Dear Friends,

I'm using the optim command to maximize a likelihood function. My optim command is as follows

estim.out <- optim(beta, loglike, X=Xmain, Y=Y, hessian=T, method="BFGS", control=c(fnscale=-1, trace=1, REPORT=1))

Setting the report=1, gives me the likelihood function value (if i'm correct) at each step. The output from running this is as follows

initial  value 3501.558347 
iter   2 value 3247.277071
iter   3 value 3180.679307
iter   4 value 3157.201356
iter   5 value 3156.579887
iter   6 value 3017.715292
iter   7 value 2993.349538
iter   8 value 2987.181782
iter   9 value 2986.672719
iter  10 value 2986.658620
iter  11 value 2986.658266
iter  12 value 2986.658219
iter  13 value 2986.658156
iter  13 value 2986.658156
iter  13 value 2986.658135
final  value 2986.658135 
converged

I just wanted to know if there was any way I could get the value of each iteration into an object. At present it is dumped on the screen. But is there a way to get hold of these values through an object??

Thanks in advance

sincerely

Anup




 
---------------------------------
The fish are biting.

	[[alternative HTML version deleted]]