Because the function optim() does not return the
values of the components in the 'control' list, I am
seeking help to uncover the blackbox for some of these
components:
parscale: par/parscale is used for ndeps, but how does
optim() set parscale at the first place?
abstol: no default information given in the help file,
so what is it?
reltol: this one is clear in the help file, but if
both abstol and reltol are used as default, which one
does optim() take as the higher stopping criterion?
Two other related questions:
First, ndeps is used for the finite-difference
approximation, but is this forward, backward, or
central difference?
Second, if I minimize a function through optim (say,
BFGS), does abstol/reltol use the function value or
the estimated parameter values to assess convergence?
Many thanks,
Daniel
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