Re: [R] Fast optimizer

2009-11-01 Thread Ravi Varadhan
des our brief tutorial. Hope this helps, Ravi. Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu -

Re: [R] fast optimizer

2009-10-30 Thread Prof. John C Nash
> Date: Fri, 30 Oct 2009 09:29:06 +0100 > From: Christophe Dutang > Subject: Re: [R] [R-SIG-Finance] Fast optimizer > To: R_help Help > Cc: r-help@r-project.org >> > Ok. I have the following likelihood function. >> > >> > L <- p*dpois(x,a)*dpois(y,b+c)+(1-p)*dpois(x,a+c)*dpois(y,b) >> > >> > whe

Re: [R] Fast optimizer

2009-10-29 Thread Ravi Varadhan
ogy School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: R_help Help Date: Thursday, October 29, 2009 9:21 pm Subject: Re: [R] Fast optimizer To: Ravi Varadhan Cc: r-help@r-project.org, r-sig-fina...@stat.math.ethz.ch &

Re: [R] Fast optimizer

2009-10-29 Thread R_help Help
arad...@jhmi.edu > > > - Original Message - > From: R_help Help > Date: Thursday, October 29, 2009 8:24 pm > Subject: [R] Fast optimizer > To: r-help@r-project.org, r-sig-fina...@stat.math.ethz.ch > > >> Hi, >> >> I'm using optim with bo

Re: [R] Fast optimizer

2009-10-29 Thread Bill.Venables
: 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 equal

Re: [R] Fast optimizer

2009-10-29 Thread Ravi Varadhan
. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: R_help Help Date: Thursday, October 29, 2009 8:24 pm Subject: [R] Fast optimizer To: r-help@r

[R] Fast optimizer

2009-10-29 Thread R_help Help
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.