R_ext/Applic.h File Reference

#include <R_ext/Boolean.h>
#include <R_ext/RS.h>
#include <R_ext/BLAS.h>

Include dependency graph for Applic.h:

Go to the source code of this file.

Typedefs
typedef void	integr_fn (double *x, int n, void *ex)
typedef double	optimfn (int, double *, void *)
typedef void	optimgr (int, double *, double *, void *)
typedef void(*	fcn_p )(int, double *, double *, void *)
typedef void(*	d2fcn_p )(int, int, double *, double *, void *)
Functions
void	Rdqags (integr_fn f, void *ex, double *a, double *b, double *epsabs, double *epsrel, double *result, double *abserr, int *neval, int *ier, int *limit, int *lenw, int *last, int *iwork, double *work)
void	Rdqagi (integr_fn f, void *ex, double *bound, int *inf, double *epsabs, double *epsrel, double *result, double *abserr, int *neval, int *ier, int *limit, int *lenw, int *last, int *iwork, double *work)
void	vmmin (int n, double *b, double *Fmin, optimfn fn, optimgr gr, int maxit, int trace, int *mask, double abstol, double reltol, int nREPORT, void *ex, int *fncount, int *grcount, int *fail)
void	nmmin (int n, double *Bvec, double *X, double *Fmin, optimfn fn, int *fail, double abstol, double intol, void *ex, double alpha, double bet, double gamm, int trace, int *fncount, int maxit)
void	cgmin (int n, double *Bvec, double *X, double *Fmin, optimfn fn, optimgr gr, int *fail, double abstol, double intol, void *ex, int type, int trace, int *fncount, int *grcount, int maxit)
void	lbfgsb (int n, int m, double *x, double *l, double *u, 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)
void	samin (int n, double *pb, double *yb, optimfn fn, int maxit, int tmax, double ti, int trace, void *ex)
int	findInterval (double *xt, int n, double x, Rboolean rightmost_closed, Rboolean all_inside, int ilo, int *mflag)
void F77_NAME()	dqrqty (double *x, int *n, int *k, double *qraux, double *y, int *ny, double *qty)
void F77_NAME()	dqrqy (double *x, int *n, int *k, double *qraux, double *y, int *ny, double *qy)
void F77_NAME()	dqrcf (double *x, int *n, int *k, double *qraux, double *y, int *ny, double *b, int *info)
void F77_NAME()	dqrrsd (double *x, int *n, int *k, double *qraux, double *y, int *ny, double *rsd)
void F77_NAME()	dqrxb (double *x, int *n, int *k, double *qraux, double *y, int *ny, double *xb)
double	R_pretty (double *lo, double *up, int *ndiv, int min_n, double shrink_sml, double high_u_fact[], int eps_correction, int return_bounds)
void	fdhess (int n, double *x, double fval, fcn_p fun, void *state, double *h, int nfd, double *step, double *f, int ndigit, double *typx)
void	optif9 (int nr, int n, double *x, fcn_p fcn, fcn_p d1fcn, d2fcn_p d2fcn, void *state, double *typsiz, double fscale, int method, int iexp, int *msg, int ndigit, int itnlim, int iagflg, int iahflg, double dlt, double gradtl, double stepmx, double steptl, double *xpls, double *fpls, double *gpls, int *itrmcd, double *a, double *wrk, int *itncnt)
void F77_NAME()	dqrdc2 (double *x, int *ldx, int *n, int *p, double *tol, int *rank, double *qraux, int *pivot, double *work)
void F77_NAME()	dqrls (double *x, int *n, int *p, double *y, int *ny, double *tol, double *b, double *rsd, double *qty, int *k, int *jpvt, double *qraux, double *work)

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Typedef Documentation

typedef void(* d2fcn_p)(int, int, double *, double *, void *)

typedef void(* fcn_p)(int, double *, double *, void *)

typedef void integr_fn(double *x, int n, void *ex)

typedef double optimfn(int, double *, void *)

typedef void optimgr(int, double *, double *, void *)

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Function Documentation

void cgmin	(	int	n,
		double *	Bvec,
		double *	X,
		double *	Fmin,
		optimfn	fn,
		optimgr	gr,
		int *	fail,
		double	abstol,
		double	intol,
		void *	ex,
		int	type,
		int	trace,
		int *	fncount,
		int *	grcount,
		int	maxit
	)

void F77_NAME() dqrcf	(	double *	x,
		int *	n,
		int *	k,
		double *	qraux,
		double *	y,
		int *	ny,
		double *	b,
		int *	info
	)

void F77_NAME() dqrdc2	(	double *	x,
		int *	ldx,
		int *	n,
		int *	p,
		double *	tol,
		int *	rank,
		double *	qraux,
		int *	pivot,
		double *	work
	)

void F77_NAME() dqrls	(	double *	x,
		int *	n,
		int *	p,
		double *	y,
		int *	ny,
		double *	tol,
		double *	b,
		double *	rsd,
		double *	qty,
		int *	k,
		int *	jpvt,
		double *	qraux,
		double *	work
	)

void F77_NAME() dqrqty	(	double *	x,
		int *	n,
		int *	k,
		double *	qraux,
		double *	y,
		int *	ny,
		double *	qty
	)

void F77_NAME() dqrqy	(	double *	x,
		int *	n,
		int *	k,
		double *	qraux,
		double *	y,
		int *	ny,
		double *	qy
	)

void F77_NAME() dqrrsd	(	double *	x,
		int *	n,
		int *	k,
		double *	qraux,
		double *	y,
		int *	ny,
		double *	rsd
	)

void F77_NAME() dqrxb	(	double *	x,
		int *	n,
		int *	k,
		double *	qraux,
		double *	y,
		int *	ny,
		double *	xb
	)

void fdhess	(	int	n,
		double *	x,
		double	fval,
		fcn_p	fun,
		void *	state,
		double *	h,
		int	nfd,
		double *	step,
		double *	f,
		int	ndigit,
		double *	typx
	)

int findInterval	(	double *	xt,
		int	n,
		double	x,
		Rboolean	rightmost_closed,
		Rboolean	all_inside,
		int	ilo,
		int *	mflag
	)

void lbfgsb	(	int	n,
		int	m,
		double *	x,
		double *	l,
		double *	u,
		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
	)

void nmmin	(	int	n,
		double *	Bvec,
		double *	X,
		double *	Fmin,
		optimfn	fn,
		int *	fail,
		double	abstol,
		double	intol,
		void *	ex,
		double	alpha,
		double	bet,
		double	gamm,
		int	trace,
		int *	fncount,
		int	maxit
	)

void optif9	(	int	nr,
		int	n,
		double *	x,
		fcn_p	fcn,
		fcn_p	d1fcn,
		d2fcn_p	d2fcn,
		void *	state,
		double *	typsiz,
		double	fscale,
		int	method,
		int	iexp,
		int *	msg,
		int	ndigit,
		int	itnlim,
		int	iagflg,
		int	iahflg,
		double	dlt,
		double	gradtl,
		double	stepmx,
		double	steptl,
		double *	xpls,
		double *	fpls,
		double *	gpls,
		int *	itrmcd,
		double *	a,
		double *	wrk,
		int *	itncnt
	)

double R_pretty	(	double *	lo,
		double *	up,
		int *	ndiv,
		int	min_n,
		double	shrink_sml,
		double	high_u_fact[],
		int	eps_correction,
		int	return_bounds
	)

void Rdqagi	(	integr_fn	f,
		void *	ex,
		double *	bound,
		int *	inf,
		double *	epsabs,
		double *	epsrel,
		double *	result,
		double *	abserr,
		int *	neval,
		int *	ier,
		int *	limit,
		int *	lenw,
		int *	last,
		int *	iwork,
		double *	work
	)

void Rdqags	(	integr_fn	f,
		void *	ex,
		double *	a,
		double *	b,
		double *	epsabs,
		double *	epsrel,
		double *	result,
		double *	abserr,
		int *	neval,
		int *	ier,
		int *	limit,
		int *	lenw,
		int *	last,
		int *	iwork,
		double *	work
	)

void samin	(	int	n,
		double *	pb,
		double *	yb,
		optimfn	fn,
		int	maxit,
		int	tmax,
		double	ti,
		int	trace,
		void *	ex
	)

void vmmin	(	int	n,
		double *	b,
		double *	Fmin,
		optimfn	fn,
		optimgr	gr,
		int	maxit,
		int	trace,
		int *	mask,
		double	abstol,
		double	reltol,
		int	nREPORT,
		void *	ex,
		int *	fncount,
		int *	grcount,
		int *	fail
	)