[R] parameters for lbfgsb (function for optimization)

From: Kyeongmi Cheon <katie.cheon_at_gmail.com>
Date: Thu, 06 Mar 2008 23:05:54 -0600


Can anyone help me with lbfgsb (function for optimization)?

It takes the following parameters:

void lbfgsb (int n, int lmm, double *x, double *lower, double *upper, int *nbd, double *Fmin, optimfn fn, optimgr gr, int *fail, void *ex, double factr, double pgtol, int *fncount, int *grcount, int maxit, char *msg, int trace, int nREPORT);

What do I put for parameter ex (11th parameter)? I looked at optim.c codes at R sites and it's a structure that has bunch of objects such as SEXP R_fcall, SEXP R_gcall, SEXP R_env, double* ndeps, etc. I cannot figure out what it is about.
How about fncount, rcount? R-ext.pdf or R help does not explain it in detail. Any comments would help. Thank you.

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