One possibility is to write in some checkpointing into your objective function, such as saving the current parameter values via 'save()' or 'dput()'.
-roger Ross Boylan wrote: > I would like to checkpoint some of my calculations in R, specifically > those using optim. As far as I can tell, R doesn't have this facility, > and there seems to have been little discussion of it. > > checkpointing is saving enough of the current state so that work can > resume where things were left off if, to take my own example, the system > crashes after 8 days of calculation. > > My thought is that this could be added as an option to optim as one of > the control parameters. > > I thought I'd check here to see if anyone is aware of any work in this > area or has any thoughts about how to proceed. In particular, is save a > reasonable way to save a few variables to disk? I could also make the > code available when/if I get it working. -- Roger D. Peng | http://www.biostat.jhsph.edu/~rpeng/ ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel