Hi, I'm very interested in using the constrOptim() function currently in the R-devel sources. In particular, I'm trying to fit point process conditional intensity models via maximum likelihood. However, I noticed that the gradient of the objective function must be supplied for all but the Nelder-Mead method. I was wondering why this was because optim() itself does not require a gradient function for the BFGS or Conjugate Gradient methods.
Thanks, -roger _______________________________ UCLA Department of Statistics [EMAIL PROTECTED] http://www.stat.ucla.edu/~rpeng ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-devel
