Re: [R] good numerical optimization to use in R?

2009-05-22 Thread spencerg
 Have you tried the maxLik package?  If that is not adequate, you 
can check CRAN Task View: Optimization and Mathematical Programming 
(http://cran.fhcrc.org/web/views/Optimization.html).  Or try the new 
RSiteSearch.function in the RSiteSearch package.  If none of these 
adequate, please provide another post with more detail about what you've 
tried and why it does not seem adequate, preferably providing provide 
commented, minimal, self-contained, reproducible code, as suggeste in 
the posting guide http://www.R-project.org/posting-guide.html;. 



 Hope this helps. 
 Spencer


Michael wrote:

Hi all,

Could anybody point me to a good/robust numerical optimization program
to use in R?

I am doing some MLE fitting. Thanks!

__
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.




__
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.


[R] good numerical optimization to use in R?

2009-05-21 Thread Michael
Hi all,

Could anybody point me to a good/robust numerical optimization program
to use in R?

I am doing some MLE fitting. Thanks!

__
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.


Re: [R] good numerical optimization to use in R?

2009-05-21 Thread Ravi Varadhan
What kind of optimization problem are you trying to solve?

For smooth, nonlinear optimization, with box-constraints - optim(), nlminb(), 
spg()

For smooth, nonlinear optimization, with linear inequality constraints - 
constrOptim()

For smooth, nonlinear optimization, with equality and/or inequality constraints 
- Rdonlp2

See the CRAN Task View: Optimization and Mathematical Programming for more 
information.

Ravi.


Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvarad...@jhmi.edu


- Original Message -
From: Michael comtech@gmail.com
Date: Thursday, May 21, 2009 7:17 pm
Subject: [R] good numerical optimization to use in R?
To: r-help r-h...@stat.math.ethz.ch


 Hi all,
  
  Could anybody point me to a good/robust numerical optimization program
  to use in R?
  
  I am doing some MLE fitting. Thanks!
  
  __
  R-help@r-project.org mailing list
  
  PLEASE do read the posting guide 
  and provide commented, minimal, self-contained, reproducible code.

__
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.