[R] A Question about MLE in R

Andrew Robinson @pro @end|ng |rom un|me|b@edu@@u
Fri Jul 24 21:13:53 CEST 2020


Hi Ravi,

that's an interesting claim and N-M.  Can you provide any reading matter to support it?

Cheers,

Andrew

--
Andrew Robinson
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On Jul 24, 2020, 10:54 PM +1000, Ravi Varadhan <ravi.varadhan using jhu.edu>, wrote:
I agree with John that SANN should be removed from optim.


More importantly, the default choice of optimizer in optim should be changed from "Nelder-Mead" to "BFGS." Nelder-Mead is a bad choice for the most commonly encountered optimization problems in statistics. I really do not see a good reason for not changing the default in optim.


Best regards,

Ravi

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