Description Usage Arguments Value Examples
tao_cpp
is an internal function of this package. It is recommended that
users call tao
instead, which has a more convenient syntax and performs
thorough input checking.
1 |
functions |
is a list of Rcpp functions. The first is always the objective function. The second and third are optionally the Jacobian and the Hessian functions. |
start_values |
is a vector containing the starting values of the parameters. |
method |
is a string that determines the type of optimizer to be used. |
options |
is a list containing option values for the optimizer |
n |
is the number of elements in the objective function. |
lower_bounds |
is a vector with lower bounds |
upper_bounds |
is a vector with upper bounds |
a list with the objective function and the final parameter values
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | # use pounders
objfun = function(x) c((x[1] - 3), (x[2] + 1))
ret = tao_cpp(functions = list(objfun = objfun),
start_values = c(1, 2),
method = "pounders",
options = list(),
n = 2,
lower_bounds = c(-2, -2),
upper_bounds = c(5, 5))
ret$x
# use Nelder-Mead
objfun = function(x) sum(c((x[1] - 3)^2, (x[2] + 1))^2)
ret = tao_cpp(functions = list(objfun = objfun),
start_values = c(1, 2),
method = "nm",
options = list(),
n = 1,
lower_bounds = c(-2, -2),
upper_bounds = c(5, 5))
ret$x
|
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