optimx

Expanded Replacement and Extension of the 'optim' Function

Last update: 24 October 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2022-4.30, 0.84, 0.88, 2011-2.27, 2011-2.29, 2011-8.1, 2011-8.2, 2012-3.31, 2012.04.01, 2013.8.6, 2013.8.7, 2014.5.4, 2018-7.10, 2020-1.31, 2020-2.2, 2020-4.2, 2021-6.12, 2021-10.12, 2023-8.13, 2023-10.21

Source code repository: https://github.com/cran/optimx

Description

Provides a replacement and extension of the optim() function to call to several function minimization codes in R in a single statement. These methods handle smooth, possibly box constrained functions of several or many parameters. Note that function 'optimr()' was prepared to simplify the incorporation of minimization codes going forward. Also implements some utility codes and some extra solvers, including safeguarded Newton methods. Many methods previously separate are now included here. This is the version for CRAN.

Related Items (78)

Synth ⋮ The gamma extended Weibull distribution ⋮ The zero-truncated Poisson-weighted exponential distribution with applications ⋮ Providing accurate models across private partitioned data: secure maximum likelihood estimation ⋮ Unnamed Item ⋮ Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses ⋮ Scalable Hyperparameter Selection for Latent Dirichlet Allocation ⋮ Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis ⋮ The negative binomial-generalized Lindley distribution for overdispersed data ⋮ Characterizations of the maximum likelihood estimator of the Cauchy distribution ⋮ The length-biased weighted Lindley distribution with applications ⋮ An extension of Azzalini's method ⋮ Estimating across-trial variability parameters of the diffusion decision model: expert advice and recommendations ⋮ Nonlinear Parameter Optimization Using R Tools ⋮ phenology ⋮ A generalization of the power law distribution with nonlinear exponent ⋮ stopp ⋮ phenofit ⋮ targeted ⋮ hmmTMB ⋮ nlmeVPC ⋮ glinvci ⋮ unitquantreg ⋮ aldvmm ⋮ embryogrowth ⋮ netcom ⋮ Moments and random number generation for the truncated elliptical family of distributions ⋮ PLmixed ⋮ BiplotML ⋮ adana ⋮ ROI.plugin.optimx ⋮ tipa ⋮ CLVTools ⋮ RAINBOWR ⋮ BTYD ⋮ eirm ⋮ hierSDR ⋮ ubiquity ⋮ cxr ⋮ SAMBA ⋮ gear ⋮ ZIPFA ⋮ hero ⋮ ldhmm ⋮ WeibullFit ⋮ CJAMP ⋮ beezdemand ⋮ BTdecayLasso ⋮ sgt ⋮ tidysynth ⋮ Multivariate ordinal regression models: an analysis of corporate credit ratings ⋮ invGauss ⋮ monmlp ⋮ mrds ⋮ CensSpatial ⋮ REndo ⋮ ecd ⋮ surrosurv ⋮ parfm ⋮ geoBayes ⋮ marked ⋮ ExtDist ⋮ macc ⋮ LifeHist ⋮ midasr ⋮ calibrar ⋮ Countr ⋮ rankdist ⋮ CatDyn ⋮ mvord ⋮ psychonetrics ⋮ reReg ⋮ PartCensReg ⋮ Weighted Lindley frailty model: estimation and application to lung cancer data ⋮ Unnamed Item ⋮ pdynmc ⋮ EZtune ⋮ BayesLN

This page was built for software: optimx