an example of using R's optim to optimize a C++ function exposed via Rcpp::InternalFunction

sjb_rinside1.cpp

// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4;  tab-width: 8; -*-
//
// Simple example showing how expose a C++ function
//
// Copyright (C) 2010 Dirk Eddelbuettel and Romain Francois

#include <RInside.h>                    // for the embedded R via RInside

// a c++ function we wish to expose to R
const char* hello( std::string who ){
        std::string result( "hello " ) ;
        result += who ;
        return result.c_str() ;
} 

const double doubler( double input ){   
    return 2.0 * input;
} 

//const double ary_sum( double *input[] ){   
const double ary_sum( const Rcpp::NumericVector & input ){   
    double asum = 0.0;
    for(int i = 0; i < 3; i++) {
	asum += input[i];
    }
    return asum;
} 


//const double ary_sum( double *input[] ){   
const double my_objective_fn( const Rcpp::NumericVector & input ){   
    double asum = 0.0;
    asum = ((input[0] - 3.0)*(input[0] - 3.0)) + 
	((input[1] - 5.5)*(input[1] - 5.5));
    return asum;
} 



int main(int argc, char *argv[]) {

    // create an embedded R instance
    RInside R(argc, argv);               

    // expose the "hello" function in the global environment
    R["hello"] = Rcpp::InternalFunction( &hello ) ;
    R["doubler"] = Rcpp::InternalFunction( &doubler );
    R["ary_sum"] = Rcpp::InternalFunction( &ary_sum );
    R["my_objective_fn"] = Rcpp::InternalFunction( &my_objective_fn );

    // call it and display the result
    std::string result = R.parseEval("hello('world')") ;
    std::cout << "hello( 'world') =  " << result << std::endl ; 

    double ans = R.parseEval("doubler(3.0)");
    std::cout << "doubler(3.0) =  " << ans << std::endl ; 

    ans = R.parseEval("ary_sum(c(3.0, 4.5, 2.1))");
    std::cout << "ary_sum(c(3.0, 4.5, 2.1)) =  " << ans << std::endl ; 

    ans = 0.0;
    ans = R.parseEval("my_objective_fn(c(1.0, 2.0))");
    std::cout << "my_objective_fn(c(1.0, 2.0)) =  " << ans << std::endl ; 

    Rcpp::List x = R.parseEval("optim(c(.2,.8), my_objective_fn)");
    Rcpp::NumericVector optimum_point = Rcpp::as<Rcpp::NumericVector>(x[0]);
    std::cout << "OPT.0: " << optimum_point(0) << std::endl;
    std::cout << "OPT.1: " << optimum_point(1) << std::endl;


    exit(0);
}