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trustOptim (version 0.8.3)

Trust region nonlinear optimization, efficient for sparse Hessians

Description

Trust region algorithm for nonlinear optimization. In addition to being more stable and robust than optim, this package includes methods that are scalable and efficient (in terms of both speed and memory usage) when the Hessian is sparse.

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Version

Install

install.packages('trustOptim')

Monthly Downloads

1,586

Version

0.8.3

License

MPL (>= 2.0)

Maintainer

Michael Braun

Last Published

December 8th, 2013

Functions in trustOptim (0.8.3)

log_inv.logit

log of inverse logit function
trustOptim-package

Nonlinear optimizers using trust regions, with methods optimized for sparse Hessians.
inv.vech

inverse vech operator on a vector
vech

vech operator on a square matrix
Demonstration functions

Functions used in the binary choice demo
logit

logit function
inv.logit

inverse logit function
trust.optim

Nonlinear optimizers using trust regions