I spent several hours trying out another function, nlm, which worked out so much better than optim. The iteration from nlm gives a very clear picture where the iteration is going while the two algorithms in optim just wander around. Thought this might be useful to others. ===== Jason G. Liao, Ph.D. Division of Biometrics University of Medicine and Dentistry of New Jersey 335 George Street, Suite 2200 New Brunswick, NJ 08903-2688 phone 732-235-5429, fax (732) 235-5464 http://www.geocities.com/jg_liao
minimization routines in R
2 messages · Jason Liao, Emmanuel Paradis
At 22:02 08/01/2004 -0800, vous avez ?crit:
I spent several hours trying out another function, nlm, which worked out so much better than optim. The iteration from nlm gives a very clear picture where the iteration is going while the two algorithms in optim just wander around. Thought this might be useful to others.
I confirm this statement from my (limited) experience with likelihood estimation: I have used nlm for some time now and tried optim so see if the results were similar, but the latter failed in spite of me trying several methods. Anyway, nlm is much easier to use than optim. Emmanuel Paradis
===== Jason G. Liao, Ph.D. Division of Biometrics University of Medicine and Dentistry of New Jersey 335 George Street, Suite 2200 New Brunswick, NJ 08903-2688 phone 732-235-5429, fax (732) 235-5464 http://www.geocities.com/jg_liao
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