[Rd] Suggestion for the optimization code
Mathieu Ribatet
mathieu.ribatet at epfl.ch
Fri Aug 8 14:56:51 CEST 2008
Dear list,
Here's a suggestion about the different optimization code. There are
several optimization procedures in the base package (optim, optimize,
nlm, nlminb, ..). However, the output of these functions are slightly
different. For instance,
1. optim returns a list with arguments par (the estimates), value the
minimum (maxima) of the objective function, convergence (optim
.convergence)
2. optimize returns a list with arguments minimum (or maximum) giving
the estimates, objective the value of the obj. function
3. nlm returns a list with arguments minimum giving the minimum of
the obj. function, minimum the estimates, code the optim. convergence
4. nlminb returns a list with arguments par (the estimates),
objective, convergence (conv. code), evaluations
Furthermore, optim keeps the names of the parameters while nlm, nlminb
don't.
s
I believe it would be nice if all these optimizers have a kind of
homogenized output. This will help in writing functions that can call
different optimizers. Obviously, we can write our own function that
homogenized the output after calling the optimizer, but I still believe
this will be more user-friendly.
Do you think this is a reasonable feature to implement - despite it
isn't an important point?
Best,
Mathieu
* BTW, if this is relevant, I could try to do it.
--
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