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2003 Jul 16
2
numerical differentiation in R? (for optim "SANN" parscale)
Dear R users,
I am running a maximum likelihood model with optim. I chose the
simulated annealing method (method="SANN").
SANN is not performing bad, but I guess it would be much more effecive
if I could set the `parscale' parameter.
The help sais:
`parscale' A vector of scaling values for the parameters.
Optimization is performed on `par/parscale' and these