On Oct 6, 2009, at 12:14 PM, Corrado wrote:
Dear list,
is there an iterative re weighted least square based algorithm or
any or other
iteratively re weighted optimisation algorithms for non linear (and
possibly
non parametric) optimisation problems with constraints available in R?
Have you looked in the suggestively named Task View yet?
http://cran.r-project.org/web/views/
http://cran.r-project.org/web/views/Optimization.html
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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