[forwarding back to r-help for archiving/further discussion]
On 10-09-05 08:48 PM, Sally Luo wrote:
> Prof. Bolker,
>
> Thanks for your reply and the helpful info.
>
> I still have a few questions.
>
> 1. I also tried to use different methods other than "BFGS" without
> changing their def
Peng, C gmail.com> writes:
>
>
> To change the default maximum number of iterations (mxit =100 for derivative
> based algorithm), add mxit = whatever number you want.
>
that's "maxit"
i.e.
optim(...,control=list(maxit=...))
__
R-help@r-project.
To change the default maximum number of iterations (mxit =100 for derivative
based algorithm), add mxit = whatever number you want.
In most cases, you need a very good initial value! This is a real challenge
in using optim(). Quite often, if the initial values is not well selected,
optim() can gi
On Sep 4, 2010, at 4:18 PM, Sally Luo wrote:
Hi R users,
I am using the optim funciton to maximize a log likelihood
function. My
code is as follows:
p<-optim(c(-0.2392925,0.4653128,-0.8332286, 0.0657, -0.0031,
-0.00245,
3.366, 0.5885, -0.8,
0.0786,-0.00292,-0.00081, 3
Hi R users,
I am using the optim funciton to maximize a log likelihood function. My
code is as follows:
p<-optim(c(-0.2392925,0.4653128,-0.8332286, 0.0657, -0.0031, -0.00245,
3.366, 0.5885, -0.8,
0.0786,-0.00292,-0.00081, 3.266, -0.3632, -0.49,0.1856,
0.00394, -0.00193
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