Displaying 2 results from an estimated 2 matches for "ribiere".
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ribeiro
2011 Jul 13
2
Very slow optim()
Dear list,
I am using optim() function to MLE ~55 parameters, but it is very slow to converge (~ 25 min), whereas I can do the same in ~1 sec. using ADMB, and ~10 sec using MS EXCEL Solver.
Are there any tricks to speed up?
Are there better optimization functions?
Thanks
Toshihide "Hamachan" Hamazaki, $B_@:j=S=((JPhD
Alaska Department of Fish and Game:
2007 Apr 05
2
Likelihood returning inf values to optim(L-BFGS-B) other options?
Dear R-help list,
I am working on an optimization with R by evaluating a likelihood
function that contains lots of Gamma calculations (BGNBD: Hardie Fader
Lee 2005 Management Science). Since I am forced to implement lower
bounds for the four parameters included in the model, I chose the
optim() function mith L-BFGS-B as method. But the likelihood often
returns inf-values which L-BFGS-B