[R] A Question about MLE in R

Ravi Varadhan r@v|@v@r@dh@n @end|ng |rom jhu@edu
Thu Jul 23 21:41:05 CEST 2020


I agree with John that SANN should be removed from optim.


More importantly, the default choice of optimizer in optim should be changed from "Nelder-Mead" to "BFGS."   Nelder-Mead is a bad choice for the most commonly encountered optimization problems in statistics.  I really do not see a good reason for not changing the default in optim.


Best regards,

Ravi

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