[Rd] Suggestion for the optimization code
bolker at ufl.edu
Sun Aug 10 03:57:43 CEST 2008
Mathieu Ribatet <mathieu.ribatet <at> epfl.ch> writes:
> Ok, please consider it as a bad call.
> Thanks for your answers.
Well, I don't think it's a _bad_ call; I think the
underlying wish (more flexibility in moving between
existing optimizers without changing the objective
function, calls, etc.) is valid -- but can really
only be achieved at this point by writing a wrapper
(Optimize(), or is that too confusing?), because
of backward compatibility issues. I would also
like to see a more open framework in optim() [or
elsewhere], where one can more easily plug in
alternative optimization procedures.
My version of mle (mle2, in bbmle) does something
like this, but in an ad hoc way -- it can use optim,
nlm, nlminb, or constrOptim as an optimization backend.
(I will also take a look at Robert Gentleman's code,
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