Hi, i have a question concerning the Nelder-Mead algorithm in R. As far as i can see, the shrink operation is not included in the optim() function. Does anyone know an implementation of the Nelder-Mead algorithm including this operation in R? Could maybe someone send me one? I would try to write the code on my own, but due to my doctor thesis i am a little under time pressure and would appreciate any help. Thank you in advance! Greetings Ralf -- View this message in context: http://r.789695.n4.nabble.com/Improved-Nelder-Mead-algorithm-a-potential-replacement-for-optim-s-Nelder-Mead-tp1580101p3678732.html Sent from the R devel mailing list archive at Nabble.com.
Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
2 messages · Kellner, Ravi Varadhan
Take a look at the `nmk' function in"dfoptim" package. Ravi.
From: r-devel-bounces at r-project.org [r-devel-bounces at r-project.org] on behalf of Kellner [ralf.kellner at wiso.uni-erlangen.de]
Sent: Tuesday, July 19, 2011 1:33 PM
To: r-devel at r-project.org
Subject: Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
Sent: Tuesday, July 19, 2011 1:33 PM
To: r-devel at r-project.org
Subject: Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
Hi, i have a question concerning the Nelder-Mead algorithm in R. As far as i can see, the shrink operation is not included in the optim() function. Does anyone know an implementation of the Nelder-Mead algorithm including this operation in R? Could maybe someone send me one? I would try to write the code on my own, but due to my doctor thesis i am a little under time pressure and would appreciate any help. Thank you in advance! Greetings Ralf -- View this message in context: http://r.789695.n4.nabble.com/Improved-Nelder-Mead-algorithm-a-potential-replacement-for-optim-s-Nelder-Mead-tp1580101p3678732.html Sent from the R devel mailing list archive at Nabble.com. ______________________________________________ R-devel at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel