[R] fast optimization routines in R

[Arne Henningsen]

Hi Pia!

On 7 February 2011 21:44, ppinger <pinger at uni-mannheim.de> wrote:
> I am looking for a maximization routine that I can use to maximize a large
> variety of relatively complex likelihoods. I undertand (from previous posts)
> that coding the objective function more efficiently can help. However, the
> optimization routine employed seems important too. So far, I have tried the
> optimization routines optim, maxlik, trust and nlminb. The latter two are
> much faster than the first ones but nevertheless, it seems to me as if these
> routines were rather slow, when compared to some of the optimizers in
> MATLAB.

maxLik() includes several different optimisation routines. Did you try
all of them?

/Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name