[Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead

Kellner ralf.kellner at wiso.uni-erlangen.de
Tue Jul 19 19:33:34 CEST 2011


i have a question concerning the Nelder-Mead algorithm in R. As far as i can
see, the shrink operation is not included in the optim() function. Does
anyone know an implementation of the Nelder-Mead algorithm including this
operation in R? Could maybe someone send me one? I would try to write the
code on my own, but due to my doctor thesis i am a little under time
pressure and would appreciate any help. Thank you in advance!


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