[R] Components in the control list of optim()

From: Daniel Young <peacedan_at_yahoo.com>
Date: Mon, 11 Jun 2007 18:56:02 -0700 (PDT)

Because the function optim() does not return the values of the components in the 'control' list, I am seeking help to uncover the blackbox for some of these components:

parscale: par/parscale is used for ndeps, but how does optim() set parscale at the first place? abstol: no default information given in the help file, so what is it?
reltol: this one is clear in the help file, but if both abstol and reltol are used as default, which one does optim() take as the higher stopping criterion?

Two other related questions:
First, ndeps is used for the finite-difference approximation, but is this forward, backward, or central difference?
Second, if I minimize a function through optim (say, BFGS), does abstol/reltol use the function value or the estimated parameter values to assess convergence?

Many thanks,


Pinpoint customers who are looking for what you sell.

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