Dube, Jean-Pierre wrote: > > To whom it may concern, > > I am trying to maximize a log-likelihood function using optim. This is a > simple problem with only 18 parameters. To conserve memory, I am using > sparse matrices (SLAM) for some of the data matrices used in the > computation of the likelihood. However, optim appears to convert the > sparse matrix back to regular data format. This causes me to run out of > memory as R tries to create an 8GB matrix. In short, it does not look as > though "optim" is compatible with sparse matrices. Does anyone have a > suggestion for how I can maximize a function in R using sparse matrices > for some of the data inputs? >
Have a look at BB. Berend -- View this message in context: http://r.789695.n4.nabble.com/optimization-with-Sparse-matrices-tp3604373p3604453.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
