Søren Højsgaard wrote:
I want to numerically maximize a function with optim (maximization
over several arguments). optim() needs a function which returns a
scalar only. However, it could be nice to be able to take other
things out from the function as well. I'tried to create an attribute
to the scalar with what I want to take out, but that attribute
disappears in optim(). I looked into the code to see if it could
(easily) be modified such that it could work on a function which
returns e.g. a list or a vector (and then it should be maximized over
the first element). But I gave up... Any suggestion will be
appreciated...
Have your function return a scalar value and any additional data in an
attribute, and then optimise. Then call your function one more time
using the resulting parameters found by optim(), and you'll get the
attributes.
Pro: No need to mess with the code of optim()
Con: One more function call required. Probably not a problem since
optim() will have called it a few times anyway.
BArry
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