> > You can live with it, but > > be aware that it is there. My suggestion is to start the optimization > > from several different initial values and compare maximized values of > > the likelihood. Simulated annealing may be used to better explore the > > parameter space. > > Yes. Are you aware of any work on this in R? > > Paul
The function dlmMLE in package dlm calls optim to find maximum likelihood estimates. You can pass additional arguments to optim, including method = "SANN" for simulated annealing. Giovanni ______________________________________________ R-help@r-project.org 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.
