[R] nlm in R version 0.90
bates at stat.wisc.edu
Thu Dec 16 21:13:21 CET 1999
Joanna Mills <millsje at mscs.dal.ca> writes:
> I am trying to obtain some more detail regarding the nlm function
> available in the latest release of R. Specifically, what mimimization
> routine is being used... and ... does there exist a fortran or C version
> of it?
The short answer is that the code is based on that in Dennis and
Schnabel's book on unconstrained optimization and coded in Fortran.
R is an open-source software product so you can always read the code
to see what optimization algorithm is being used. If you are working
on a Unix/Linux system, obtain the file src/base/R-0.90.1.tgz from one
of the CRAN archives (http://cran.us.r-project.org/ will probably give
the fastest response from your location) and expand it. The file is in
gzip compressed tar format. The Fortran sources for the compiled code
called by nlm are in src/appl/uncmin.f. A "wrapper" function coded in
C is given in src/main/optimize.c
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