[R] Newton-Raphson

[ripley@stats.ox.ac.uk]

On Wed, 24 Apr 2002, Robert John wrote:

> Is there a routine available in R for the Newton-Raphson method for
> simulataneous equations in several unknowns?

No, but then it not a particulary good method unless you have a very good
starting point.

The best we can offer is to apply optim(method="BFGS") to the (possibly
weighted) sum of squares of differences between the lhs and rhs.  In my
experience that works very well.

-- 
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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