From rpeng@stat.ucla.edu  Fri Jan 17 22:06:03 2003
From: rpeng@stat.ucla.edu (Roger Peng)
Date: Fri Jan 17 22:06:03 2003
Subject: [Rd] supplying gradient to constrOptim()
Message-ID: <Pine.GSO.4.10.10301171256220.27871-100000@fisher.stat.ucla.edu>

Hi, I'm very interested in using the constrOptim() function currently in
the R-devel sources.  In particular, I'm trying to fit point process
conditional intensity models via maximum likelihood.  However, I noticed
that the gradient of the objective function must be supplied for all but
the Nelder-Mead method.  I was wondering why this was because optim()
itself does not require a gradient function for the BFGS or Conjugate
Gradient methods.

Thanks,

-roger
_______________________________
UCLA Department of Statistics
rpeng@stat.ucla.edu
http://www.stat.ucla.edu/~rpeng



[Rd] supplying gradient to constrOptim()
Roger Peng