[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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