Re: [R] Fast optimizer

2009-11-01 Thread Ravi Varadhan
Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: Ravi Varadhan rvarad...@jhmi.edu Date: Thursday, October 29, 2009 10:23 pm Subject: Re: [R] Fast optimizer To: R_help Help rhelp...@gmail.com Cc: r

Re: [R] fast optimizer

2009-10-30 Thread Prof. John C Nash
Date: Fri, 30 Oct 2009 09:29:06 +0100 From: Christophe Dutang duta...@gmail.com Subject: Re: [R] [R-SIG-Finance] Fast optimizer To: R_help Help rhelp...@gmail.com Cc: r-help@r-project.org Ok. I have the following likelihood function. L -

[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

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 rhelp...@gmail.com Date: Thursday, October 29, 2009 8:24 pm Subject: [R] Fast optimizer To: r

Re: [R] Fast optimizer

2009-10-29 Thread Bill.Venables
To: 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 equality/nonequality

Re: [R] Fast optimizer

2009-10-29 Thread R_help Help
...@gmail.com 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 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