[R] Implementation of S-Plus "nlmib" routine in R
tlumley at u.washington.edu
Sun Oct 6 18:11:43 CEST 2002
On Sat, 5 Oct 2002, David Stamps wrote:
> Where can I find a package with an R implementation of the S-Plus
> "nlmib" general
> minimzation routine described in
> Venables & Ripley's "Modern Applie Statistics with S-Plus", 3rd Ed., pp
> 267 - 270?
The method="L-BFGS-B" option in optim() is a box-constrained quasi-Newton
optimiser. I don't know if it's the same one as nlminb, but it works
pretty well. There's also method="BFGS" for an unconstrained version that
may be more efficient.
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