tp://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
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> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Deepank
ay, May 25, 2007 12:02 AM
To: Prof Brian Ripley
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Problem with numerical integration and optimization with
BFGS
Prof. Ripley,
The code that I provided with my question of course does not contain
code for the derivatives; but I am supplying analytical deriv
Prof. Ripley,
The code that I provided with my question of course does not contain
code for the derivatives; but I am supplying analytical derivatives in
my full program. I did not include that code with my question because
that would have added about 200 more lines of code without adding any
new
You are trying to use a derivative-based optimization method without
supplying derivatives. This will use numerical approoximations to the
derivatives, and your objective function will not be suitable as it is
internally using adaptive numerical quadrature and hence is probably not
close enoug
Deepankar Basu osu.edu> writes:
>
>
> For my model, the likelihood function for each observation is the sum of
> three integrals. The integrand in each of these integrals is of the
> following form:
>
> A*exp(B+C*x-D*x^2)
>
(where D is positive)
Being very lazy, I tried Mathematica's onl
Hi R users,
I have a couple of questions about some problems that I am facing with
regard to numerical integration and optimization of likelihood
functions. Let me provide a little background information: I am trying
to do maximum likelihood estimation of an econometric model that I have
developed
