[R] Fast optimizer
rvaradhan at jhmi.edu
Fri Oct 30 02:02:07 CET 2009
You have hardly given us any information for us to be able to help you. Give us more information on your problem, and, if possible, a minimal, self-contained example of what you are trying to do.
Ravi Varadhan, Ph.D.
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvaradhan at jhmi.edu
----- Original Message -----
From: R_help Help <rhelpacc at gmail.com>
Date: Thursday, October 29, 2009 8:24 pm
Subject: [R] Fast optimizer
To: r-help at r-project.org, r-sig-finance at stat.math.ethz.ch
> I'm using optim with box constraints to MLE on about 100 data points.
> It goes quite slow even on 4GB machine. I'm wondering if R has any
> faster implementation? Also, if I'd like to impose
> equality/nonequality constraints on parameters, which package I should
> use? Any help would be appreciated. Thank you.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
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