Interface to the internal C++ optimization routine "optimize"

Description

Interface to the internal C++ optimization routine "optimize"

Usage

1
cppOptimize(f_, min.x, max.x, prec = .Machine$double.eps^0.25)

Arguments

f_

the function

min.x

minimum bound on x

max.x

maximum bound on x

prec

precision (same default as for the original optimize function)

Value

A list with the following elements:

par

the minimum abscissa found by the algorithm

inv.hessian

the inverse Hessian at par

evaluations

list of the function evaluation pairs: args and vals

Author(s)

Daniel Sabanes Bove daniel.sabanesbove@ifspm.uzh.ch

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