I read the description of the trace control parameter in ?optim and then also looked at the examples given at the end. In one of the examples I found that they had used "trace=TRUE" with the method "SANN". I am using the method "BFGS" and I tried using "trace=TRUE" too but I did not get the parameter estimates at each iteration. As you say, it might be method dependent. I tried reading the source code for "optim" but could not find out what I was looking for. Hence, I was wondering if anyone could tell me what option to use with the method "BFGS" to get the parameter estimates at each iteration of the optimization.
Deepankar ----- Original Message ----- From: Peter Dalgaard <[EMAIL PROTECTED]> Date: Monday, April 23, 2007 2:46 am Subject: Re: [R] Estimates at each iteration of optim()? > DEEPANKAR BASU wrote: > > I am trying to maximise a complicated loglikelihood function with > the "optim" command. Is there some way to get to know the estiamtes > at each iteration? When I put "control=list(trace=TRUE)" as an > option in "optim", I just got the initial and final values of the > loglikelihood, number of iterations and whether the routine has > converged or not. I need to know the estimate values at each > iteration.> > > > It might help if you actually _read_ the description of the trace > control parameter (hint: it is not an on/off switch) in ?optim... > And, > as it says, this is method dependent, so you may have to study the > source code. > > > Deepankar > > > > ______________________________________________ > > [email protected] 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. > > > > ______________________________________________ [email protected] 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.
