From: Ben Bolker <bolker_at_zoo.ufl.edu>

Date: Thu 11 Jan 2007 - 22:03:40 GMT

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Jan 12 09:10:59 2007

Date: Thu 11 Jan 2007 - 22:03:40 GMT

francogrex <francogrex <at> mail.com> writes:

** > [SNIP]
**
> This maximisation involves a search in five-dimensional

I'm sure someone will correct me if I'm wrong, but this seems wrong
to me. We only want the first derivatives to be zero. It wouldn't be
impossible for second and higher derivatives to be zero, but it would
be somewhat pathological.

While optimization will be faster and more stable if you can compute
the first derivatives (the _gradient_) analytically (and R has the
D() and deriv() functions for doing so), R will compute derivatives
numerically by finite differences if you don't. See ?optim.

Blatant plug: www.zoo.ufl.edu/bolker/emdbook/chap7A.pdf pp. 3-4 might be helpful too.

Ben Bolker

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Jan 12 09:10:59 2007

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