Re: [R] 'gmm' package: How to pass controls to a numerical solver used in the gmm() function?

2013-02-20 Thread Prof J C Nash (U30A)
This is a quite general issue that those of us who try to prepare optimization tools must deal with quite often. The minqa package internal methods were designed to be used with customized controls to the algorithm, but we had to package them with some more or less OK compromise settings. If

[R] 'gmm' package: How to pass controls to a numerical solver used in the gmm() function?

2013-02-19 Thread Malikov, Emir
Hello -- The question I have is about the gmm() function from the 'gmm' package (v. 1.4-5). The manual accompanying the package says that the gmm() function is programmed to use either of four numerical solvers -- optim, optimize, constrOptim, or nlminb -- for the minimization of the GMM

Re: [R] 'gmm' package: How to pass controls to a numerical solver used in the gmm() function?

2013-02-19 Thread David Winsemius
On Feb 19, 2013, at 5:25 PM, Malikov, Emir wrote: Hello -- The question I have is about the gmm() function from the 'gmm' package (v. 1.4-5). The manual accompanying the package says that the gmm() function is programmed to use either of four numerical solvers -- optim, optimize,