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

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 24 Mar 2005 - 16:11:10 EST

      Have you considered bootstrap or Monte Carlo?

      spencer graves

Jean Eid wrote:

>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.
>
>
>Jean,
>
>______________________________________________
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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
>
>



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 Received on Thu Mar 24 16:18:15 2005

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