cppBfgs {glmBfp} | R Documentation |
Interface to the internal C++ optimization routine "bfgs"
cppBfgs(x0, f_, min.x = c(-Inf), max.x = c(+Inf), prec = 1e-05, verbose = FALSE)
x0 |
the start value |
f_ |
the target function |
min.x |
minimum bound on x (default |
max.x |
maximum bound on x (default |
prec |
precision (default |
verbose |
be verbose? (not default) |
A list with the following elements:
the minimum abscissa found by the algorithm
the inverse Hessian at par
list of the function evaluation pairs: args
and
vals
the convergence code. 0 is “OK”, -1 is “lost precision”, and +1 is “change not large enough”
Daniel Sabanes Bove daniel.sabanesbove@ifspm.uzh.ch