Have you considered "optim", also available in S-Plus in
library(MASS)? It offers several alternative algorithms, not just one,
PLUS optional output of the hessian.
By the way, "www.r-project.org" provides several useful tools for
finding things like this. My favorite is search -> "R site search". A
search there for "nlminb" received 30 hits. I would guess that both
"nlminb" and "optim" would be described in Venables and Ripley (2002)
Modern Applied Statistics with S, 4th ed. (Springer), since "optim" is
in their MASS library. However, I don't have the 4th edition at my
fingertips at the moment and it is not in the 3rd edition.
hope this helps.
spencer graves
Ping Zhang wrote:
In Splus, there is a function called nlminb() that can be used to
solve arbitrary optimization problems and hence solving for MLE
estimates.
Does R have anything similar?
Ping Zhnag
Avaya Labs
--------------------------------------------------------------------
This message was distributed by s-news@lists.biostat.wustl.edu. To
unsubscribe send e-mail to s-news-request@lists.biostat.wustl.edu with
the BODY of the message: unsubscribe s-news
|