search for: derviatives

...Alternatively, it may be possible to make use of a pre-exisiting AD library in another language (e.g. ADOL-C or the AutoDiff libraries from AD Model Builder). As these libraries are C++ based this would require functions that were written in R to be parsed into C++ and then compiled before their derviatives could be found. Although this has the advantage of using work that is already well developed, the parsing and compilation from R to C++ may make the interface 'clunky'. It is likely that we won't know how successful either of these approaches could be until someone actually sits down...

Hello, I am trying to use optim() on a function involving a summation. My function basically is a thinned poisson likelihood. I have two parameters and in most cases optim() does a fine job of getting the minima. I am simulating my data based on pre specified parameters, so I know what I should be getting. However when my true parameters fall in a particular range, optim() gives