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https://github.com/coatless-rpkg/rcppensmallen

Rcpp integration for the Ensmallen templated C++ mathematical optimization library
https://github.com/coatless-rpkg/rcppensmallen

armadillo cpp11 ensmallen optimization r rcpp rcpparmadillo

Last synced: 5 days ago
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Rcpp integration for the Ensmallen templated C++ mathematical optimization library

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# RcppEnsmallen

[![R-CMD-check](https://github.com/coatless-rpkg/rcppensmallen/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/coatless-rpkg/rcppensmallen/actions/workflows/R-CMD-check.yaml)
[![License](https://eddelbuettel.github.io/badges/GPL2+.svg)](https://www.gnu.org/licenses/gpl-2.0.html)
[![CRAN](https://www.r-pkg.org/badges/version/RcppEnsmallen)](https://cran.r-project.org/package=RcppEnsmallen)
[![Downloads](https://cranlogs.r-pkg.org/badges/RcppEnsmallen?color=brightgreen)](https://www.r-pkg.org/pkg/RcppEnsmallen)

## Overview

[Ensmallen](https://ensmallen.org/) is a C++ header-only mathematical optimization
library written by developers behind [MLPACK](https://www.mlpack.org/) that
provides a simple set of abstractions for writing an objective function to
optimize. Provided within are various standard and cutting-edge optimizers that
include full-batch gradient descent techniques, small-batch techniques,
gradient-free optimizers, and constrained optimization.

The RcppEnsmallen package includes the header files from the Ensmallen library
and pairs the appropriate header files from
[Armadillo](https://arma.sourceforge.net/) through the
[RcppArmadillo](https://cran.r-project.org/package=RcppArmadillo) package.
Therefore, users do not need to install Ensmallen nor Armadillo to use RcppEnsmallen.

## Status

The package is under active development with releases to [CRAN](https://cran.r-project.org/)
about once a month.

### Authors

James Balamuta and Dirk Eddelbuettel

## Citing the `RcppEnsmallen` package

To ensure future development of the package, please cite `RcppEnsmallen` package
if used during an analysis or simulation study. Citation information for
the package may be acquired by using in *R*:

``` r
citation("RcppEnsmallen")
```

### License

GPL (>= 2)