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skewtmle
2005 Sep 06
1
R: optim
...[[1]]$counts
function gradient
53 53
[[1]]$convergence
[1] 0
[[1]]$message
[1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
#################################################################################
i ghave included the function used in the optim call:
SKEWMLE=function(l,DATA=XDATA,...)
{
#alpha = l[1]
#beta = l[2]
#phi2 = l[3]
#v= l[4]
phi1=PHI1
DATA<-as.matrix(DATA)
fnew<-function(x,y,l,...)
{
#when we do not estimate phi1
t1=(1+((y-l[1]-l[2]*x)^2)/(l[4]*l[3]^2))^(-0.5*(1+l[4]))
t2=(1+(x^2)/l[4])^(-0.5*(1+l[4]))
t3...