Linking R to external optimization tools
John C. M. Nash · 2014
This chapter is about using tools that are NOT in R but prepared in other computing systems. It explains how to use R to access these tools. The issues in doing this are first of all technical issues. We must find a way to link our R session to the external tool in a way that the tool can be run successfully and we can get the results back in a form usable by R. There are situations where it is necessary to use external tools, and the chapter discusses some of the approaches that can be taken. Mechanisms to link R to external software are discussed. The chapter further talks about prepackaged links to external optimization tools. It focuses on NEOS; the automatic differentiation model builder (ADMB); NLopt; and Baysian inference Using Gibbs Sampling (BUGS).