[R] Need help on Newton-Raphson optimization

Berend Hasselman bhh at xs4all.nl
Thu Aug 11 07:47:33 CEST 2011


michael wrote:
> 
> Hi,
> 
>      Is there available package on the optimization function using
> Newton-Raphson method (iterative quadratic approximation)? I have been
> using
> the 'optim' function in R and found it really unstable (it depends heavily
> on the initial values and functional forms). If I have to code it by
> myself,
> can I get some advice on how to start (any good reference or sample code)?
> I
> really appreciate any help.
> 

Without an example of your "issue" you really can't expect helpful answers.
What are you trying to do?
Solving a system of nonlinear equations? (you could have a look at package
nleqslv)
Minimizing/maximizing a function? (R also provides the function nlm)

You should have a look at the CRAN Task View page Optimization and
Mathematical Programming
(http://cran.r-project.org/web/views/Optimization.html)

Berend

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