[R] nlm continued

[Prof Brian D Ripley]

On Wed, 24 Nov 1999, Jim Lindsey wrote:

> OK I figured it out. The attributes have to be on the value returned,
> not on the function itself.

Yes, ms-style (and not surprising given that Doug Bates' hand was in both
implementations). I would prefer to be able to specify separate
functions for the gradient and hessian, at least as an alternative.

>   I tried a linear (not log linear) regression with Poisson, using
> only the gradient, not the hessian. It took one extra iteration (13
> instead of 12) and gave twice as many warnings (28 instead of 16)
> compared to not supplying the gradient. The answers are identical to 5
> decimal places.

As a different example, I am currently implementing polr from MASS in R.
Without gradients, it takes a few hundred iterations if it converges at
all. With gradients, it takes less than 10 and seems pretty reliable.
I have several problems where gradients are essential, so it great to have
the facility in nlm for those.

Brian

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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