[R] Does the R "statistical language includes, > modules/packages to carry out nonlinear optimization similar to the, > SAS NLIN and NLP procedures?
Prof. John C Nash
nashjc at uottawa.ca
Wed Feb 17 15:46:08 CET 2010
There is also the OptimizeR project on R-forge
http://r-forge.r-project.org/R/?group_id=395. Other related projects are there also, but
I'll let their authors speak for themselves. Stefan Theussl did a good job in the Task
View, but it is from last June, and it would be a monumental effort to keep up to date
with all the work going on.
We're "almost" ready to put some of our updated functions on CRAN, mainly for smooth
functions with at most box constraints. Within that caveat, the codes are working, but
they may not be fully bullet-proof or documented. We plan more material as we can get
round to it.
For discussion, with rather up and down traffic that takes various directions, I also run
a wiki called optimx at http://macnash.telfer.uottawa.ca/optimx/doku.php but only the
first page is publicly visible as we use it to discuss ideas that may be half (or less!)
baked. However, I'm happy to give logins on request to genuine R folk and there have been
some quite useful ideas exchanged. Unfortunately, one of my colleagues' wikis had a
pornographer "contributing", so do provide real name and affiliation when asking for access.
> Date: Tue, 16 Feb 2010 11:09:35 -0500
> From: "Powers, Randall - BLS" <Powers.Randall at bls.gov>
> To: <r-help at r-project.org>
> Subject: [R] Does the R "statistical language includes
> modules/packages to carry out nonlinear optimization similar to the
> SAS NLIN and NLP procedures?
> <C3C1925D945BF844911C8EEA752666AE20A788E5 at psbexmb2.psb.bls.gov>
> Content-Type: text/plain
> Hello R folks,
> I'm hoping the answer to the question in the subject line.
> I have in the past used SAS PROC NLIN and PROC NLP to carry out
> nonlinear optimizations. I'm wondering if there is analogous ways for
> doing this using R. If so, could someone please point me to some
> literature that would help me examine this further?
> Thanks very much.
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