[R] Question about nlminb function

Lim, Hwanggyu h||m @end|ng |rom gm@c@com
Thu Apr 2 12:26:07 CEST 2020


Hello,

My name is Hwanggyu Lim. I am working estimating parameters of non-negative function, which has local maximums. For example, the function has three parameters (e.g., f(a, b, c)) and I need to estimate them.
For this, I am using nlminb optimization function and it works fine.

Here is my question. I want to specify the absolute difference stopping tolerance (or stopping criterion) to stop the iteration of estimation algorithm. For example, when n-1th estimates and nth estimates have absolute differences less than 0.001 for all three parameters, the iteration must stop. In this case, is there any way that I can do? I know that nlminb function has several control parameters to specify the tolerance. But, I am not sure how I can specify the absolute difference stopping tolerance. (I think that abs.tol argument is not relevant to my question because it only works for functions whose minimum is 0.

Could you please provide any idea about my situation if you have? Thanks!

Best,
Hwanggyu
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