Re: [R] Confidence interval on parameters from optim function

2009-08-19 Thread Greg Snow
Healthcare greg.s...@imail.org 801.408.8111 > -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Devred, Emmanuel > Sent: Wednesday, August 19, 2009 7:41 AM > To: r-help@r-project.org > Subject: [R] Conf

Re: [R] Confidence interval on parameters from optim function

2009-08-19 Thread Arun.stat
Regrading your second question, I guess somehow you get undefined value like logarithm of zero of your target function for some unfortunate parameter values in the parameter space. Devred, Emmanuel wrote: > > Hi everyone, > > I have two questions: > > I would like to get confidence intervals

Re: [R] Confidence interval on parameters from optim function

2009-08-19 Thread Ravi Varadhan
Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Devred, Emmanuel Sent: Wednesday, August 19, 2009 9:41 AM To: r-help@r-project.org Subject: [R] Confidence interval on parameters from optim function Hi everyone, I have two questions:

Re: [R] Confidence interval on parameters from optim function

2009-08-19 Thread Ravi Varadhan
9:41 AM To: r-help@r-project.org Subject: [R] Confidence interval on parameters from optim function Hi everyone, I have two questions: I would like to get confidence intervals on the coefficients derived from the optim() function. I apply optim() to a given function f > res <- optim(c(0.08,0.04,1.

[R] Confidence interval on parameters from optim function

2009-08-19 Thread Devred, Emmanuel
Hi everyone, I have two questions: I would like to get confidence intervals on the coefficients derived from the optim() function. I apply optim() to a given function f > res <- optim(c(0.08,0.04,1.),f,NULL,method="L-BFGS-B",lower=c(0.,0.,0.)) And I would like to get the p-value and confidence in