Re: [Rd] Suggestion for the optimization code

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Fri, 08 Aug 2008 09:13:57 -0400

On 8/8/2008 8:56 AM, Mathieu Ribatet wrote:
> Dear list,
>
> Here's a suggestion about the different optimization code. There are
> several optimization procedures in the base package (optim, optimize,
> nlm, nlminb, ..). However, the output of these functions are slightly
> different. For instance,
>
> 1. optim returns a list with arguments par (the estimates), value the
> minimum (maxima) of the objective function, convergence (optim
> .convergence)
> 2. optimize returns a list with arguments minimum (or maximum) giving
> the estimates, objective the value of the obj. function
> 3. nlm returns a list with arguments minimum giving the minimum of
> the obj. function, minimum the estimates, code the optim. convergence
> 4. nlminb returns a list with arguments par (the estimates),
> objective, convergence (conv. code), evaluations
>
> Furthermore, optim keeps the names of the parameters while nlm, nlminb
> don't.
> s
> I believe it would be nice if all these optimizers have a kind of
> homogenized output. This will help in writing functions that can call
> different optimizers. Obviously, we can write our own function that
> homogenized the output after calling the optimizer, but I still believe
> this will be more user-friendly.

Unfortunately, changing the names within the return value would break a lot of existing uses of those functions. Writing a wrapper to homogenize the output is probably the right thing to do.

Duncan Murdoch

> Do you think this is a reasonable feature to implement - despite it
> isn't an important point?
> Best,
> Mathieu
>
> * BTW, if this is relevant, I could try to do it.



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