[Rd] supplying gradient to constrOptim()

Roger Peng rpeng@stat.ucla.edu
Fri Jan 17 22:06:03 2003

Hi, I'm very interested in using the constrOptim() function currently in
the R-devel sources.  In particular, I'm trying to fit point process
conditional intensity models via maximum likelihood.  However, I noticed
that the gradient of the objective function must be supplied for all but
the Nelder-Mead method.  I was wondering why this was because optim()
itself does not require a gradient function for the BFGS or Conjugate
Gradient methods.


UCLA Department of Statistics