[Rd] Optimisation methods

Prof Brian D Ripley ripley@stats.ox.ac.uk
Thu, 30 Nov 2000 18:48:28 +0000 (GMT)

On Fri, 1 Dec 2000 Robert.King@mailbox.gu.edu.au wrote:

> I don't want to re-invent the wheel, and I'm trying to code up something
> that does a Nelder-Mead simplex method to minimise a non-linear objective
> function.  (I'm porting something I originally wrote in matlab, using the 
> optimisation toolbox funciton fmins).
> Is there already something available to do this included in R?
> Do people have suggestions on the best way to do this?


Now how did this not come up in a search: perhaps because of the way you
spell optimization?  I have

> help.search("optimisation")
No help files found with name or title matching `optimisation'
> help.search("optimization")
Help files with name or title matching `optimization':

partition(multiv)          Partitioning by Iterative Optimization 
lmeScale(nlme)             Scale for lme Optimization
portfolio.optim(tseries)   Portfolio Optimization
optim(base)                General-purpose Optimization
optimize(base)             One Dimensional Optimization

which shows we probably need to find a way to check variant spellings.

(BTW: just in case anyone tells me the British spell with an `ise', the
Oxford English Dictionary does not.)

Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-devel-request@stat.math.ethz.ch