Hi Pia! On 7 February 2011 21:44, ppinger <pin...@uni-mannheim.de> wrote: > 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.
maxLik() includes several different optimisation routines. Did you try all of them? /Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
