From: Emmanuel Paradis <paradis_at_isem.univ-montp2.fr>

Date: Sat 19 Feb 2005 - 01:07:40 EST

}

R-devel@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat Feb 19 00:22:44 2005

Date: Sat 19 Feb 2005 - 01:07:40 EST

Dear All,

I am trying to use the function optif0 (in main/uncmin.c) from the latest R distribution. The reason is that I have a quite complicated likelihood function which is coded in C, and I would like to optimize it directly.

To see how this works, I have tried with a very simple example: optimizing the likelihood of a sample using an exponential distribution. I have tried several solutions but none worked. I paste below the functions that come the closest to what should work. The compilation is fine and the call from R too. It seems that the call to optif0 does not do anything whereas everything else works.

It seems that I miss something simple... Any suggestion will be welcome. I use R 2.0.1 and GCC 3.3.4.

Best regards,

Emmanuel Paradis

#include <R.h> #include <Rmath.h> #include <R_ext/Applic.h> #include "ape.h"

/* Here is the content of ape.h: */

typedef struct {

int *n;

double *x;

**} TITI;
**
static void fcn_expo(int, double *, double *, TITI *);

/* end of ape.h */

void lik_expo(int *n, double *x, double *l, double *loglik)
{

/* computes the likelihood */

int i;

*loglik = 0;

for (i = 0; i < *n; i++)

*loglik += log(*l) - *l * x[i];

}

static void fcn_expo(int np, double *p, double *sol, TITI *D)
{

/* computes the deviance to be minimized */

double loglik;

lik_expo(D->n, D->x, p, &loglik);

*sol = -2 * loglik;

}

void nlm_expo(int *n, double *x, double *l, double *dev)
{

/* the function called from R */

int *itrmcd, *np, term_code, N;

double *xpls, *fpls, *gpls, est, sol, grad, *a, *wrk;
TITI *D, data;

extern void fcn_expo(int, double *, double *, TITI *);

N = 1;

np = &N;

D = &data;

D->n = n;

D->x = x;

itrmcd = &term_code;

xpls = &est; fpls = / gpls = &grad;

a = (double*)malloc(*np * *np * sizeof(double)); wrk = (double*)malloc(*np * 9 * sizeof(double)); optif0(*np, *np, l, (fcn_p) fcn_expo, D,

xpls, fpls, gpls, itrmcd, a, wrk);

*l = *xpls;

*dev = *fpls;

}

### Here is the R function that calls the C code:
nlmexpo <- function(x)

{

n <- length(x) l <- 1 dev <- 0.1 c1 <- c2 <- -8 .C("nlm_expo", as.integer(n), as.double(x), as.double(l), as.double(dev), NAOK = TRUE, PACKAGE = "apex")

}

R-devel@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat Feb 19 00:22:44 2005

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