Dear R_Help Help, The critical questions are a) how many parameters do you have b) how pathological is the log-likelihood function c) how good are your initial values and d) how efficiently have you coded your objective function?
Of these, the last is most likely the critical one, and the one you should be looking at first. (and consider suing your parents for giving you such a name.) Bill Venables. ________________________________________ From: r-help-boun...@r-project.org [r-help-boun...@r-project.org] On Behalf Of R_help Help [rhelp...@gmail.com] Sent: 30 October 2009 10:22 To: r-help@r-project.org; r-sig-fina...@stat.math.ethz.ch Subject: [R] Fast optimizer Hi, I'm using optim with box constraints to MLE on about 100 data points. It goes quite slow even on 4GB machine. I'm wondering if R has any faster implementation? Also, if I'd like to impose equality/nonequality constraints on parameters, which package I should use? Any help would be appreciated. Thank you. rc ______________________________________________ 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. ______________________________________________ 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.
