ripley at stats.ox.ac.uk
Wed Apr 24 22:27:18 CEST 2002
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
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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