[R] using user-supplied derivatives in rgenoud

Thoralf Mildenberger thoralf.mildenberger at uni-dortmund.de
Wed Jun 1 18:46:20 CEST 2005


I have been using the rgenoud package for a nonlinear least-squares
problem with lots of local minima, and it works very well but takes lots
of time. According to the article refrenced in the documentation, the
original GENOUD-software by the same authors seems to allow for
user-supplied analytical derivatives instead of numerical approximations,
which would probably save some time. Does anybody know whether this
feature is also available in rgenoud? The documentation says nothing about
this, but rgenoud seems to call optim() in the stats-package, which does
allow for passing a function evaluating the derivatives.

Thank you,
Thoralf Mildenberger




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