[R] If I have 3 parameters, is optim() doing the same thing as Gibbs sampling?

[S Ellison]

> If function p1 has 3 parameters, is it doing the same thing as Gibbs sampling?
No.

> How does optim() choose random numbers?  
It doesn't, for Nelder-Mead. Nelder-Mead is a deterministic algorithm that does not need random numbers.

Read up on Nelder-Mead; it - and everything else in optim() - is pretty much completely different from MCMC using a Gibbs sampling algorithm

S Ellison




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