Optimize using a compiled C++ objective (XPtr interface)

Calls the UCMINF optimizer with a compiled C++ objective function that has been wrapped in an Rcpp::XPtr<ucminf::ObjFun>. This path bypasses the R interpreter on every function evaluation, giving maximum performance for non-trivial objectives.

Usage

ucminf_xptr(par, xptr, control = list(), hessian = 0)

Arguments

par

Numeric starting vector.

xptr

An externalptr created by wrapping a ucminf::ObjFun* in Rcpp::XPtr<ucminf::ObjFun>.

control

A named list of control parameters (see ucminf), or a ucminf_control object.

hessian

Integer: 0 = none, 2 = inv-Hessian, 3 = both.

Value

A list of class "ucminf" (same structure as ucminf).

See also

ucminf, ucminf_control