Optimization in R
Hi, In my earlier post I eluded to a situation where that would be useful. In nlme, there is a choice of optimizers, minpack.lm has Levenberg-Marquardt, while nlminb has the port routines. For the same starting values, different optimizers will present different solutions, having a common interface would make fitting with multiple optimizers very attractive. Also the inverse Hessian would be useful, for cases where the Hessian is ill conditioned a little regularization goes a long way. I believe the package accuracy has a nice solution. Nicholas
On 04/08/2007 2:23 PM, Gabor Grothendieck wrote:
For the same reason that generic functions exist. They don't have a lot of common code but it makes easier to use. Perhaps the argument is not as strong here since the class tends to be implicit whereas the method is explicit but it would still be a convenience.
Can you give other examples where we do this? The ones I can think of (graphics drivers and finalizers) involve a large amount of common machinery that it's difficult or impossible for the user to duplicate. That's not the case here. Duncan Murdoch