Dear R help archive group, I am looking for a maximization routine that I can use to maximize a large variety of relatively complex likelihoods. I undertand (from previous posts) that coding the objective function more efficiently can help. However, the optimization routine employed seems important too. So far, I have tried the optimization routines optim, maxlik, trust and nlminb. The latter two are much faster than the first ones but nevertheless, it seems to me as if these routines were rather slow, when compared to some of the optimizers in MATLAB. Is there any general advice you can give about which optimization routines in R tend to be particularly fast? Thank you very much, Pia -- View this message in context: http://r.789695.n4.nabble.com/fast-optimization-routines-in-R-tp3265071p3265071.html Sent from the R help mailing list archive at Nabble.com.
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