ucminfcpp: a C++ implementation of the ucminf optimizer

ucminfcpp provides a C++ implementation of the unconstrained nonlinear optimization algorithm originally distributed in the R package ucminf. The algorithm and interface are unchanged; the reimplementation makes the optimizer callable directly from C++ and removes R-side overhead.

The package was developed by Angel Robles Fernandez to support xsdm, where ucminf is called repeatedly inside the model-fitting routines. Folding the optimizer into the compiled layer made the xsdm fitting code faster.

People: Angel Robles Fernandez