[R] Need help on Newton-Raphson optimization

[Daniel Nordlund]

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of michael
> Sent: Wednesday, August 10, 2011 4:37 PM
> To: r-help at r-project.org
> Subject: [R] Need help on Newton-Raphson optimization
> 
> Hi,
> 
>      Is there available package on the optimization function using
> Newton-Raphson method (iterative quadratic approximation)? I have been
> using
> the 'optim' function in R and found it really unstable (it depends heavily
> on the initial values and functional forms). If I have to code it by
> myself,
> can I get some advice on how to start (any good reference or sample code)?
> I
> really appreciate any help.
> 
> thanks,
> 
> Michael
> 

If you do a Google search using

    'R optimization newton raphson'

you will find lots of relevant hits.


Hope this is helpful,

Dan

Daniel Nordlund
Bothell, WA USA