[R] Tuning the nlm function
J.C.Rougier at durham.ac.uk
Thu Dec 7 16:49:22 CET 2000
Is there a simple way to force nlm to take larger initial steps? Setting
print.level = 2 allows me to inspect the step size at each iteration, but
I appear not to have made any appreciable impact on it by changing values
of typsize, fscale, steptol or stepmax. The steps repeatedly come out
tiny, 1e-9 typically, and the algorithm is terminating not because the
gradient is zero (it is not, according to the numerical values) but
because the function value is not changing between iterations. Am I
missing something obvious?
Many thanks, Jonathan.
Jonathan Rougier Science Laboratories
Department of Mathematical Sciences South Road
University of Durham Durham DH1 3LE
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