This package is a simple example of how to use the BRENT C++ library inside of an R package that uses Rcpp. According to its creator John Burkart:
BRENT is a C++ library which contains algorithms for finding zeros or minima of a scalar function of a scalar variable, by Richard Brent.
The methods do not require the use of derivatives, and do not assume that the function is differentiable.
This file includes some revisions suggested and implemented by John Denker. In particular, it is now possible to pass either a plain function or a C++ functor. Also, a "brent" namespace was defined to make it easier to avoid naming conflicts.
The BRENT library is licensed under Lesser GPL Version 3.0.
R's one-dimensional minimizer optimize is very handy, and there are times when one may wish to have a C++ version of the same function. The function brent::local_min provides exactly this.
If you want to use the BRENT library in your Rcpp-based package, you can use RcppBrent as a template.
The file optimize.cpp provides a simple example of how to use brent::local_min.
This entails creating a functor that inherits from the class brent::func_base which appears in brent.hpp.
The function local_min and its associated documentation appear within brent.cpp.
Note that the file brent_pcb.cpp is merely a testing file which I include here for reference.
You do not need to included it in your package to use the BRENT routines.