[R] How to change smoothing constant selection procedure for Winters Exponential Smoothing models?

Hello all, I am looking for some help in understanding how to change the way R optimizes the smoothing constant selection process for the HoltWinters function. I'm a SAS veteran but very new to R and still learning my way around. Here is some sample data and the current HoltWinters code I'm

Re: [R] How to change smoothing constant selection procedure for Winters Exponential Smoothing models?

Jonathan- First, consider starting the algorithm at this alternative solution. You do this with the optim.start option. HoltWinters( , optim.start = c(alpha = 0.99, beta = 0.001, gamma = 0.001)) If this solution is indeed better, the function should not converge to the old solution. If