ucminf

MaRDI QIDQ23222swMATHCRANFDO

Authors Stig Bousgaard Mortensen, Hans Bruun Nielsen

Last update 13 December 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.1-4.1, 1.1-4.2, 1.1-4.3, 1.2.0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0, 1.1-0, 1.1-1, 1.1-2, 1.1-3, 1.1-4, 1.2.1

Official website http://cran.r-project.org/web/packages/ucminf/index.html

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

Description

An algorithm for general-purpose unconstrained non-linear optimization. The algorithm is of quasi-Newton type with BFGS updating of the inverse Hessian and soft line search with a trust region type monitoring of the input to the line search algorithm. The interface of 'ucminf' is designed for easy interchange with 'optim'.

Cited in

(22)

• maxLik: a package for maximum likelihood estimation in R
• A fast approximate EM algorithm for joint models of survival and multivariate longitudinal data
• miscTools
• pglm
• Rcgmin
• Rvmmin
• ordinal
• Benchmarking
• LindleyR
• mvord
• sfaR
• ei
• phenofit
• NHMSAR
• trajeR
• optimg
• orloca
• eicm
• SPreg
• MixSemiRob
• Weighted Lindley frailty model: estimation and application to lung cancer data
• ordgam

This page was built for software: ucminf