[R] non-derivative based optimization and standard errors.

From: Jean Eid <jeaneid_at_chass.utoronto.ca>
Date: Thu 24 Mar 2005 - 09:49:29 EST

Hi AlL,

I ahve this problem that my objective function is discontinous in the paramaters and I need to use methods such as nelder-mead to get around this. My question is: How do i compute standard errors to a problem that does not have a gradient?

Any literature on this is greatly appreciated.


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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Mar 24 09:43:53 2005

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