[R] Looking to maximize a conditional likelihood
ross at biostat.ucsf.edu
Thu Jul 17 23:33:55 CEST 2003
On Thu, 2003-07-17 at 14:27, Spencer Graves wrote:
> Have you considered "optim"?
> spencer graves
Thank you for drawing that to my attention. I take it that's the best general
purpose optimizer to use?
My hope is to find something that knows a bit more about the structure of the
problem, including particularly the sum of permutations bit. After looking
at the coxph documentation
I'm getting more optimistic it's what I need (particularly with
method=exact, which it says is equivalent to the conditional logistic model,
which is my case (at least without the c_ij's).
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