R help - Sep 2010 - Can I monitor the iterative/convergence process while using Optim or MaxLik?

Hi R-helpers,

Is it possible that I have the estimates from each step/iteration shown on
the computer screen in order to monitor the process while I am using Optim
or MaxLik?

Thanks for your help.

Maomao

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The simple way to do this is just to rewrite your function to be optimized to
print out the current values that it was called with, this way you will see
where it is and what it is doing.  Look at the cat function for how to print the
values, also look at the flush.console function.

For example you could take the 1st example on the optim help page and insert the
following 2 lines as the 1st 2 lines of the f function:

cat(x, '\n')
flush.console()

and then at each iteration you can see the values tried.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Sally Luo
> Sent: Tuesday, September 14, 2010 1:50 PM
> To: r-help at r-project.org
> Subject: [R] Can I monitor the iterative/convergence process while
> using Optim or MaxLik?
> 
> Hi R-helpers,
> 
> Is it possible that I have the estimates from each step/iteration shown
> on
> the computer screen in order to monitor the process while I am using
> Optim
> or MaxLik?
> 
> Thanks for your help.
> 
> Maomao
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.

On 14 September 2010 21:49, Sally Luo <shali623@gmail.com> wrote:
> Is it possible that I have the estimates from each step/iteration shown on
> the computer screen in order to monitor the process while I am using Optim
> or MaxLik?
>
You can call maxLik() with argument "print.level" set to a value
larger than
0.

/Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name

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