[R] optim with gradient
gb at stat.umu.se
Wed Mar 20 17:56:06 CET 2002
On Wed, 20 Mar 2002, Wolfgang Huber wrote:
> Hi Göran,
> Q1: first, it seems that the validity of this guarantee depends on the "method" used. Using method="L-BFGS-B", I found that that guarantee seemed to hold for the iterations towards the optimum, but was violated for the final evaluation of the hessian. After submitting a bug report it appears that the documentation will be updated in version 1.5.
> Q2: You can use e.g. a variable local to prov() which is visible both to
> fun() and d.fun(), manipulating it with "<<-" in fun(). Given the
> uncertainty about this guarantee, it seems advisable to also store the
> fun() parameters in there, and explicitely verify in d.fun() whether the
> parameters are really the same...
Yes, that should work! I had totally erased "<<-" from my
R-knowledge-database after all the condemnations of its use I have read
on this very list. Maybe this is an exception...?
> Best regards,
> Dr. Wolfgang Huber
> Dep. Molecular Genome Analysis
> 69120 Heidelberg
Göran Broström tel: +46 90 786 5223
professor fax: +46 90 786 6614
Department of Statistics http://www.stat.umu.se/egna/gb/
SE-90187 Umeå, Sweden e-mail: gb at stat.umu.se
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help