Displaying 4 results from an estimated 4 matches for "bgfs".
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bfgs
2004 Aug 10
1
Question about mle function
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?
I am using R-1.9.1 on Windows and on Unix.
Thank you in advance,
Victoria Landsman.
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2000 Aug 15
1
Defective pointer to tech report (PR#634)
...in
ftp://ece.nwu.edu/pub/lbfgs/lbfgs_bcm/
but that directory seems not to exist.
(Actually, the comment does not give a URL - it just says
to look in that directory on that FTP server.)
Paper [1] does exist in
ftp://ece.nwu.edu/pub/nocedal/papers/sisc95.ps
Nocedal's bibliography page for L-BGFS-B is
http://www.ece.nwu.edu/~nocedal/lbfgsb.html
which points to .ps.gz forms of both papers.
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2005 Sep 06
2
fitting distributions with R
Dear all
I've got the dataset
data:2743;4678;21427;6194;10286;1505;12811;2161;6853;2625;14542;694;11491;
?? ?? ?? ?? ?? 14924;28640;17097;2136;5308;3477;91301;11488;3860;64114;14334
I know from other testing that it should be possible to fit the data with the
exponentialdistribution. I tried to get parameterestimates for the
exponentialdistribution with R, but as the values
of the parameter
2005 Nov 28
3
optimization with inequalities
I have to estimate the following model for several
group of observations :
y(1-y) = p[1]*(x^2-y) + p[2]*y*(x-1) + p[3]*(x-y)
with constraints :
p[1]+p[3] >= 1
p[1]+p[2]+p[3]+1 >= 0
p[3] >= 0
I use the following code :
func <- sum((y(1-y) - p[1]*(x^2-y) + p[2]*y*(x-1) +
p[3]*(x-y))^2)
estim <- optim( c(1,0,0),func, method="L-BFGS-B" ,
lower=c(1-p[3], -p[1]-p[3]-1,