[R] [R-pkgs] mFilter package

be interest to other areas. Currently, Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package. Cheers, -- Mehmet Balcilar, PhD Associate Professor of Econometrics Cukurova University College of Economics Administrative

[R] a question about gradient in optim

Hi, I am using optim to estimate the parameters of a smooth transition autoregressive model. I wrote a function to return the gradient for each observation. So, for k parameters and n observations my function returns a (n x k) matrix. The gr argument of optim expects a (k x 1) vector. Now,

Re: [R] a question about gradient in optim

(grad,2,sum) will do what I want. Thanks. Prof Brian Ripley wrote: On Tue, 23 May 2006, Mehmet Balcilar wrote: Hi, I am using optim to estimate the parameters of a smooth transition autoregressive model. I wrote a function to return the gradient for each observation. So, for k parameters