Displaying 1 result from an estimated 1 matches for "calcloglik".
2009 Feb 24
2
Tracing gradient during optimization
...f the optimization procedure, in particular
the numerical gradient of the parameter vector during each iteration.
The documentation of optim() describes that the trace parameter should allow
one to trace the progress of the optimization.
I use the following command:
optim(par = vPar,
fn = calcLogLik,
method = "BFGS",
control = list(trace = TRUE, fnscale = -1, maxit = 2000));
which gives very little information:
initial value 3.056998
final value 2.978351
converged
Specifying trace >1, for instance trace = 20, does not result in more
information. Is there a w...