[R] Poor performance of "Optim"

yehengxin xye78 at hotmail.com
Sat Oct 1 08:12:23 CEST 2011


I used to consider using R and "Optim" to replace my commercial packages:
Gauss and Matlab.  But it turns out that "Optim" does not converge
completely.  The same data for Gauss and Matlab are converged very well.  I
see that there are too many packages based on "optim" and really doubt if
they can be trusted!  

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