Rvmminu {Rvmmin} | R Documentation |
An R implementation of a variable metric method for minimization of unconstrained nonlinear functions.
See the manual Rvmmin.Rd for details.
Rvmminu(par, fn, gr, control = list(), ...)
par |
A numeric vector of starting estimates. |
fn |
A function that returns the value of the objective at the
supplied set of parameters |
gr |
A function that returns the gradient of the objective at the
supplied set of parameters Note that a gradient function MUST be provided. See the manual for
|
control |
An optional list of control settings. |
... |
Further arguments to be passed to |
This routine is intended to be called from Rvmmin
, which will, if
necessary, supply a gradient approximation. However, some users will want
to avoid the extra overhead, in which case it is important to provide an
appropriate and high-accuracy gradient routine.
Functions fn
must return a numeric value.
The control
argument is a list.
Successful completion.
The source code Rvmmin
for R is still a work in progress, so users should watch
the console output.
The control
argument is a list.
A limit on the number of iterations (default 500). This is the maximum number of gradient evaluations allowed.
A limit on the number of function evaluations allowed (default 3000).
Set 0 (default) for no output, >0 for trace output (larger values imply more output).
dowarn
= TRUE if we want warnings generated by optimx. Default is TRUE.
To maximize user_function, supply a function that computes (-1)*user_function. An alternative is to call Rvmmin via the package optimx.
To adjust the acceptable point tolerance (default 0.0001) in the test f <= fmin + gradproj * steplength * acctol
As of 2011-11-21 the following controls have been REMOVED
There is now a choice of numerical gradient routines. See argument
gr
.
A list with components:
par |
The best set of parameters found. |
value |
The value of the objective at the best set of parameters found. |
counts |
A vector of two integers giving the number of function and gradient evaluations. |
convergence |
An integer indicating the situation on termination of the function.
|
message |
A description of the situation on termination of the function. |
####in Rvmmin.Rd ####