Poor performance of "Optim"

Sat, Oct 1, 2011 7:43 PM

Thank you for your response!
But the problem is when I estimate a model without knowing the true
coefficients, how can I know which "reltol" is good enough?  "1e-8" or
"1e-10"?  Why can commercial packages automatically determine the right
"reltol" but R cannot?

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Thread (5 messages)

yehengxin Poor performance of "Optim" Oct 1 Daniel Malter Poor performance of "Optim" Oct 1 yehengxin Poor performance of "Optim" Oct 1 Daniel Malter Poor performance of "Optim" Oct 2 Daniel Malter Poor performance of "Optim" Oct 2