Re: [R] Safeguarded Newton method for function minimization

2017-04-19 Thread J C Nash
I should have given a more detailed explanation about Automatic Differentiation. As Martin points out, there are some AD elements in deriv etc., but to my view they are related more to symbolic differentiation, and not in the same space as AD Model Builder or its successor whose name eludes me at

Re: [R] Safeguarded Newton method for function minimization

2017-04-19 Thread Martin Maechler
> J C Nash > on Tue, 18 Apr 2017 13:32:52 -0400 writes: > Recently Marie Boehnstedt reported a bug in the nlm() > function for function minimization when both gradient and > hessian are provided. Indeed, on R's Bugzilla here : https://bugs.r-project.org/bugzilla/sh

[R] Safeguarded Newton method for function minimization

2017-04-18 Thread J C Nash
Recently Marie Boehnstedt reported a bug in the nlm() function for function minimization when both gradient and hessian are provided. She has provided a work-around for some cases and it seems this will get incorporated into the R function eventually. However, despite the great number of packag