search for: tp3604373p3604453

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2011 Jun 16
2
optimization with Sparse matrices
To whom it may concern, I am trying to maximize a log-likelihood function using optim. This is a simple problem with only 18 parameters. To conserve memory, I am using sparse matrices (SLAM) for some of the data matrices used in the computation of the likelihood. However, optim appears to convert the sparse matrix back to regular data format. This causes me to run out of memory as R tries to