in a single...
- Convert a function from multiple function arguments to a...
- Use R's optim function but pass in a single function that...
Files in this package