At present the documentation for nlm refers the reader to Dennis and Schnabel for details on the algorithms. It also states that the function is liable to change. Can anyone tell me if the current version of nlm uses only function values or if it can use gradients and Hessians when they are available? I would like to get an idea of how difficult it would be to port the development versions of our linear mixed-effects code. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=--- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=---
Douglas Bates <bates@stat.wisc.edu> writes:> Can anyone tell me if the current version of nlm uses only function > values or if it can use gradients and Hessians when they are > available? I would like to get an idea of how difficult it would be > to port the development versions of our linear mixed-effects code.I'd say that this is so important that you should just tell us what you want it to do and we'll make it do so. (Above statement being asymptotically valid for large values of "we"...) -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=--- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=---
>>>>> "DougB" == Douglas Bates <bates@stat.wisc.edu> writes:DougB> At present the documentation for nlm refers the reader to Dennis DougB> and Schnabel for details on the algorithms. It also states that DougB> the function is liable to change. DougB> Can anyone tell me if the current version of nlm uses only DougB> function values or if it can use gradients and Hessians when DougB> they are available? I would like to get an idea of how DougB> difficult it would be to port the development versions of our DougB> linear mixed-effects code. Hello Doug, thank you for thinking about the port !! Unfortunately, the current version of src/main/optimize.c still contains o.c> static int F77_SYMBOL(d1fcn)(int *n, double *x, double *g) o.c> { o.c> error("optimization using analytic gradients not implemented (yet)\n"); o.c> } o.c> o.c> static int F77_SYMBOL(d2fcn)(int *n, double *x, double *g) o.c> { o.c> error("optimization using analytic Hessians not implemented (yet)\n"); o.c> } (optimize.c is unchanged since 0.50-a4). The underlying Fortran code would allow gradients and hessians; the ``only'' remaining thing is to use the internal code in R which is used for 'deriv(.)' to compute algebraic derivatives ... Martin Maechler <maechler@stat.math.ethz.ch> <>< Seminar fuer Statistik, SOL G1 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-3408 fax: ...-1086 http://www.stat.math.ethz.ch/~maechler/ =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=--- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=---