[R] nlmin

JJ Dos Santos Ramalho J.J.Ramalho at bristol.ac.uk
Wed Dec 1 10:33:56 CET 1999


I'm a very recent user of R. I have been adapting my Splus programmes
and I found only one (important) problem. There exists no function
"nlmin" in R and its substitute, "nlm", does not work well with my kind
of problems, sometimes no achieving convergence, other tines
"converging" to impossible values. My models are highly nonlinear and
are to be estimated by both GMM and empirical likelihood methods.

Is there any alternative nonlinear optimization command in R? In the
help file it is said that "nlm" is only a preliminary version, is it
expected to replace/improve it soon? Does anyone have any alternative
algorithm?

Thanks for your help,

Joaquim Ramalho
Department of Economics
University of Bristol

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