Rob Steele suggested the same thing but I'm not sure I understand how to implement this exactly. Is there any documentation that you could suggest? This might be something that could be useful for the future.
Thanks, Shimrit On Tue, Feb 24, 2009 at 5:09 PM, Greg Snow <greg.s...@imail.org> wrote: > It looks like you found a solution, but if you find yourself in this > situation again using optim, then one approach is to modify your function > that you are optimizing (or write a wrapper for it) to produce the tracing > information for you. > > -- > Gregory (Greg) L. Snow Ph.D. > Statistical Data Center > Intermountain 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 Shimrit Abraham > > Sent: Tuesday, February 24, 2009 7:00 AM > > To: r-help@r-project.org > > Subject: [R] Tracing gradient during optimization > > > > Hi everyone, > > > > I am currently using the function optim() to maximize/minimize > > functions and > > I would like to see more output of the optimization procedure, in > > particular > > the numerical gradient of the parameter vector during each iteration. > > The documentation of optim() describes that the trace parameter should > > allow > > one to trace the progress of the optimization. > > I use the following command: > > > > optim(par = vPar, > > fn = calcLogLik, > > method = "BFGS", > > control = list(trace = TRUE, fnscale = -1, maxit = 2000)); > > > > which gives very little information: > > > > initial value 3.056998 > > final value 2.978351 > > converged > > > > Specifying trace >1, for instance trace = 20, does not result in more > > information. Is there a way to view more details of the progress > > perhaps by > > using another optimizer? > > > > Thanks, > > > > Shimrit Abraham > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
