[R] Tuning the nlm function

[Jonathan Rougier]

Hi Everyone,

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
http://www.maths.dur.ac.uk/stats/people/jcr/jcr.html

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