[R] IRLS or other iteratively re weighted optimization algorithms with constraints in R

2009-10-06 Thread Corrado 
Dear list,

is there an iterative re weighted least square based algorithm or any or other 
iteratively re weighted optimisation algorithms for non linear (and possibly 
non parametric) optimisation problems with constraints available in R?

Regards
-- 
Corrado

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Re: [R] IRLS or other iteratively re weighted optimization algorithms with constraints in R

2009-10-06 Thread David Winsemius 


On Oct 6, 2009, at 12:14 PM, Corrado wrote:


Dear list,

is there an iterative re weighted least square based algorithm or  
any or other
iteratively re weighted optimisation algorithms for non linear (and  
possibly

non parametric) optimisation problems with constraints available in R?


Have you looked in the suggestively named Task View yet?

http://cran.r-project.org/web/views/

http://cran.r-project.org/web/views/Optimization.html

--

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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