[Rd] initial Hessian in optim's BFGS

From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.ac.be>
Date: Mon 21 Mar 2005 - 09:39:02 GMT


Dear all,

I'd like to ask if it would be a good idea to add an extra argument to 'optim' (with default value NULL) to give a initial Hessian for the BFGS algorithm. This could be handy in some cases where this initial approximation is available and thus it isn't required 'optim' to compute it again.

Thanks for any comments,
Dimitris



Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm

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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Mon Mar 21 20:39:21 2005

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