nlm.bound: Bounded optimization using nlm

In naolsen/simm.fda: Simultaneous inference for Misaligned Functional Data

Bounded optimization using nlm

Description

Performs bounded (box-constrained) non-linear minimization using the fast but unconstrained nlm optimizer. This function is in many cases been faster than box-constrained optimization using optim.

Usage

nlm.bound(fct, p, lower, upper, ...)

Arguments

fct	Function to be optimized over. One vector argument.
p	Starting values
lower	lower bounds for paramters.
upper	upper bounds for parameters.
...	Further arguments to nlm

Details

nlm.bound doesn't check validity of the bounds, but does check if starting values satisfy the constraints. If any starting value is not strictly between its prescribed bounds, it is adjusted with a warning.

See Also

nlm

naolsen/simm.fda documentation built on June 28, 2022, 2:41 a.m.