[R] Fast optimizer

[Ravi Varadhan]

You have hardly given us any information for us to be able to help you.  Give us more information on your problem, and, if possible, a minimal, self-contained example of what you are trying to do.

Ravi.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: R_help Help <rhelpacc at gmail.com>
Date: Thursday, October 29, 2009 8:24 pm
Subject: [R] Fast optimizer
To: r-help at r-project.org, r-sig-finance at stat.math.ethz.ch


> Hi,
> 
> I'm using optim with box constraints to MLE on about 100 data points.
> It goes quite slow even on 4GB machine. I'm wondering if R has any
> faster implementation? Also, if I'd like to impose
> equality/nonequality constraints on parameters, which package I should
> use? Any help would be appreciated. Thank you.
> 
> rc
> 
> ______________________________________________
> R-help at r-project.org mailing list
> 
> PLEASE do read the posting guide 
> and provide commented, minimal, self-contained, reproducible code.