reconfigure build system

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: subplex
 Version: 1.5-6
-Date: 2018-09-21
+Date: 2018-09-22
 Title: Unconstrained Optimization using the Subplex Algorithm
 Authors@R: c(person(given=c("Aaron","A."),family="King",
 		role=c("aut","trl","cre"),email="kingaa@umich.edu"),
@@ -10,4 +10,8 @@ Depends: R(>= 2.5.1)
 URL: https://github.com/kingaa/subplex/
 BugReports: https://github.com/kingaa/subplex/issues/
 Description: The subplex algorithm for unconstrained optimization, developed by Tom Rowan <http://www.netlib.org/opt/subplex.tgz>.
-
+Encoding: UTF-8
+RoxygenNote: 6.1.0
+Collate: 
+    'subplex-package.R'
+    'subplex.R'

Makefile

@@ -15,7 +15,7 @@ INSTALL = install
 PKG = $(shell perl -ne 'print $$1 if /Package:\s+((\w+[-\.]?)+)/;' DESCRIPTION)
 VERSION = $(shell perl -ne 'print $$1 if /Version:\s+((\d+[-\.]?)+)/;' DESCRIPTION)
 PKGVERS = $(PKG)_$(VERSION)
-SOURCE=$(shell ls R/*R src/* man/*Rd data/* tests/*R)
+SOURCE=$(shell ls R/*R src/* man/*Rd tests/*R)
 
 default:
 	@echo $(PKGVERS)

NAMESPACE

@@ -1,2 +1,4 @@
-useDynLib(subplex,.registration=TRUE)
+# Generated by roxygen2: do not edit by hand
+
 export(subplex)
+useDynLib(subplex, .registration = TRUE)

R/subplex-package.R

@@ -0,0 +1,30 @@
+##' Subplex unconstrained optimization algorithm
+##'
+##' The \pkg{subplex} package implements Tom Rowan's subspace-searching simplex
+##' algorithm for unconstrained minimization of a function.
+##'
+##' Subplex is a subspace-searching simplex method for the unconstrained
+##' optimization of general multivariate functions. Like the Nelder-Mead simplex
+##' method it generalizes, the subplex method is well suited for optimizing
+##' noisy objective functions. The number of function evaluations required for
+##' convergence typically increases only linearly with the problem size, so for
+##' most applications the subplex method is much more efficient than the simplex
+##' method.
+##'
+##' Subplex was written in FORTRAN by Tom Rowan (Oak Ridge National Laboratory).
+##' The FORTRAN source code is maintained on the netlib repository (netlib.org).
+##'
+##' @name subplex-package
+##' @docType package
+##' @author Aaron A. King (kingaa at umich dot edu)
+##' @seealso \code{\link{subplex}}, \code{\link{optim}}
+##' @references T. Rowan, "Functional Stability Analysis of Numerical
+##' Algorithms", Ph.D. thesis, Department of Computer Sciences, University of
+##' Texas at Austin, 1990.
+##' @keywords optimize
+##' @useDynLib subplex, .registration = TRUE
+##'
+NULL
+
+
+

R/subplex.R

@@ -1,10 +1,88 @@
+##' Minimization of a function by the subplex algorithm
+##'
+##' \code{subplex} minimizes a function.
+##'
+##' The convergence codes are as follows: \describe{ \item{-2}{invalid input}
+##' \item{-1}{number of function evaluations needed exceeds \code{maxnfe}}
+##' \item{0}{success: tolerance \code{tol} satisfied} \item{1}{limit of machine
+##' precision reached} }
+##'
+##' For more details, see the source code.
+##'
+##' @name subplex
+##' @rdname subplex
+##' @include subplex-package.R
+##'
+##' @param par Initial guess of the parameters to be optimized over.
+##' @param fn The function to be minimized.  Its first argument must be the
+##' vector of parameters to be optimized over.  It should return a scalar
+##' result.
+##' @param control A list of control parameters, consisting of some or all of
+##' the following: \describe{ \item{reltol}{ The relative optimization tolerance
+##' for \code{par}.  This must be a positive number.  The default value is
+##' \code{.Machine$double.eps}.  } \item{maxit}{ Maximum number of function
+##' evaluations to perform before giving up.  The default value is \code{10000}.
+##' } \item{parscale}{ The scale and initial stepsizes for the components of
+##' \code{par}.  This must either be a single scalar, in which case the same
+##' scale is used for all parameters, or a vector of length equal to the length
+##' of \code{par}.  For \code{parscale} to be valid, it must not be too small
+##' relative to \code{par}: if \code{par + parscale = par} in any component,
+##' \code{parscale} is too small.  The default value is \code{1}.  } }
+##' @param hessian If \code{hessian=TRUE}, the Hessian of the objective at the
+##' estimated optimum will be numerically computed.
+##' @param \dots Additional arguments to be passed to the function \code{fn}.
+##' @return \code{subplex} returns a list containing the following:
+##' \item{par}{Estimated parameters that minimize the function.}
+##' \item{value}{Minimized value of the function.} \item{count}{Number of
+##' function evaluations required.} \item{convergence}{Convergence code (see
+##' Details).} \item{message}{ A character string giving a diagnostic message
+##' from the optimizer, or 'NULL'.  } \item{hessian}{Hessian matrix.}
+##' @author Aaron A. King \email{kingaa@@umich.edu}
+##' @seealso \code{\link{optim}}
+##' @references T. Rowan, ``Functional Stability Analysis of Numerical
+##' Algorithms'', Ph.D. thesis, Department of Computer Sciences, University of
+##' Texas at Austin, 1990.
+##' @keywords optimize
+##' @examples
+##'
+##' rosen <- function (x) {   ## Rosenbrock Banana function
+##'   x1 <- x[1]
+##'   x2 <- x[2]
+##'   100*(x2-x1*x1)^2+(1-x1)^2
+##' }
+##' subplex(par=c(11,-33),fn=rosen)
+##'
+##' rosen2 <- function (x) {
+##'   X <- matrix(x,ncol=2)
+##'   sum(apply(X,1,rosen))
+##' }
+##' subplex(par=c(-33,11,14,9,0,12),fn=rosen2,control=list(maxit=30000))
+##' ## compare with optim:
+##' optim(par=c(-33,11,14,9,0,12),fn=rosen2,control=list(maxit=30000))
+##'
+##' ripple <- function (x) {
+##'   r <- sqrt(sum(x^2))
+##'   1-exp(-r^2)*cos(10*r)^2
+##' }
+##' subplex(par=c(1),fn=ripple,hessian=TRUE)
+##' subplex(par=c(0.1,3),fn=ripple,hessian=TRUE)
+##' subplex(par=c(0.1,3,2),fn=ripple,hessian=TRUE)
+##'
+##' rosen <- function (x, g = 0, h = 0) {   ## Rosenbrock Banana function (using names)
+##'   x1 <- x['a']
+##'   x2 <- x['b']-h
+##'   100*(x2-x1*x1)^2+(1-x1)^2+g
+##' }
+##' subplex(par=c(b=11,a=-33),fn=rosen,h=22,control=list(abstol=1e-9,parscale=5),hessian=TRUE)
+##'
+##' @export subplex
 subplex <- function (par, fn, control = list(), hessian = FALSE, ...) {
-## set default control parameters
+  ## set default control parameters
   con <- list(
-              reltol = .Machine$double.eps,
-              maxit = 10000,
-              parscale = 1
-              )
+    reltol = .Machine$double.eps,
+    maxit = 10000,
+    parscale = 1
+  )
   namc <- names(control)[names(control)%in%names(con)]
   con[namc] <- control[namc]
   fn <- match.fun(fn)

subplex.Rproj

@@ -17,4 +17,7 @@ StripTrailingWhitespace: Yes
 
 BuildType: Package
 PackageUseDevtools: Yes
-PackageInstallArgs: --no-multiarch --with-keep.source
+PackageInstallArgs: --no-multiarch --with-keep.source --library=~/library
+PackageBuildArgs: --force --no-manual --resave-data --compact-vignettes=both --md5
+PackageBuildBinaryArgs: --library=~/library
+PackageRoxygenize: rd,collate,namespace