armacmp
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Support evaluate_with_gradient
Something like this
arma_optim(
data = list(design_matrix = type_matrix(), response = type_colvec()),
evaluate_with_gradient = function(beta, g) {
diff <- response - design_matrix %*% beta
g <- -2 %*% t(design_matrix) %*% diff
return(norm(diff)^2)
}
optimizer = optimizer_L_BFGS()
)