[R] using optimize() correctly ...
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Sun May 24 14:24:37 CEST 2009
Berend Hasselman wrote:
> Your function is not unimodal.
> The help for optimize states:
> "If f is not unimodal, then optimize() may approximate a local, but perhaps
> non-global, minimum to the same accuracy."
Ah ok, I didn't read the manual page carefully enough.
Do you know if R has a function to find the global maximum/minimum of a
function of x over a given interval?
nlminb(), optim(), in particular the option `method = "L-BFGS-B"' or the
function spg() in "BB" package were recommended to use if I wanted to
optimize a function over x and y given their respective intervals. Will
they also potentially only give me the local maxima/minima? I am not a
regular R user, so my knowledge is clearly not where is could/should be.
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