[R] Estimates at each iteration of optim()?
P.Dalgaard at biostat.ku.dk
Mon Apr 23 17:51:26 CEST 2007
DEEPANKAR BASU wrote:
> I read the description of the trace control parameter in ?optim and then also looked at the examples given at the end. In one of the examples I found that they had used "trace=TRUE" with the method "SANN". I am using the method "BFGS" and I tried using "trace=TRUE" too but I did not get the parameter estimates at each iteration. As you say, it might be method dependent. I tried reading the source code for "optim" but could not find out what I was looking for. Hence, I was wondering if anyone could tell me what option to use with the method "BFGS" to get the parameter estimates at each iteration of the optimization.
Well, ?optim has:
The 'control' argument is a list that can supply any of the
'trace' Non-negative integer. If positive, tracing information on
the progress of the optimization is produced. Higher values
may produce more tracing information: for method '"L-BFGS-B"'
there are six levels of tracing. (To understand exactly what
these do see the source code: higher levels give more
which I can only infer that you still haven't read...
> ----- Original Message -----
> From: Peter Dalgaard <p.dalgaard at biostat.ku.dk>
> Date: Monday, April 23, 2007 2:46 am
> Subject: Re: [R] Estimates at each iteration of optim()?
>> DEEPANKAR BASU wrote:
>>> I am trying to maximise a complicated loglikelihood function with
>> the "optim" command. Is there some way to get to know the estiamtes
>> at each iteration? When I put "control=list(trace=TRUE)" as an
>> option in "optim", I just got the initial and final values of the
>> loglikelihood, number of iterations and whether the routine has
>> converged or not. I need to know the estimate values at each
>> It might help if you actually _read_ the description of the trace
>> control parameter (hint: it is not an on/off switch) in ?optim...
>> as it says, this is method dependent, so you may have to study the
>> source code.
>>> R-help at stat.math.ethz.ch mailing list
>>> PLEASE do read the posting guide http://www.R-project.org/posting-
>> guide.html> and provide commented, minimal, self-contained,
>> reproducible code.
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
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