Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead

From: Kellner <ralf.kellner_at_wiso.uni-erlangen.de>
Date: Tue, 19 Jul 2011 10:33:34 -0700 (PDT)

Hi,

i have a question concerning the Nelder-Mead algorithm in R. As far as i can see, the shrink operation is not included in the optim() function. Does anyone know an implementation of the Nelder-Mead algorithm including this operation in R? Could maybe someone send me one? I would try to write the code on my own, but due to my doctor thesis i am a little under time pressure and would appreciate any help. Thank you in advance!

Greetings
Ralf

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