[R] non-derivative based optimization and standard errors.

Jean Eid jeaneid at chass.utoronto.ca
Wed Mar 23 23:49:29 CET 2005


Hi AlL,

I ahve this problem that my objective function is discontinous in the
paramaters and I need to use methods such as nelder-mead to get around
this. My question is: How do i compute standard errors to a problem that
does not have  a gradient?


Any literature on this is greatly appreciated.


Jean,




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