Optimization routines available as an R Package
Written by Alex Armstrong   
Friday, 08 July 2011
A new release of the NAG Fortran Library is now available and NAG has produced a trial version of some optimization routines as an R Package.

Now at its 23rd release, the The Numerical Algorithms Group's Fortran Library contains over 1,700 algorithms, ready for use from a range of operating systems, languages, environments and packages including Excel, Java, MATLAB and .NET/C# and is widely used.

 

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Over 100 new user-callable routines have been added at this release with new and extended functionality being incorporated into Library chapters on statistics, optimization, wavelet transforms, nonlinear equations, ordinary differential equations, interpolation, surface fitting, matrix operations, linear algebra, and special functions.

In particular the optimization chapters have been extended with new methods, new base generators augment the broad existing range of random number generators and the interpolation chapter now includes routines for four- and five-dimensional data.

In addition a trial version of  the Optimization chapters on Minimizing or Maximizing a Function has been made available for R, the statistical programming.

The code for NAGFWrappers R Package is being released as open source and can be downloaded as a source package and a binary package for Windows 32. from the NAG website.

See also NAG Library Callback Functions in R which describes how to call NAG routines from R.

Related articles:

How to number crunch - NAG for .NET

New number crunching library - NAG C Mark 9

 

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