[R] How to obtain final gradient estimation from optim
ripley at stats.ox.ac.uk
Thu Mar 27 12:52:19 CET 2003
On Thu, 27 Mar 2003, [iso-8859-15] Stéphane Luchini wrote:
> I use optim to compute maximum likelihood estimations without giving an
> analytical gradient to optim. However, I would like to
> get an output of the final numerical gradient vector and the final matrix of
> contributions to the gradient. But I did not
> find any mention of this kind of output in help pages. Does anyone know how to
> do that ?
No, and optim does not even necessarily calculate a gradient.
But if it does, it is supposed to be zero at a maximum....
I don't lnow what you mean by `contributions to the gradient': optim works
with the (I presume) log-likelihood.
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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