[R-SIG-Finance] Fast optimizer

Joshua Ulrich josh.m.ulrich at gmail.com
Fri Oct 30 02:13:40 CET 2009


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Thanks,
Josh
--
http://www.fosstrading.com



On Thu, Oct 29, 2009 at 7:22 PM, R_help Help <rhelpacc at gmail.com> wrote:
> Hi,
>
> I'm using optim with box constraints to MLE on about 100 data points.
> It goes quite slow even on 4GB machine. I'm wondering if R has any
> faster implementation? Also, if I'd like to impose
> equality/nonequality constraints on parameters, which package I should
> use? Any help would be appreciated. Thank you.
>
> rc
>
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