Description Details Author(s) References See Also
Provides a replacement and extension of the optim() function to unify and streamline optimization capabilities in R for smooth, possibly box constrained functions of several or many parameters
The three functions ufn, ugr and uhess wrap corresponding user functions fn, gr, and
hess so that these functions can be executed safely (via try()) and also so parameter or
function scaling can be applied. The wrapper
functions also allow for maximization of functions (via minimization of the negative of
the function) using the logical parameter maximize
.
There are three test functions, fnchk, grchk, and hesschk, to allow the user
function to be tested for validity and correctness. However, no set of tests is
exhaustive, and extensions and improvements are welcome. The package
numDeriv
is used for generation of numerical approximations to
derivatives.
Package: | optplus |
Version: | 2012-6.18 |
Date: | 2012-06-18 |
License: | GPL-2 |
Lazyload: | Yes |
Depends: | numDeriv |
Suggests: | BB, ucminf, Rcgmin, Rvmmin, minqa, setRNG, dfoptim |
Repository: | R-Forge |
Repository/R-Forge/Project: | optimizer |
Index:
1 2 3 4 |
John C Nash <nashjc@uottawa.ca> and Ravi Varadhan <RVaradhan@jhmi.edu>
Maintainer: John C Nash <nashjc@uottawa.ca>
Nash, John C. and Varadhan, Ravi (2011) Unifying Optimization Algorithms to Aid Software System Users: optimx for R, Journal of Statistical Software, publication pending.
optim
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