This function is a wrapper to the standard optim optimizer with method = "BFGS".
fn.optim(par0, data, GASSpec, FUN)numeric vector of named model coefficients.
numeric vector or matrix of data.
An object of the class uGASSpec or mGASSpec, created via the UniGASSpec and MultiGASSpec functions.
A function to optimize.
It returns a named list with four elements: i) pars: a numeric vector
where the estimated parameters are stored, ii) value: a numeric containing the value of the negative log likelihood
evaluated at its minumum, iii) hessian, a numeric matrix containing the Hessian matrix evaluated at
the minimum of the negative log likelihood, iv) convergence a numeric element indicating the convergence results of
optim.
The following control parameters are used for control:
trace = 0
abstol = 1e-8
See the documentation of optim.
help(optim)