"Victoria Landsman" <msvika at mscc.huji.ac.il> writes:
> Dear all,
> I'd like to find the mle esttimates using the mle function
> mle(negloglik, start = list(), fixed=list(), method="...").
> I am using the L-BGFS-B method and I don't supply the gradient
function. Is there a way to print the gradients found at the solution value?
No. The "details" slot in an mle object is simply the return value
from optim(), and that doesn't provide the gradient. Might be an idea
to change that, though, since the gradient is obviously not zero where
the box constraints are active.
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907