Re: [R] optimization w.r.t matrix

2010-10-05 Thread David Winsemius
On Oct 5, 2010, at 2:46 PM, QiJun Fung wrote: Does any one know how to optimize the following function w.r.t to beta? The difficulty here is the beta is a matrix not a vector. and f is also a function of beta and an element of the objective function. I just want to know for this complicated sit

[R] optimization w.r.t matrix

2010-10-05 Thread QiJun Fung
Does any one know how to optimize the following function w.r.t to beta? The difficulty here is the beta is a matrix not a vector. and f is also a function of beta and an element of the objective function. I just want to know for this complicated situation, is there any packages or function to estim