optim_share {splitfngr} | R Documentation |
Use splitfngr with optim
Description
Use R's optim function but pass in a single function that returns both the function and gradient together in a list. Useful when the function and gradient are expensive to calculate and can be calculated faster together than separate.
Usage
optim_share(par, fngr, ...)
Arguments
par |
Initial values for the parameters to be optimized over. Will be passed to optim as par argument. |
fngr |
A function that returns a list of two elements: the function value and the gradient value. |
... |
Arguments passed to optim, such as method, lower, upper, control, and hessian. |
Value
Results from running optim
Examples
quad_share <- function(x){list(sum(x^4), 4*x^3)}
optim_share(par=c(3, -5), quad_share, method="BFGS")
[Package splitfngr version 0.1.2 Index]