[R] Question about mle function
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Aug 10 23:16:50 CEST 2004
On 10 Aug 2004, Peter Dalgaard wrote:
> "Victoria Landsman" <msvika at mscc.huji.ac.il> writes:
> > Dear all,
> > I'd like to find the mle esttimates using the mle function
> > mle(negloglik, start = list(), fixed=list(), method="...").
> > I am using the L-BGFS-B method and I don't supply the gradient
> > function. Is there a way to print the gradients found at the solution
> > value?
> No. The "details" slot in an mle object is simply the return value
> from optim(), and that doesn't provide the gradient. Might be an idea
> to change that, though, since the gradient is obviously not zero where
> the box constraints are active.
Not so easy, as optim does not return it and indeed the gradient is not
known at R level (it is computed in the C code, for L-BFGS-B rather deep
inside at that). It may not even have been computed at the final
solution. We would need something similar to do_optimHess, or even to
make use of that code as it does evaluate the gradient at the solution.
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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