optimx uses exactly the same code as optim for BFGS. However, the call to optim
in optimx
is preceded by a check of the gradient at the starting values supplied using
numDeriv.
That is, we evaluate the gradient with gr=(user's function for gradient) and
then with
the grad() function from numDer
Hi,
In my package CatDyn, which uses optimx, I included the gradients of 20 version
of the model involved.
I estimate model parameters with numerical gradients, and at the final
estimates I calculate the analytical gradients.
In the simplest version of the model the analytical gradients computed
Hi Kathie,
The gradient check in "optimx" checks if the user specified gradient (at
starting parameters) is within roughly 1.e-05 * (1 + fval) of the numerically
computed gradient. It is likely that you have correctly coded up the gradient,
but still there can be significant differences b/w num
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