Dear all,
I have used optim a lot in contexts where it would useful to be able to iterate
function myfun that, in addition to the primary objective to be minimized
('minimize.me'), could return other values such as alternative metrics of the
minimization, informative intermediate values from the calculations, etc.
myfun <- function()
{
...
return(list(minimize.me = minimize.me, R2 = R2, pval = pval, etc.))
}
During the iteration, optim could utilize just the first value from the myfun
return list; all the other values calculated and returned by myfun could be
ignored by optim.
After convergence, the other return values of myfun could be finally extracted
and appended into the optim return value (which is a list) as additional entry
e.g.: $aux <- list(R2, pval, etc.), (without 'minimize.me' as it is already
returned as $value).
The usual ways for accessing optim return values, e.g., $par, $value, etc. are
not affected. Computational cost may not be prohibitive either. Is this
feasible to consider?
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