[R] optim(), nlminb() and starting values

2007-03-06 Thread Dae-Jin Lee
Hi all ! I've been trying to maximize a likelihood using optim( ) function, but it seems that the function has several local maxima. I've tried in my algorithm with different starting values and depending on them optim obtains different results... I use the L-BFGS-B method setting the lower

Re: [R] optim(), nlminb() and starting values

2007-03-06 Thread Gabor Grothendieck
If your problem is small enough just use a grid of starting values and run your optimization on each one and then take the best. On 3/6/07, Dae-Jin Lee [EMAIL PROTECTED] wrote: Hi all ! I've been trying to maximize a likelihood using optim( ) function, but it seems that the function has