[Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
rvaradhan at jhmi.edu
Wed Jul 20 01:37:18 CEST 2011
Take a look at the `nmk' function in"dfoptim" package.
From: r-devel-bounces at r-project.org [r-devel-bounces at r-project.org] on behalf of Kellner [ralf.kellner at wiso.uni-erlangen.de]
Sent: Tuesday, July 19, 2011 1:33 PM
To: r-devel at r-project.org
Subject: Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
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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