[R] iteration history

From: Robert Mcfadden <robert-mcfadden_at_o2.pl>
Date: Tue 07 Feb 2006 - 07:59:32 EST


Dear R Users
I would like to use optim function to optimize a function. I read help but I couldn't find what I need: is it possible to get information after each iteration, for example as there is in MATLAB:

                                                        Gradient's 
 Iteration  Func-count       f(x)        Step-size      infinity-norm
     0          24          388.976                            14
     1          72           385.67      0.0292637           16.8  
     2          96           383.54              1           4.15  
     3         120          383.412              1          0.108  
     4         144          383.412              1          0.002  
     5         168          383.412              1        0.00149  
     6         192          383.412              1      6.23e-005  
     7         216          383.412              1      1.01e-005  
   

It is useful when iteration takes long time - I know what's happen I would appreciate any suggestion

Robert



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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 Tue Feb 07 08:17:06 2006

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