bolker@zoo.ufl.edu
2001-Oct-03 15:09 UTC
[Rd] tiny typo in optim/N-M documentation (PR#1109)
In the optim() documentation, the control parameter "maxit" says "There is no other stopping criteria." That should be "are", or "criterion" ... While I'm at it -- poking at the code a little bit, it looks as if the initial simplex is set from the initial point by displacing each parameter value by max(0.1,0.1*pmax(fabs(Bvec))), where Bvec is the initial parameter set. It would be nice to have a bit more external control of this procedure. Is anyone interested in hacking this? If I did it myself would anyone be interested in the results? Or does fussing with the Nelder-Mead simplex seem silly because anyone who is really serious about optimization will being using another method anyway? Ben Bolker --please do not edit the information below-- Version: platform = i686-pc-linux-gnu arch = i686 os = linux-gnu system = i686, linux-gnu status major = 1 minor = 3.1 year = 2001 month = 08 day = 31 language = R Search Path: .GlobalEnv, package:LG3d, package:ts, package:nls, package:ellipse, package:mleprof, package:ctest, Autoloads, package:base -- 318 Carr Hall bolker@zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Jonathan Rougier
2001-Oct-04 08:16 UTC
[Rd] tiny typo in optim/N-M documentation (PR#1109)
Hi Ben, bolker@zoo.ufl.edu wrote:> While I'm at it -- poking at the code a little bit, it looks as if the > initial simplex is set from the initial point by displacing each > parameter value by max(0.1,0.1*pmax(fabs(Bvec))), where Bvec is the > initial parameter set. It would be nice to have a bit more external > control of this procedure. > Is anyone interested in hacking this? If I did it myself would > anyone be interested in the results? Or does fussing with the > Nelder-Mead simplex seem silly because anyone who is really serious > about optimization will being using another method anyway?I am a happy (but serious) user of simplex optimisation in "optim". I think that it would be a very good idea to be able to over-ride the default initial simplex through an argument to the "control" list. So if you do the hack please publish it, and if not, let me know and I will have a go instead. Cheers, Jonathan. -- Jonathan Rougier Science Laboratories Department of Mathematical Sciences South Road University of Durham Durham DH1 3LE tel: +44 (0)191 374 2361, fax: +44 (0)191 374 7388 http://www.maths.dur.ac.uk/stats/people/jcr/jcr.html -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._